There are several links that support this but I can't find any recent research.

"Some coffee brewing techniques raise the serum concentration of total and low-density-lipoprotein cholesterol in humans, whereas others do not. The responsible factors are the diterpene lipids cafestol and kahweol, which make up about 1% (wt:wt) of coffee beans. Diterpenes are extracted by hot water but are retained by a paper filter. This explains why filtered coffee does not affect cholesterol, whereas Scandinavian “boiled,” cafetiere, and Turkish coffees do. We describe the identification of the cholesterol-raising factors, their effects on blood levels of lipids and liver function enzymes, and their impact on public health, based on papers published up to December 1996."
From:
http://arjournals.annualreviews.org/doi/abs/10.1146/annurev.nutr.17.1.305
And:
http://findarticles.com/p/articles/mi_m0887/is_/ai_11389335
And:
http://www3.interscience.wiley.com/journal/119220790/abstract?CRETRY=1&SRETR...