Access Statistics for Peter Dunne

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bayesian Model of Market Microstructure Behaviour Applied to the Market in Irish Government Securities: Identification Happens! 1 1 10 105 3 9 39 251
A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens! 1 1 5 252 1 3 12 844
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market 1 2 15 15 8 13 38 38
An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets 0 1 7 7 4 10 34 34
Defining Benchmark Status: An Application using Euro-Area Bonds 0 2 7 86 1 4 15 323
Defining Benchmark Status: An Application using Euro-Area Bonds 0 7 21 101 5 19 43 352
Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns 0 2 11 103 4 10 46 343
Size and Book-to-Market Factors in a Multivariate GARCH-in-Mean Asset Pricing Application 0 4 16 194 2 10 44 417
Total Working Papers 3 20 92 863 28 78 271 2,602


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities 0 0 2 21 0 0 3 64
Benchmark Status in Fixed-Income Asset Markets 1 2 6 16 5 12 37 94
Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training 0 0 0 0 1 2 10 125
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application 1 2 6 36 2 4 14 94
The market response to information quality shocks: the case of Enron 0 0 6 14 2 6 43 66
Transparency proposals for European sovereign bond markets 0 2 4 4 2 7 10 10
Total Journal Articles 2 6 24 91 12 31 117 453


Statistics updated 2009-12-07