Access Statistics for Peter Dunne

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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=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens! 0 0 0 264 0 0 0 930
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market 0 0 0 70 0 1 2 297
Africa's crises recent analysis of armed conflicts and natural disasters in Africa 0 0 0 0 0 1 1 4
An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets 0 0 0 18 0 0 1 215
Benchmark status in fixed-income asset markets 0 0 0 0 0 1 1 15
Benchmark status in fixed-income asset markets 0 0 0 0 0 1 2 55
Dealer Intermediation between Markets 0 0 0 10 1 2 4 37
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 0 122 2 2 6 517
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 1 116 0 1 2 516
Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? 0 0 0 3 0 0 1 12
Do redemptions increase as money market funds approach regulatory liquidity thresholds? 0 0 0 3 0 1 4 34
ECB Monetary Operations and the Interbank Repo Market 0 0 0 33 0 1 5 128
ECB monetary operations and the interbank repo market 0 0 0 3 0 2 3 110
Financial fragility in open-ended mutual funds: the role of liquidity management tools 0 0 0 6 0 1 3 20
First-mover advantage in funds revisited 0 0 0 0 0 4 11 11
Have Irish sovereign bonds decoupled from the euro area periphery, and why? 1 1 1 78 1 3 4 130
How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device 0 0 0 15 0 0 1 70
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 0 112 0 0 0 142
Investment Fund Risk: The Tale in the Tails 0 0 0 8 0 0 0 96
Irish-Resident LDI Funds and the 2022 Gilt Market Crisis 0 0 0 1 6 8 14 26
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 6 0 0 2 11
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 15 0 1 2 49
Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns 0 0 0 127 0 1 2 467
Monetary Policy and Money Market Funds 0 0 0 20 0 0 4 98
Money Market Funds and Unconventional Monetary Policy 0 0 2 41 0 2 20 272
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 15 0 1 3 90
Positive liquidity spillovers from sovereign bond-backed securities 0 0 0 22 0 0 1 94
Price Discovery in the Dual-Platform US Treasury Market 0 0 1 42 0 0 3 134
Repo Market Microstructure in Unusual Monetary Policy Conditions 0 1 2 56 1 2 6 285
Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment 0 0 0 10 0 0 2 68
Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment 0 0 0 28 1 1 3 77
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 14 1 2 8 216
The Value Relevance of Sentiment 0 0 0 14 0 0 2 115
Transparency Proposals for European Sovereign Bond Markets 0 0 0 1 0 0 2 20
Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? 0 0 0 6 0 0 0 209
Total Working Papers 1 2 7 1,279 13 39 125 5,570

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 0 33 0 0 1 113
Benchmark Status in Fixed‐Income Asset Markets 0 0 0 2 1 2 4 29
Commonality in returns, order flows, and liquidity in the Greek stock market 0 0 0 24 0 0 0 88
DEALER INTERMEDIATION BETWEEN MARKETS 0 0 0 16 0 0 4 74
Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? 0 0 1 17 0 1 4 42
Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy 0 0 1 47 0 0 1 72
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 0 34 0 2 4 75
International order flows: Explaining equity and exchange rate returns 0 1 4 68 0 1 6 195
Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training 0 0 0 0 1 1 1 187
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 3 0 1 1 45
Price discovery in the dual-platform US Treasury market 0 0 0 5 0 0 0 68
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application 0 0 0 53 1 1 2 173
Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment 0 0 0 9 0 0 1 44
The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE 0 0 0 61 0 1 2 205
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 10 1 1 6 63
The market response to information quality shocks: the case of Enron 0 0 0 36 0 0 0 158
Transparency proposals for European sovereign bond markets 0 0 0 22 0 0 1 100
Total Journal Articles 0 1 6 440 4 11 38 1,731
1 registered items for which data could not be found
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Statistics updated 2025-10-06