Access Statistics for Alfonso Dufour

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A False Perception? The relative riskiness of AIM and listed Stocks	0	0	0	40	0	1	1	172
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market	0	0	0	103	1	1	2	201
MTS Time Series: Market and Data Description for the European Bond and Repo Database	0	2	10	264	1	3	22	882
The ACD Model: Predictability of the Time Between Concecutive Trades	2	2	9	241	3	5	17	587
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market	0	1	5	141	6	9	26	844
The Equity-like Behaviour of Sovereign Bonds	0	0	0	39	0	0	0	74
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads	0	0	1	9	0	0	2	81
Time and the Price Impact of a Trade	1	2	4	70	2	5	8	178
Total Working Papers	3	7	29	907	13	24	78	3,019

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bond supply expectations and the term structure of interest rates	0	0	1	1	1	3	7	7
Complexity and the default risk of mortgage-backed securities	0	0	1	2	0	2	8	13
Corporate bankruptcy and banking deregulation: The effect of financial leverage	2	4	8	8	4	10	26	26
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993]	0	0	0	0	0	1	4	4
Credit and liquidity components of corporate CDS spreads	0	0	1	64	0	1	6	251
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos	0	0	0	9	0	0	1	64
Explaining repo specialness	0	0	0	2	0	0	4	39
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective	0	0	2	2	1	1	4	4
Modeling intraday volatility of European bond markets: A data filtering application	0	0	0	20	0	1	2	85
On the performance of the tick test	0	0	0	13	0	2	2	55
Permanent trading impacts and bond yields	0	0	0	10	0	0	4	54
Predicting Stock Price Changes Based on the Limit Order Book: A Survey	0	1	2	15	0	2	5	29
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market	0	0	0	11	0	0	2	71
The differential impact of leverage on the default risk of small and large firms	0	2	7	66	0	8	26	316
The equity-like behaviour of sovereign bonds	0	0	1	7	0	1	3	60
The systemic risk of leveraged and covenant-lite loan syndications	0	1	1	1	0	4	4	4
Time and the Price Impact of a Trade	0	2	9	251	0	5	17	678
Total Journal Articles	2	10	33	482	6	41	125	1,760

Book	File Downloads				Abstract Views
Book	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies	0	0	0	0	0	1	3	16
Total Books	0	0	0	0	0	1	3	16

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Activities	0	0	0	0	0	0	1	3
Basic Analysis of Relative Volatility	0	0	0	0	0	0	0	0
Conclusions	0	0	0	0	0	0	0	0
Empirical Analysis	0	0	0	0	0	0	0	0
GARCH Analysis of Switchers	0	0	0	0	0	0	0	2
Interviews	0	0	0	0	0	0	0	3
Introduction	0	0	0	0	0	0	1	4
Literature Review	0	0	0	0	0	0	2	4
Market-Switching Stocks	0	0	0	0	0	1	1	2
Preliminary Data Analysis	0	0	0	0	0	2	2	4
Regression Analyses with Multiple Variables	0	0	0	1	0	2	2	4
Relative Risk Allowing for Size, Age or Liquidity	0	0	0	0	0	1	2	4
Volatility Estimation	0	0	0	0	0	1	1	4
Total Chapters	0	0	0	1	0	7	12	34

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Statistics updated 2025-05-12