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	1	1	2	172
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market	0	0	0	103	0	1	1	200
MTS Time Series: Market and Data Description for the European Bond and Repo Database	2	5	11	264	2	9	27	881
The ACD Model: Predictability of the Time Between Concecutive Trades	0	0	10	239	2	3	23	584
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market	0	1	4	140	2	7	23	837
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	1	1	9	0	1	2	81
Time and the Price Impact of a Trade	0	0	2	68	2	3	5	175
Total Working Papers	2	7	28	902	9	25	83	3,004

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Complexity and the default risk of mortgage-backed securities	0	0	1	2	1	1	7	12
Credit and liquidity components of corporate CDS spreads	0	1	1	64	0	1	7	250
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	6	39
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective	0	0	2	2	0	0	3	3
Modeling intraday volatility of European bond markets: A data filtering application	0	0	0	20	0	0	2	84
On the performance of the tick test	0	0	0	13	2	2	2	55
Permanent trading impacts and bond yields	0	0	1	10	0	1	5	54
Predicting Stock Price Changes Based on the Limit Order Book: A Survey	0	0	2	14	0	0	4	27
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	1	1	7	65	3	7	24	311
The equity-like behaviour of sovereign bonds	0	0	1	7	1	2	4	60
Time and the Price Impact of a Trade	1	2	9	250	3	5	19	676
Total Journal Articles	2	4	24	469	10	19	86	1,706

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	1	1	3	16
Total Books	0	0	0	0	1	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	1	1	2	2
Preliminary Data Analysis	0	0	0	0	1	1	1	3
Regression Analyses with Multiple Variables	0	0	0	1	2	2	2	4
Relative Risk Allowing for Size, Age or Liquidity	0	0	0	0	1	1	2	4
Volatility Estimation	0	0	0	0	1	1	1	4
Total Chapters	0	0	0	1	6	6	12	33

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Statistics updated 2025-03-03