Access Statistics for Alfonso Dufour

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 False Perception? The relative riskiness of AIM and listed Stocks 0 0 0 40 1 1 2 173
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 0 103 0 1 3 202
MTS Time Series: Market and Data Description for the European Bond and Repo Database 0 2 12 268 3 5 23 890
The ACD Model: Predictability of the Time Between Concecutive Trades 0 2 7 244 1 3 12 591
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 0 3 141 0 4 22 850
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 1 81
Time and the Price Impact of a Trade 0 0 2 70 0 0 7 179
Total Working Papers 0 4 25 914 5 14 70 3,040

Journal Article File Downloads Abstract Views
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 0 1 9 9
Complexity and the default risk of mortgage-backed securities 0 0 0 2 0 0 2 13
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 0 6 8 1 3 26 32
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 1 1 2 2 2 3 6 8
Credit and liquidity components of corporate CDS spreads 0 0 2 65 1 2 6 255
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 0 1 2 65
Explaining repo specialness 0 0 0 2 0 1 4 40
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 0 4 6 8
Modeling intraday volatility of European bond markets: A data filtering application 0 0 1 21 0 0 3 86
On the performance of the tick test 0 0 0 13 0 0 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 1 2 3 17 3 8 10 37
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 0 0 0 11 0 0 2 72
The differential impact of leverage on the default risk of small and large firms 2 4 8 71 5 12 33 331
The equity-like behaviour of sovereign bonds 0 1 1 8 1 2 5 63
The systemic risk of leveraged and covenant-lite loan syndications 0 0 2 2 0 1 9 9
Time and the Price Impact of a Trade 0 0 7 252 0 3 17 684
Total Journal Articles 4 8 33 496 13 41 146 1,821

Book File Downloads Abstract Views
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 0 2 16
Total Books 0 0 0 0 0 0 2 16

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Activities 0 0 0 0 0 0 0 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 1 1 1
GARCH Analysis of Switchers 0 0 0 0 0 1 1 3
Interviews 0 0 0 0 0 0 0 3
Introduction 0 0 0 0 0 0 0 4
Literature Review 0 0 0 0 0 0 0 4
Market-Switching Stocks 0 0 0 0 0 0 2 3
Preliminary Data Analysis 0 0 0 0 0 0 2 4
Regression Analyses with Multiple Variables 0 0 0 1 1 1 3 5
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 0 0 1 4
Volatility Estimation 0 0 0 0 0 0 1 4
Total Chapters 0 0 0 1 1 3 11 38

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Statistics updated 2025-09-05