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 1 1 931
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market 0 0 0 70 2 5 7 302
Africa's crises recent analysis of armed conflicts and natural disasters in Africa 1 1 1 1 1 2 3 6
An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets 0 0 0 18 2 5 5 220
Benchmark status in fixed-income asset markets 0 0 0 0 0 2 3 17
Benchmark status in fixed-income asset markets 0 0 0 0 1 2 3 57
Dealer Intermediation between Markets 0 0 0 10 4 5 9 42
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 1 116 3 8 10 524
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 0 122 5 6 10 523
Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? 0 0 0 3 0 2 3 14
Do redemptions increase as money market funds approach regulatory liquidity thresholds? 0 0 0 3 2 5 7 39
ECB Monetary Operations and the Interbank Repo Market 0 0 0 33 2 4 9 132
ECB monetary operations and the interbank repo market 0 0 0 3 2 3 6 113
Financial fragility in open-ended mutual funds: the role of liquidity management tools 0 0 0 6 0 3 5 23
First-mover advantage in funds revisited 0 0 0 0 1 4 15 15
Have Irish sovereign bonds decoupled from the euro area periphery, and why? 0 0 1 78 1 2 5 132
How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device 0 0 0 15 1 2 3 72
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 1 2 2 98
Irish-Resident LDI Funds and the 2022 Gilt Market Crisis 0 0 0 1 3 6 18 32
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 6 2 2 3 13
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 15 0 0 2 49
Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns 0 0 0 127 2 3 5 470
Monetary Policy and Money Market Funds 0 0 0 20 3 3 5 101
Money Market Funds and Unconventional Monetary Policy 0 0 0 41 2 2 12 274
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 15 4 5 7 95
Positive liquidity spillovers from sovereign bond-backed securities 0 1 1 23 0 4 5 98
Price Discovery in the Dual-Platform US Treasury Market 1 1 2 43 3 5 8 139
Repo Market Microstructure in Unusual Monetary Policy Conditions 0 0 2 56 0 0 6 285
Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment 0 0 0 10 2 3 5 71
Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment 0 0 0 28 0 0 3 77
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 14 6 8 14 224
The Value Relevance of Sentiment 0 0 0 14 1 5 5 120
Transparency Proposals for European Sovereign Bond Markets 0 0 0 1 0 0 1 20
Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? 0 0 0 6 0 1 1 210
Total Working Papers 2 3 8 1,282 56 110 206 5,680

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 1 1 2 114
Benchmark Status in Fixed‐Income Asset Markets 0 0 0 2 4 10 14 39
Commonality in returns, order flows, and liquidity in the Greek stock market 0 0 0 24 3 4 4 92
DEALER INTERMEDIATION BETWEEN MARKETS 0 0 0 16 1 4 6 78
Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? 0 0 0 17 3 7 8 49
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 1 5 76
International order flows: Explaining equity and exchange rate returns 0 0 3 68 1 5 10 200
Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training 0 0 0 0 0 1 2 188
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 3 2 5 6 50
Price discovery in the dual-platform US Treasury market 0 0 0 5 0 2 2 70
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application 0 0 0 53 1 2 3 175
Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment 0 0 0 9 1 4 5 48
The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE 1 1 1 62 1 5 7 210
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 10 2 5 9 68
The market response to information quality shocks: the case of Enron 0 0 0 36 0 2 2 160
Transparency proposals for European sovereign bond markets 0 0 0 22 0 3 4 103
Total Journal Articles 1 1 5 441 20 61 90 1,792
1 registered items for which data could not be found
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Statistics updated 2026-01-09