Access Statistics for Peter Dunne

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 New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens! 0 0 0 264 2 4 5 935
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market 0 0 0 70 3 6 14 310
Africa's crises recent analysis of armed conflicts and natural disasters in Africa 0 0 1 1 2 2 7 10
An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets 0 0 0 18 1 1 11 226
Benchmark status in fixed-income asset markets 0 0 0 0 5 6 10 24
Benchmark status in fixed-income asset markets 0 0 0 0 3 5 10 64
Dealer Intermediation between Markets 0 0 0 10 1 2 14 48
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 0 116 1 4 19 534
Defining Benchmark Status: An Application using Euro-Area Bonds 0 1 1 123 2 5 17 532
Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? 0 0 0 3 2 3 6 18
Do redemptions increase as money market funds approach regulatory liquidity thresholds? 0 0 0 3 2 5 14 46
ECB Monetary Operations and the Interbank Repo Market 0 1 1 34 8 12 22 145
ECB monetary operations and the interbank repo market 0 0 0 3 4 4 12 120
Financial fragility in open-ended mutual funds: the role of liquidity management tools 0 0 0 6 3 3 9 28
First-mover advantage in funds revisited 0 1 1 1 4 8 24 26
Have Irish sovereign bonds decoupled from the euro area periphery, and why? 0 0 1 78 1 1 8 135
How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device 0 0 0 15 0 0 6 76
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 0 112 1 1 3 145
Investment Fund Risk: The Tale in the Tails 0 0 0 8 3 5 8 104
Irish-Resident LDI Funds and the 2022 Gilt Market Crisis 0 0 0 1 5 9 28 43
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 6 1 5 12 23
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 15 2 3 8 56
Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns 0 0 0 127 1 1 5 471
Monetary Policy and Money Market Funds 0 0 0 20 1 2 8 105
Money Market Funds and Unconventional Monetary Policy 0 0 2 43 1 2 16 282
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 15 2 3 12 100
Positive liquidity spillovers from sovereign bond-backed securities 0 0 1 23 6 8 17 111
Price Discovery in the Dual-Platform US Treasury Market 0 0 1 43 2 3 9 143
Repo Market Microstructure in Unusual Monetary Policy Conditions 0 0 1 56 3 7 14 295
Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment 0 0 0 10 1 3 13 80
Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment 0 0 0 28 5 8 13 89
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 14 1 5 17 231
The Value Relevance of Sentiment 0 0 0 14 1 2 9 124
Transparency Proposals for European Sovereign Bond Markets 0 0 0 1 0 0 1 21
Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? 0 0 0 6 2 4 5 214
Total Working Papers 0 3 10 1,287 82 142 406 5,914

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 4 117
Benchmark Status in Fixed‐Income Asset Markets 0 0 0 2 2 4 18 45
Commonality in returns, order flows, and liquidity in the Greek stock market 0 0 0 24 1 1 8 96
DEALER INTERMEDIATION BETWEEN MARKETS 0 0 0 16 1 4 12 86
Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? 0 0 0 17 1 3 14 55
Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy 0 0 0 47 0 0 1 73
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 0 34 2 2 16 87
International order flows: Explaining equity and exchange rate returns 0 0 2 68 1 7 20 212
Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training 0 0 0 0 1 2 7 193
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 3 1 2 9 53
Price discovery in the dual-platform US Treasury market 0 0 0 5 6 8 13 81
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application 0 0 0 53 2 4 12 184
Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment 0 0 0 9 1 2 9 53
The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE 0 0 1 62 3 5 17 220
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 10 2 4 21 82
The market response to information quality shocks: the case of Enron 0 0 0 36 2 2 6 164
Transparency proposals for European sovereign bond markets 0 1 1 23 1 2 7 107
Total Journal Articles 0 1 4 442 28 53 194 1,908
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06