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 0 1 931
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market 0 0 0 70 3 7 12 307
Africa's crises recent analysis of armed conflicts and natural disasters in Africa 0 1 1 1 0 3 5 8
An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets 0 0 0 18 0 7 10 225
Benchmark status in fixed-income asset markets 0 0 0 0 2 5 7 61
Benchmark status in fixed-income asset markets 0 0 0 0 1 2 5 19
Dealer Intermediation between Markets 0 0 0 10 1 9 13 47
Defining Benchmark Status: An Application using Euro-Area Bonds 1 1 1 123 2 11 16 529
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 0 116 2 11 17 532
Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? 0 0 0 3 1 2 4 16
Do redemptions increase as money market funds approach regulatory liquidity thresholds? 0 0 0 3 0 4 9 41
ECB Monetary Operations and the Interbank Repo Market 1 1 1 34 3 6 13 136
ECB monetary operations and the interbank repo market 0 0 0 3 0 5 8 116
Financial fragility in open-ended mutual funds: the role of liquidity management tools 0 0 0 6 0 2 6 25
First-mover advantage in funds revisited 0 0 0 0 1 5 18 19
Have Irish sovereign bonds decoupled from the euro area periphery, and why? 0 0 1 78 0 3 7 134
How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device 0 0 0 15 0 5 6 76
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 0 112 0 2 2 144
Investment Fund Risk: The Tale in the Tails 0 0 0 8 1 3 4 100
Irish-Resident LDI Funds and the 2022 Gilt Market Crisis 0 0 0 1 2 7 22 36
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 15 1 5 7 54
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 6 1 8 8 19
Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns 0 0 0 127 0 2 4 470
Monetary Policy and Money Market Funds 0 0 0 20 1 6 7 104
Money Market Funds and Unconventional Monetary Policy 0 2 2 43 0 8 15 280
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 15 0 6 9 97
Positive liquidity spillovers from sovereign bond-backed securities 0 0 1 23 1 6 10 104
Price Discovery in the Dual-Platform US Treasury Market 0 1 2 43 0 4 7 140
Repo Market Microstructure in Unusual Monetary Policy Conditions 0 0 1 56 2 5 9 290
Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment 0 0 0 10 2 10 13 79
Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment 0 0 0 28 3 7 10 84
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 14 3 11 17 229
The Value Relevance of Sentiment 0 0 0 14 1 4 8 123
Transparency Proposals for European Sovereign Bond Markets 0 0 0 1 0 1 1 21
Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? 0 0 0 6 0 0 1 210
Total Working Papers 2 6 10 1,286 34 182 311 5,806

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 0 3 3 116
Benchmark Status in Fixed‐Income Asset Markets 0 0 0 2 2 8 17 43
Commonality in returns, order flows, and liquidity in the Greek stock market 0 0 0 24 0 6 7 95
DEALER INTERMEDIATION BETWEEN MARKETS 0 0 0 16 1 6 10 83
Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? 0 0 0 17 0 6 11 52
Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy 0 0 0 47 0 1 1 73
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 0 34 0 9 14 85
International order flows: Explaining equity and exchange rate returns 0 0 2 68 5 11 18 210
Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training 0 0 0 0 0 3 5 191
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 3 1 4 8 52
Price discovery in the dual-platform US Treasury market 0 0 0 5 1 4 6 74
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application 0 0 0 53 1 7 9 181
Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment 0 0 0 9 1 5 9 52
The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE 0 1 1 62 1 7 13 216
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 10 1 13 18 79
The market response to information quality shocks: the case of Enron 0 0 0 36 0 2 4 162
Transparency proposals for European sovereign bond markets 1 1 1 23 1 3 6 106
Total Journal Articles 1 2 4 442 15 98 159 1,870
1 registered items for which data could not be found
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Statistics updated 2026-03-04