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 5 935
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market 0 0 0 70 1 2 15 312
Africa's crises recent analysis of armed conflicts and natural disasters in Africa 0 0 1 1 0 0 6 10
An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets 0 0 0 18 0 1 13 228
Benchmark status in fixed-income asset markets 0 0 0 0 1 1 10 25
Benchmark status in fixed-income asset markets 0 0 0 0 1 2 12 67
Dealer Intermediation between Markets 0 0 0 10 1 1 14 50
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 0 116 1 1 19 535
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 1 123 0 2 20 535
Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? 0 0 0 3 0 1 7 19
Do redemptions increase as money market funds approach regulatory liquidity thresholds? 0 0 0 3 0 0 12 46
ECB Monetary Operations and the Interbank Repo Market 0 0 1 34 2 3 20 148
ECB monetary operations and the interbank repo market 0 0 0 3 1 1 11 121
Financial fragility in open-ended mutual funds: the role of liquidity management tools 0 0 1 7 0 0 10 30
First-mover advantage in funds revisited 0 0 1 1 4 5 21 32
Have Irish sovereign bonds decoupled from the euro area periphery, and why? 0 0 1 78 0 3 9 138
How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device 0 0 0 15 0 0 7 77
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 1 113 1 1 6 148
Investment Fund Risk: The Tale in the Tails 0 0 0 8 0 2 10 106
Irish-Resident LDI Funds and the 2022 Gilt Market Crisis 0 0 0 1 3 3 31 51
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 15 1 4 11 60
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 6 1 1 13 24
Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns 0 0 0 127 1 2 6 473
Monetary Policy and Money Market Funds 0 0 0 20 0 0 7 105
Money Market Funds and Unconventional Monetary Policy 0 0 2 43 1 3 13 285
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 15 0 0 10 100
Positive liquidity spillovers from sovereign bond-backed securities 0 0 2 24 0 2 23 117
Price Discovery in the Dual-Platform US Treasury Market 0 0 1 43 0 0 9 143
Repo Market Microstructure in Unusual Monetary Policy Conditions 0 1 1 57 1 6 19 303
Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment 0 0 0 10 0 1 13 81
Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment 0 0 1 29 0 0 14 90
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 14 0 2 19 234
The Value Relevance of Sentiment 0 0 0 14 1 1 10 125
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 1 1 9 218
Total Working Papers 0 1 14 1,292 23 52 435 5,992

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 5 118
Benchmark Status in Fixed‐Income Asset Markets 0 1 1 3 0 3 21 49
Commonality in returns, order flows, and liquidity in the Greek stock market 0 0 0 24 1 2 10 98
DEALER INTERMEDIATION BETWEEN MARKETS 0 0 0 16 0 1 13 87
Did Liquidity Limits Amplify Money Market Fund Redemptions During the COVID Crisis? 0 0 2 2 1 3 7 7
Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? 0 0 0 17 1 1 15 57
Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy 0 0 0 47 0 3 5 77
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 0 34 1 2 14 89
International order flows: Explaining equity and exchange rate returns 0 0 0 68 0 2 20 215
Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training 0 0 0 0 0 0 7 193
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 3 1 1 10 55
Price discovery in the dual-platform US Treasury market 0 0 0 5 2 3 17 85
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application 0 1 1 54 0 2 15 187
Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment 0 0 0 9 0 0 9 53
The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE 0 0 1 62 0 0 16 221
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 10 1 2 22 84
The market response to information quality shocks: the case of Enron 0 0 0 36 3 4 10 168
Transparency proposals for European sovereign bond markets 0 0 1 23 0 1 9 109
Total Journal Articles 0 2 6 446 12 31 225 1,952
1 registered items for which data could not be found
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Statistics updated 2026-09-10