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 4 5 935
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market 0 0 0 70 0 3 14 310
Africa's crises recent analysis of armed conflicts and natural disasters in Africa 0 0 1 1 0 2 7 10
An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets 0 0 0 18 1 2 12 227
Benchmark status in fixed-income asset markets 0 0 0 0 0 5 10 24
Benchmark status in fixed-income asset markets 0 0 0 0 1 4 11 65
Dealer Intermediation between Markets 0 0 0 10 1 2 14 49
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 0 116 0 2 19 534
Defining Benchmark Status: An Application using Euro-Area Bonds 0 0 1 123 1 4 18 533
Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? 0 0 0 3 0 2 6 18
Do redemptions increase as money market funds approach regulatory liquidity thresholds? 0 0 0 3 0 5 13 46
ECB Monetary Operations and the Interbank Repo Market 0 0 1 34 0 9 22 145
ECB monetary operations and the interbank repo market 0 0 0 3 0 4 12 120
Financial fragility in open-ended mutual funds: the role of liquidity management tools 1 1 1 7 2 5 11 30
First-mover advantage in funds revisited 0 1 1 1 1 8 24 27
Have Irish sovereign bonds decoupled from the euro area periphery, and why? 0 0 1 78 0 1 8 135
How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device 0 0 0 15 1 1 7 77
How effective are sovereign bond-backed securities as a spillover prevention device? 1 1 1 113 2 3 5 147
Investment Fund Risk: The Tale in the Tails 0 0 0 8 0 4 8 104
Irish-Resident LDI Funds and the 2022 Gilt Market Crisis 0 0 0 1 5 12 31 48
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 6 0 4 12 23
Liquidity and tail-risk interdependencies in the euro area sovereign bond market 0 0 0 15 0 2 8 56
Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns 0 0 0 127 0 1 5 471
Monetary Policy and Money Market Funds 0 0 0 20 0 1 7 105
Money Market Funds and Unconventional Monetary Policy 0 0 2 43 0 2 13 282
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 15 0 3 12 100
Positive liquidity spillovers from sovereign bond-backed securities 1 1 2 24 4 11 21 115
Price Discovery in the Dual-Platform US Treasury Market 0 0 1 43 0 3 9 143
Repo Market Microstructure in Unusual Monetary Policy Conditions 0 0 1 56 2 7 16 297
Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment 0 0 0 10 0 1 12 80
Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment 1 1 1 29 1 6 14 90
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 14 1 3 18 232
The Value Relevance of Sentiment 0 0 0 14 0 1 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 3 7 8 217
Total Working Papers 4 5 14 1,291 26 134 422 5,940

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 1 4 117
Benchmark Status in Fixed‐Income Asset Markets 0 0 0 2 1 3 19 46
Commonality in returns, order flows, and liquidity in the Greek stock market 0 0 0 24 0 1 8 96
DEALER INTERMEDIATION BETWEEN MARKETS 0 0 0 16 0 3 12 86
Did Liquidity Limits Amplify Money Market Fund Redemptions During the COVID Crisis? 2 2 2 2 2 4 4 4
Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? 0 0 0 17 1 4 15 56
Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy 0 0 0 47 1 1 2 74
How effective are sovereign bond-backed securities as a spillover prevention device? 0 0 0 34 0 2 14 87
International order flows: Explaining equity and exchange rate returns 0 0 1 68 1 3 20 213
Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training 0 0 0 0 0 2 7 193
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities 0 0 0 3 1 2 10 54
Price discovery in the dual-platform US Treasury market 0 0 0 5 1 8 14 82
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application 0 0 0 53 1 4 13 185
Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment 0 0 0 9 0 1 9 53
The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE 0 0 1 62 1 5 18 221
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme 0 0 0 10 0 3 21 82
The market response to information quality shocks: the case of Enron 0 0 0 36 0 2 6 164
Transparency proposals for European sovereign bond markets 0 0 1 23 1 2 8 108
Total Journal Articles 2 2 5 444 11 51 204 1,921
1 registered items for which data could not be found
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Statistics updated 2026-06-04