Access Statistics for Alfonso Dufour

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 False Perception? The relative riskiness of AIM and listed Stocks 0 0 0 40 1 5 10 182
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 1 1 104 0 5 8 208
MTS Time Series: Market and Data Description for the European Bond and Repo Database 0 2 7 271 0 6 26 907
The ACD Model: Predictability of the Time Between Concecutive Trades 0 6 11 250 0 11 23 607
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 0 4 144 5 34 62 899
The Equity-like Behaviour of Sovereign Bonds 1 1 1 40 1 4 4 78
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 10 0 4 6 87
Time and the Price Impact of a Trade 0 0 2 70 4 13 17 192
Total Working Papers 1 10 27 929 11 82 156 3,160


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bond supply expectations and the term structure of interest rates 0 1 5 6 2 8 21 26
Complexity and the default risk of mortgage-backed securities 0 0 0 2 2 5 15 27
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 0 4 9 2 10 26 47
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 0 1 4 4 2 9 20 24
Credit and liquidity components of corporate CDS spreads 0 1 4 68 0 6 15 265
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 1 5 6 70
Explaining repo specialness 0 0 1 3 0 7 10 49
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 0 9 14 17
Modeling intraday volatility of European bond markets: A data filtering application 0 0 1 21 0 2 5 89
On the performance of the tick test 0 0 0 13 1 4 9 64
Permanent trading impacts and bond yields 0 0 0 10 0 4 4 58
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 1 4 18 7 15 31 58
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 0 1 1 12 1 7 8 79
The differential impact of leverage on the default risk of small and large firms 0 2 11 76 2 14 49 360
The equity-like behaviour of sovereign bonds 0 0 1 8 1 3 10 70
The systemic risk of leveraged and covenant-lite loan syndications 2 3 4 5 2 20 33 36
Time and the Price Impact of a Trade 1 1 6 256 5 12 24 700
Total Journal Articles 3 11 46 522 28 140 300 2,039


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies 0 0 0 0 0 1 2 18
Total Books 0 0 0 0 0 1 2 18


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Activities 0 0 0 0 0 3 4 7
Basic Analysis of Relative Volatility 0 0 0 0 1 9 9 9
Conclusions 0 0 0 0 0 0 1 1
Empirical Analysis 0 0 0 0 0 5 6 6
GARCH Analysis of Switchers 0 0 0 0 0 3 5 7
Interviews 0 0 0 0 1 1 1 4
Introduction 0 0 0 0 0 7 7 11
Literature Review 0 0 0 0 0 3 5 9
Market-Switching Stocks 0 0 0 0 0 3 4 6
Preliminary Data Analysis 0 0 0 0 0 2 3 6
Regression Analyses with Multiple Variables 0 0 0 1 0 2 5 9
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 0 1 1 5
Volatility Estimation 0 0 0 0 0 7 10 14
Total Chapters 0 0 0 1 2 46 61 94


Statistics updated 2026-03-04