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 1 11 183
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 1 104 1 3 10 211
MTS Time Series: Market and Data Description for the European Bond and Repo Database 0 0 5 271 0 1 23 908
The ACD Model: Predictability of the Time Between Concecutive Trades 0 0 8 250 2 7 26 614
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 0 3 144 4 19 72 918
The Equity-like Behaviour of Sovereign Bonds 0 0 1 40 3 5 9 83
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 10 1 4 10 91
Time and the Price Impact of a Trade 1 1 1 71 2 3 16 195
Total Working Papers 1 1 20 930 14 43 177 3,203


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 1 2 7 8 1 7 25 33
Complexity and the default risk of mortgage-backed securities 0 0 0 2 1 7 21 34
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 1 2 10 2 7 25 54
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 0 0 3 4 0 6 25 30
Credit and liquidity components of corporate CDS spreads 0 0 3 68 0 5 17 270
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 1 4 10 74
Explaining repo specialness 0 0 1 3 0 2 12 51
Greenium fluctuations and climate awareness in the corporate bond market 0 1 4 4 6 19 32 32
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 1 6 19 23
Modeling intraday volatility of European bond markets: A data filtering application 0 0 0 21 0 4 7 93
On the performance of the tick test 0 0 0 13 1 4 13 68
Permanent trading impacts and bond yields 0 0 0 10 0 2 6 60
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 0 3 18 1 13 42 71
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 0 0 1 12 1 4 11 83
The differential impact of leverage on the default risk of small and large firms 0 2 11 78 6 23 64 383
The equity-like behaviour of sovereign bonds 0 0 1 8 3 22 31 92
The systemic risk of leveraged and covenant-lite loan syndications 1 2 5 7 4 9 37 45
Time and the Price Impact of a Trade 0 4 8 260 1 13 32 713
Total Journal Articles 2 12 49 537 29 157 429 2,209


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 1 1 3 19
Total Books 0 0 0 0 1 1 3 19


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 0 4 7
Basic Analysis of Relative Volatility 0 0 0 0 1 7 16 16
Conclusions 0 0 0 0 1 4 5 5
Empirical Analysis 0 0 0 0 0 0 6 6
GARCH Analysis of Switchers 0 0 0 0 0 3 8 10
Interviews 0 0 0 0 0 0 1 4
Introduction 0 0 0 0 0 3 10 14
Literature Review 0 0 0 0 0 1 6 10
Market-Switching Stocks 0 0 0 0 0 1 4 7
Preliminary Data Analysis 0 0 0 0 0 3 5 9
Regression Analyses with Multiple Variables 0 0 0 1 0 4 9 13
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 0 2 3 7
Volatility Estimation 0 0 0 0 0 2 12 16
Total Chapters 0 0 0 1 2 30 89 124


Statistics updated 2026-06-04