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 0 1 11 183
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 1 104 0 2 10 211
MTS Time Series: Market and Data Description for the European Bond and Repo Database 1 1 5 272 4 5 26 912
The ACD Model: Predictability of the Time Between Concecutive Trades 0 0 8 250 1 7 27 615
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 0 3 144 6 15 74 924
The Equity-like Behaviour of Sovereign Bonds 0 0 1 40 0 5 9 83
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 10 1 5 11 92
Time and the Price Impact of a Trade 0 1 1 71 1 4 17 196
Total Working Papers 1 2 20 931 13 44 185 3,216


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 3 8 9 1 6 25 34
Complexity and the default risk of mortgage-backed securities 0 0 0 2 0 4 21 34
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 0 2 10 0 5 23 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 5 24 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 75
Explaining repo specialness 0 0 1 3 0 2 11 51
Greenium fluctuations and climate awareness in the corporate bond market 0 1 4 4 0 13 32 32
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 1 6 19 24
Modeling intraday volatility of European bond markets: A data filtering application 0 0 0 21 1 4 8 94
On the performance of the tick test 0 0 0 13 0 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 2 18 1 7 40 72
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 0 0 1 12 0 4 11 83
The differential impact of leverage on the default risk of small and large firms 0 1 11 78 4 22 66 387
The equity-like behaviour of sovereign bonds 1 1 2 9 3 13 34 95
The systemic risk of leveraged and covenant-lite loan syndications 0 2 5 7 0 7 37 45
Time and the Price Impact of a Trade 0 2 8 260 4 10 34 717
Total Journal Articles 2 10 50 539 16 123 431 2,225


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 3 19
Total Books 0 0 0 0 0 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 8 17 17
Conclusions 0 0 0 0 0 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 2 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 1 30 90 125


Statistics updated 2026-07-10