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 3 10 182
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 1 104 1 3 9 209
MTS Time Series: Market and Data Description for the European Bond and Repo Database 0 0 7 271 0 2 26 907
The ACD Model: Predictability of the Time Between Concecutive Trades 0 3 11 250 1 7 24 608
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 0 3 144 10 22 71 909
The Equity-like Behaviour of Sovereign Bonds 0 1 1 40 0 2 4 78
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 10 0 3 6 87
Time and the Price Impact of a Trade 0 0 1 70 0 12 16 192
Total Working Papers 0 4 25 929 12 54 166 3,172


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 0 5 6 2 8 22 28
Complexity and the default risk of mortgage-backed securities 0 0 0 2 3 6 17 30
Corporate bankruptcy and banking deregulation: The effect of financial leverage 1 1 4 10 2 7 27 49
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 0 0 4 4 1 6 21 25
Credit and liquidity components of corporate CDS spreads 0 0 4 68 0 5 14 265
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 1 3 7 71
Explaining repo specialness 0 0 1 3 0 5 10 49
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 1 6 15 18
Modeling intraday volatility of European bond markets: A data filtering application 0 0 1 21 1 2 5 90
On the performance of the tick test 0 0 0 13 0 2 9 64
Permanent trading impacts and bond yields 0 0 0 10 0 2 4 58
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 1 3 18 7 16 36 65
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 0 0 1 12 0 6 8 79
The differential impact of leverage on the default risk of small and large firms 1 2 11 77 5 12 49 365
The equity-like behaviour of sovereign bonds 0 0 1 8 12 15 22 82
The systemic risk of leveraged and covenant-lite loan syndications 0 3 4 5 2 19 34 38
Time and the Price Impact of a Trade 2 3 7 258 7 14 29 707
Total Journal Articles 4 10 46 526 44 134 329 2,083


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 2 4 7
Basic Analysis of Relative Volatility 0 0 0 0 0 7 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 2 5 7
Interviews 0 0 0 0 0 1 1 4
Introduction 0 0 0 0 1 6 8 12
Literature Review 0 0 0 0 0 2 5 9
Market-Switching Stocks 0 0 0 0 0 2 4 6
Preliminary Data Analysis 0 0 0 0 0 1 2 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 4 10 14
Total Chapters 0 0 0 1 1 35 61 95


Statistics updated 2026-04-09