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 3 3 13 186
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 1 104 1 3 12 214
MTS Time Series: Market and Data Description for the European Bond and Repo Database 0 1 5 273 1 6 23 918
TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution 0 1 4 4 1 4 6 6
The ACD Model: Predictability of the Time Between Concecutive Trades 0 0 6 250 0 1 25 616
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 1 1 4 145 3 7 77 931
The Equity-like Behaviour of Sovereign Bonds 0 0 1 40 0 0 9 83
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 10 0 0 11 92
Time and the Price Impact of a Trade 0 0 1 71 1 3 20 199
Total Working Papers 1 3 23 937 10 27 196 3,245

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 1 8 10 2 3 25 37
Complexity and the default risk of mortgage-backed securities 0 0 0 2 1 2 23 36
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 0 2 10 1 1 22 55
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 0 0 2 4 0 1 21 31
Credit and liquidity components of corporate CDS spreads 0 0 3 68 0 0 14 270
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 1 1 1 10 1 2 12 77
Explaining repo specialness 0 0 1 3 1 5 16 56
Greenium fluctuations and climate awareness in the corporate bond market 1 1 4 5 4 6 34 38
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 1 2 18 26
Modeling intraday volatility of European bond markets: A data filtering application 0 0 0 21 0 0 8 94
On the performance of the tick test 0 0 0 13 2 6 19 74
Permanent trading impacts and bond yields 0 0 0 10 0 1 7 61
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 0 1 18 0 4 38 76
Rain or shine, default risks align: exploring the climate-default nexus in small and micro firms 0 0 0 0 2 3 3 3
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 1 2 3 14 1 3 14 86
The differential impact of leverage on the default risk of small and large firms 1 1 6 79 5 7 59 394
The equity-like behaviour of sovereign bonds 0 1 2 10 2 3 35 98
The systemic risk of leveraged and covenant-lite loan syndications 0 0 5 7 2 4 39 49
Time and the Price Impact of a Trade 0 0 7 260 3 9 40 726
Total Journal Articles 5 7 45 546 28 62 447 2,287

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 0 3 19
Total Books 0 0 0 0 0 0 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 0 0 17 17
Conclusions 0 0 0 0 0 0 5 5
Empirical Analysis 0 0 0 0 0 0 5 6
GARCH Analysis of Switchers 0 1 1 1 0 1 8 11
Interviews 0 0 0 0 1 1 2 5
Introduction 0 0 0 0 0 0 10 14
Literature Review 0 0 0 0 0 0 5 10
Market-Switching Stocks 0 0 0 0 0 0 4 7
Preliminary Data Analysis 0 0 0 0 0 0 5 9
Regression Analyses with Multiple Variables 0 0 0 1 1 1 9 14
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 0 1 4 8
Volatility Estimation 0 0 0 0 0 0 12 16
Total Chapters 0 1 1 2 2 4 90 129

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Statistics updated 2026-10-11