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 10 182
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 1 104 1 2 9 210
MTS Time Series: Market and Data Description for the European Bond and Repo Database 0 0 7 271 1 1 26 908
The ACD Model: Predictability of the Time Between Concecutive Trades 0 0 9 250 4 5 25 612
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 0 3 144 5 20 70 914
The Equity-like Behaviour of Sovereign Bonds 0 1 1 40 2 3 6 80
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 10 3 3 9 90
Time and the Price Impact of a Trade 0 0 0 70 1 5 15 193
Total Working Papers 0 1 22 929 17 40 170 3,189

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 6 7 4 8 25 32
Complexity and the default risk of mortgage-backed securities 0 0 0 2 3 8 20 33
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 1 2 10 3 7 26 52
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 0 0 4 4 5 8 26 30
Credit and liquidity components of corporate CDS spreads 0 0 4 68 5 5 19 270
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 2 4 9 73
Explaining repo specialness 0 0 1 3 2 2 12 51
Greenium fluctuations and climate awareness in the corporate bond market 1 1 4 4 7 17 26 26
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 4 5 18 22
Modeling intraday volatility of European bond markets: A data filtering application 0 0 1 21 3 4 8 93
On the performance of the tick test 0 0 0 13 3 4 12 67
Permanent trading impacts and bond yields 0 0 0 10 2 2 6 60
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 0 3 18 5 19 41 70
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 0 0 1 12 3 4 11 82
The differential impact of leverage on the default risk of small and large firms 1 2 12 78 12 19 61 377
The equity-like behaviour of sovereign bonds 0 0 1 8 7 20 29 89
The systemic risk of leveraged and covenant-lite loan syndications 1 3 5 6 3 7 37 41
Time and the Price Impact of a Trade 2 5 9 260 5 17 34 712
Total Journal Articles 6 13 53 535 78 160 420 2,180

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 2 18
Total Books 0 0 0 0 0 0 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 0 4 7
Basic Analysis of Relative Volatility 0 0 0 0 6 7 15 15
Conclusions 0 0 0 0 3 3 4 4
Empirical Analysis 0 0 0 0 0 0 6 6
GARCH Analysis of Switchers 0 0 0 0 3 3 8 10
Interviews 0 0 0 0 0 1 1 4
Introduction 0 0 0 0 2 3 10 14
Literature Review 0 0 0 0 1 1 6 10
Market-Switching Stocks 0 0 0 0 1 1 5 7
Preliminary Data Analysis 0 0 0 0 3 3 5 9
Regression Analyses with Multiple Variables 0 0 0 1 4 4 9 13
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 2 2 3 7
Volatility Estimation 0 0 0 0 2 2 12 16
Total Chapters 0 0 0 1 27 30 88 122

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Statistics updated 2026-05-06