Access Statistics for Alfonso Dufour

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	1	172
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market	0	0	0	103	0	1	2	201
MTS Time Series: Market and Data Description for the European Bond and Repo Database	1	3	12	267	1	5	22	886
The ACD Model: Predictability of the Time Between Concecutive Trades	0	3	10	242	0	4	15	588
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market	0	0	4	141	4	12	25	850
The Equity-like Behaviour of Sovereign Bonds	0	0	0	39	0	0	0	74
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads	0	0	1	9	0	0	1	81
Time and the Price Impact of a Trade	0	1	3	70	0	3	8	179
Total Working Papers	1	7	30	911	5	25	74	3,031

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	1	3	9	9
Complexity and the default risk of mortgage-backed securities	0	0	1	2	0	0	6	13
Corporate bankruptcy and banking deregulation: The effect of financial leverage	0	2	8	8	2	9	31	31
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993]	0	1	1	1	1	2	6	6
Credit and liquidity components of corporate CDS spreads	0	1	2	65	0	2	5	253
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos	0	0	0	9	1	1	2	65
Explaining repo specialness	0	0	0	2	1	1	5	40
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective	0	0	1	2	1	2	4	5
Modeling intraday volatility of European bond markets: A data filtering application	0	1	1	21	0	1	3	86
On the performance of the tick test	0	0	0	13	0	0	2	55
Permanent trading impacts and bond yields	0	0	0	10	0	0	4	54
Predicting Stock Price Changes Based on the Limit Order Book: A Survey	1	1	2	16	3	3	5	32
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market	0	0	0	11	0	1	3	72
The differential impact of leverage on the default risk of small and large firms	0	1	6	67	2	5	26	321
The equity-like behaviour of sovereign bonds	0	0	0	7	0	1	3	61
The systemic risk of leveraged and covenant-lite loan syndications	0	1	2	2	0	4	8	8
Time and the Price Impact of a Trade	0	1	9	252	2	5	20	683
Total Journal Articles	1	9	34	489	14	40	142	1,794

Book	File Downloads				Abstract Views
Book	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	16
Total Books	0	0	0	0	0	0	2	16

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Activities	0	0	0	0	0	0	0	3
Basic Analysis of Relative Volatility	0	0	0	0	0	0	0	0
Conclusions	0	0	0	0	0	0	0	0
Empirical Analysis	0	0	0	0	0	0	0	0
GARCH Analysis of Switchers	0	0	0	0	0	0	0	2
Interviews	0	0	0	0	0	0	0	3
Introduction	0	0	0	0	0	0	0	4
Literature Review	0	0	0	0	0	0	0	4
Market-Switching Stocks	0	0	0	0	0	1	2	3
Preliminary Data Analysis	0	0	0	0	0	0	2	4
Regression Analyses with Multiple Variables	0	0	0	1	0	0	2	4
Relative Risk Allowing for Size, Age or Liquidity	0	0	0	0	0	0	1	4
Volatility Estimation	0	0	0	0	0	0	1	4
Total Chapters	0	0	0	1	0	1	8	35

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Statistics updated 2025-07-04