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 | 1 | 40 | 0 | 0 | 1 | 166 |
| A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market | 0 | 1 | 3 | 102 | 3 | 5 | 10 | 187 |
| MTS Time Series: Market and Data Description for the European Bond and Repo Database | 1 | 1 | 7 | 229 | 2 | 9 | 23 | 766 |
| The ACD Model: Predictability of the Time Between Concecutive Trades | 0 | 4 | 10 | 200 | 1 | 5 | 19 | 495 |
| The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market | 0 | 4 | 15 | 125 | 9 | 39 | 152 | 682 |
| The Equity-like Behaviour of Sovereign Bonds | 0 | 0 | 1 | 37 | 3 | 3 | 7 | 65 |
| The Time Varying Properties of Credit and Liquidity Components of CDS Spreads | 0 | 0 | 1 | 7 | 0 | 2 | 7 | 35 |
| Time and the Price Impact of a Trade | 2 | 3 | 10 | 62 | 3 | 5 | 23 | 153 |
| Total Working Papers | 3 | 13 | 48 | 802 | 21 | 68 | 242 | 2,549 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Credit and liquidity components of corporate CDS spreads | 0 | 2 | 5 | 53 | 2 | 5 | 22 | 181 |
| Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos | 0 | 0 | 5 | 5 | 1 | 5 | 24 | 39 |
| Modeling intraday volatility of European bond markets: A data filtering application | 0 | 2 | 10 | 13 | 0 | 8 | 37 | 49 |
| On the performance of the tick test | 0 | 0 | 0 | 12 | 0 | 0 | 3 | 44 |
| Permanent trading impacts and bond yields | 1 | 1 | 1 | 8 | 2 | 4 | 6 | 45 |
| The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market | 0 | 0 | 1 | 10 | 0 | 0 | 5 | 63 |
| The equity-like behaviour of sovereign bonds | 0 | 0 | 2 | 6 | 1 | 1 | 9 | 48 |
| Time and the Price Impact of a Trade | 3 | 4 | 7 | 221 | 7 | 8 | 37 | 612 |
| Total Journal Articles | 4 | 9 | 31 | 328 | 13 | 31 | 143 | 1,081 |
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