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 11 183
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 1 104 0 1 9 211
MTS Time Series: Market and Data Description for the European Bond and Repo Database 0 1 4 272 2 6 27 914
The ACD Model: Predictability of the Time Between Concecutive Trades 0 0 6 250 1 4 26 616
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 0 3 144 4 14 78 928
The Equity-like Behaviour of Sovereign Bonds 0 0 1 40 0 3 9 83
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 10 0 2 11 92
Time and the Price Impact of a Trade 0 1 1 71 0 3 17 196
Total Working Papers 0 2 17 931 7 34 188 3,223


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 2 8 9 0 2 25 34
Complexity and the default risk of mortgage-backed securities 0 0 0 2 0 1 21 34
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 0 2 10 0 2 23 54
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 0 0 3 4 0 0 24 30
Credit and liquidity components of corporate CDS spreads 0 0 3 68 0 0 16 270
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 1 3 11 76
Explaining repo specialness 0 0 1 3 4 4 15 55
Greenium fluctuations and climate awareness in the corporate bond market 0 0 4 4 0 6 32 32
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 1 3 17 25
Modeling intraday volatility of European bond markets: A data filtering application 0 0 0 21 0 1 8 94
On the performance of the tick test 0 0 0 13 1 2 14 69
Permanent trading impacts and bond yields 0 0 0 10 1 1 7 61
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 0 2 18 4 6 42 76
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 1 1 2 13 2 3 13 85
The differential impact of leverage on the default risk of small and large firms 0 0 9 78 1 11 62 388
The equity-like behaviour of sovereign bonds 0 1 1 9 0 6 33 95
The systemic risk of leveraged and covenant-lite loan syndications 0 1 5 7 1 5 37 46
Time and the Price Impact of a Trade 0 0 8 260 3 8 36 720
Total Journal Articles 1 5 48 540 19 64 436 2,244


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 3 19
Total Books 0 0 0 0 0 1 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 2 17 17
Conclusions 0 0 0 0 0 1 5 5
Empirical Analysis 0 0 0 0 0 0 5 6
GARCH Analysis of Switchers 0 0 0 0 0 0 7 10
Interviews 0 0 0 0 0 0 1 4
Introduction 0 0 0 0 0 0 10 14
Literature Review 0 0 0 0 0 0 6 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 0 0 9 13
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 1 1 4 8
Volatility Estimation 0 0 0 0 0 0 12 16
Total Chapters 0 0 0 1 1 4 89 126


Statistics updated 2026-08-07