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 2 6 8 179
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 1 1 1 104 3 4 7 206
MTS Time Series: Market and Data Description for the European Bond and Repo Database 2 3 11 271 4 10 31 905
The ACD Model: Predictability of the Time Between Concecutive Trades 3 3 8 247 5 10 19 601
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 3 4 144 22 33 54 887
The Equity-like Behaviour of Sovereign Bonds 0 0 0 39 2 2 2 76
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 1 2 10 1 3 4 84
Time and the Price Impact of a Trade 0 0 2 70 1 1 7 180
Total Working Papers 6 11 28 925 40 69 132 3,118

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 4 5 6 2 8 17 20
Complexity and the default risk of mortgage-backed securities 0 0 0 2 2 11 13 24
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 1 5 9 5 9 29 42
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 1 2 4 4 4 9 16 19
Credit and liquidity components of corporate CDS spreads 1 3 5 68 1 4 11 260
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 3 3 4 68
Explaining repo specialness 0 1 1 3 2 4 5 44
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 4 4 9 12
Modeling intraday volatility of European bond markets: A data filtering application 0 0 1 21 1 2 4 88
On the performance of the tick test 0 0 0 13 2 7 9 62
Permanent trading impacts and bond yields 0 0 0 10 2 2 3 56
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 0 3 17 6 11 22 49
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 1 1 1 12 1 1 2 73
The differential impact of leverage on the default risk of small and large firms 1 2 11 75 7 18 45 353
The equity-like behaviour of sovereign bonds 0 0 1 8 0 4 9 67
The systemic risk of leveraged and covenant-lite loan syndications 0 0 2 2 3 9 19 19
Time and the Price Impact of a Trade 0 2 6 255 5 7 20 693
Total Journal Articles 5 16 45 516 50 113 237 1,949

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 2 17
Total Books 0 0 0 0 0 1 2 17

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Activities 0 0 0 0 1 2 2 5
Basic Analysis of Relative Volatility 0 0 0 0 2 2 2 2
Conclusions 0 0 0 0 0 1 1 1
Empirical Analysis 0 0 0 0 0 0 1 1
GARCH Analysis of Switchers 0 0 0 0 1 2 3 5
Interviews 0 0 0 0 0 0 0 3
Introduction 0 0 0 0 2 2 2 6
Literature Review 0 0 0 0 1 2 3 7
Market-Switching Stocks 0 0 0 0 1 1 3 4
Preliminary Data Analysis 0 0 0 0 1 1 3 5
Regression Analyses with Multiple Variables 0 0 0 1 0 2 5 7
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 0 0 1 4
Volatility Estimation 0 0 0 0 3 6 7 10
Total Chapters 0 0 0 1 12 21 33 60

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09