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


Statistics updated 2021-01-03