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 0 10 183
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 1 104 2 2 11 213
MTS Time Series: Market and Data Description for the European Bond and Repo Database 1 2 5 273 3 9 27 917
TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution 0 4 4 4 1 5 5 5
The ACD Model: Predictability of the Time Between Concecutive Trades 0 0 6 250 0 2 25 616
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 0 3 144 0 10 78 928
The Equity-like Behaviour of Sovereign Bonds 0 0 1 40 0 0 9 83
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 10 0 1 11 92
Time and the Price Impact of a Trade 0 0 1 71 2 3 19 198
Total Working Papers 1 6 22 936 8 32 195 3,235

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 1 8 9 1 2 26 35
Complexity and the default risk of mortgage-backed securities 0 0 0 2 1 1 22 35
Corporate bankruptcy and banking deregulation: The effect of financial leverage 0 0 2 10 0 0 22 54
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 0 0 2 4 1 1 23 31
Credit and liquidity components of corporate CDS spreads 0 0 3 68 0 0 15 270
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 0 2 11 76
Explaining repo specialness 0 0 1 3 0 4 15 55
Greenium fluctuations and climate awareness in the corporate bond market 0 0 4 4 2 2 34 34
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 0 2 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 3 4 17 72
Permanent trading impacts and bond yields 0 0 0 10 0 1 7 61
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 0 1 18 0 5 39 76
Rain or shine, default risks align: exploring the climate-default nexus in small and micro firms 0 0 0 0 0 1 1 1
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 0 1 2 13 0 2 13 85
The differential impact of leverage on the default risk of small and large firms 0 0 7 78 1 6 58 389
The equity-like behaviour of sovereign bonds 1 2 2 10 1 4 33 96
The systemic risk of leveraged and covenant-lite loan syndications 0 0 5 7 1 2 38 47
Time and the Price Impact of a Trade 0 0 8 260 3 10 39 723
Total Journal Articles 1 4 45 541 14 50 438 2,259

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 0 3 19
Total Books 0 0 0 0 0 0 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 1 17 17
Conclusions 0 0 0 0 0 0 5 5
Empirical Analysis 0 0 0 0 0 0 5 6
GARCH Analysis of Switchers 1 1 1 1 1 1 8 11
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 8 13
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 0 1 4 8
Volatility Estimation 0 0 0 0 0 0 12 16
Total Chapters 1 1 1 2 1 3 89 127

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Statistics updated 2026-09-10