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 4 6 177
A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market 0 0 0 103 0 1 4 203
MTS Time Series: Market and Data Description for the European Bond and Repo Database 0 1 10 269 3 11 29 901
The ACD Model: Predictability of the Time Between Concecutive Trades 0 0 5 244 3 5 15 596
The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market 0 3 5 144 2 15 35 865
The Equity-like Behaviour of Sovereign Bonds 0 0 0 39 0 0 0 74
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 1 2 10 1 2 3 83
Time and the Price Impact of a Trade 0 0 2 70 0 0 7 179
Total Working Papers 0 5 24 919 11 38 99 3,078

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 3 4 5 5 5 9 18 18
Complexity and the default risk of mortgage-backed securities 0 0 0 2 8 9 11 22
Corporate bankruptcy and banking deregulation: The effect of financial leverage 1 1 5 9 1 5 24 37
Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] 0 1 3 3 4 7 12 15
Credit and liquidity components of corporate CDS spreads 0 2 4 67 1 4 10 259
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos 0 0 0 9 0 0 1 65
Explaining repo specialness 1 1 1 3 2 2 3 42
Managing portfolio risk during crisis times: A dynamic conditional correlation perspective 0 0 0 2 0 0 5 8
Modeling intraday volatility of European bond markets: A data filtering application 0 0 1 21 1 1 3 87
On the performance of the tick test 0 0 0 13 3 5 7 60
Permanent trading impacts and bond yields 0 0 0 10 0 0 1 54
Predicting Stock Price Changes Based on the Limit Order Book: A Survey 0 0 3 17 3 6 16 43
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market 0 0 0 11 0 0 1 72
The differential impact of leverage on the default risk of small and large firms 1 3 10 74 7 15 42 346
The equity-like behaviour of sovereign bonds 0 0 1 8 3 4 9 67
The systemic risk of leveraged and covenant-lite loan syndications 0 0 2 2 5 7 16 16
Time and the Price Impact of a Trade 1 3 7 255 1 4 17 688
Total Journal Articles 7 15 42 511 44 78 196 1,899

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 1 1 2 17
Total Books 0 0 0 0 1 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 1 1 4
Basic Analysis of Relative Volatility 0 0 0 0 0 0 0 0
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 0 1 2 4
Interviews 0 0 0 0 0 0 0 3
Introduction 0 0 0 0 0 0 0 4
Literature Review 0 0 0 0 0 2 2 6
Market-Switching Stocks 0 0 0 0 0 0 2 3
Preliminary Data Analysis 0 0 0 0 0 0 2 4
Regression Analyses with Multiple Variables 0 0 0 1 1 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 1 3 4 7
Total Chapters 0 0 0 1 3 10 21 48

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Statistics updated 2025-12-06