Peter Dunne : Citation Profile


Are you Peter Dunne?

Central Bank of Ireland

7

H index

6

i10 index

183

Citations

RESEARCH PRODUCTION:

12

Articles

24

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 7
   Journals where Peter Dunne has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 4 (2.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu13
   Updated: 2019-10-15    RAS profile: 2019-07-05    
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Relations with other researchers


Works with:

Cronin, David (3)

Fleming, Michael (2)

Li, Youwei (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Dunne.

Is cited by:

Girardi, Alessandro (12)

Caporale, Guglielmo Maria (10)

Paiardini, Paola (7)

Menkhoff, Lukas (6)

Idier, Julien (5)

Taylor, Mark (5)

Schrimpf, Andreas (5)

Reitz, Stefan (5)

Rime, Dagfinn (4)

Paesani, Paolo (4)

Fricke, Christoph (4)

Cites to:

Engle, Robert (9)

Hau, Harald (8)

Vayanos, Dimitri (8)

Cronin, David (7)

Pagano, Marco (6)

Brunnermeier, Markus (6)

Rey, Helene (6)

Madhavan, Ananth (6)

Hall, Stephen (6)

Lyons, Richard (5)

De Grauwe, Paul (5)

Main data


Where Peter Dunne has published?


Journals with more than one article published# docs
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Research Technical Papers / Central Bank of Ireland10
ESRB Working Paper Series / European Systemic Risk Board3

Recent works citing Peter Dunne (2019 and 2018)


YearTitle of citing document
2017Price impact of bond supply shocks: Evidence from the Eurosystems asset purchase program.. (2017). Nguyen, Benoît ; Arrata, W. In: Working papers. RePEc:bfr:banfra:623.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2019Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06.

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2019The rise of benchmark bonds in emerging Asia. (2019). Yetman, James ; Remolona, Eli. In: BIS Papers chapters. RePEc:bis:bisbpc:102-09.

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2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows. (2019). Everett, Mary ; Shin, Hyun Song ; Avdjiev, Stefan. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903g.

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2017Scarcity effects of QE: A transaction-level analysis in the Bund market. (2017). Schrimpf, Andreas ; Riordan, Ryan ; Hofer, Heiko ; Schlepper, Kathi . In: BIS Working Papers. RePEc:bis:biswps:625.

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2017Quantitative Easing and Portfolio Rebalancing: Micro Evidence from Irish Resident Banks. (2017). Bergant, Katharina. In: Economic Letters. RePEc:cbi:ecolet:07/el/17.

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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2017Discriminatory Pricing of Over-The-Counter Derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12525.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2018Inventory Management, Dealers Connections, and Prices in OTC Markets. (2018). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13093.

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2018The effect of fiscal announcements on interest spreads: Evidence from the Netherlands. (2018). De Jong, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:584.

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2018Drivers of market liquidity - Regulation, monetary policy or new players?. (2018). Lelyveld, Iman ; van Lelyveld, Iman ; Brouwer, Eward ; Bonner, Clemens . In: DNB Working Papers. RePEc:dnb:dnbwpp:605.

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2018Fiscal discipline in EMU? Testing the effectiveness of the Excessive Deficit Procedure. (2018). Gilbert, Niels ; De Jong, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:607.

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2017Inside asset purchase programs: the effects of unconventional policy on banking competition. (2017). Wedow, Michael ; Koetter, Michael ; Podlich, Natalia . In: Working Paper Series. RePEc:ecb:ecbwps:20172017.

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2017The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Manganelli, Simone ; Habib, Maurizio Michael ; Bubeck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20172116.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2019Modeling intraday volatility of European bond markets: A data filtering application. (2019). Dufour, Alfonso ; Zhang, Hanyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:131-146.

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2018An analysis of liquidity skewness for European sovereign bond markets. (2018). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Hamill, Philip ; Yan, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:274-280.

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2018Funding constraints and liquidity in two-tiered OTC markets. (2018). Benos, Evangelos ; Ike, Filip. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:24-43.

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2017Systemic risk in clearing houses: Evidence from the European repo market. (2017). thesmar, david ; Ors, Evren ; Derrien, Franois ; Boissel, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:511-536.

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2017Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018Liquidity in the repo market. (2018). Fuhrer, Lucas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:1-22.

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2018The portfolio of euro area fund investors and ECB monetary policy announcements. (2018). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126.

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2017Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327.

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2018Bank stability and refinancing operations during the crisis: Which way causality?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89.

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2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Schmitz, Martin ; Fidora, Michael ; Bergant, Katharina. In: ECMI Papers. RePEc:eps:ecmiwp:13926.

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2018Unconventional U.S. Monetary Policy: New Tools, Same Channels?. (2018). Huber, Florian ; Feldkircher, Martin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:71-:d:178738.

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2017Regime-Dependent Sovereign Risk Pricing During the Euro Crisis. (2017). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:363-385..

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2019Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers. (2019). Neklyudov, Artem. In: Review of Economic Dynamics. RePEc:red:issued:18-286.

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2017Intermediation Markups and Monetary Policy Passthrough. (2017). Schrimpf, Andreas ; Malamud, Semyon. In: 2017 Meeting Papers. RePEc:red:sed017:812.

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2017Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: ESRB Working Paper Series. RePEc:srk:srkwps:201761.

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2018Asymmetric impact of monetary surprises on exchange rate. (2018). Ding, Liang ; Yang, Qianyi. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:7:p:789-803.

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2017Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2017). Moinas, Sophie ; Valentex, Giorgio ; Nguyen, Minh. In: TSE Working Papers. RePEc:tse:wpaper:31753.

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2017Scarcity effects of QE: A transaction-level analysis in the Bund market. (2017). Schrimpf, Andreas ; Hofer, Heiko ; Riordan, Ryan ; Schlepper, Kathi . In: Discussion Papers. RePEc:zbw:bubdps:062017.

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2017Vulnerable asset management? The case of mutual funds. (2017). Fricke, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:322017.

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2018ECB interventions in distressed sovereign debt markets: The case of Greek bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2101.

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2017Vulnerable Funds?. (2017). Fricke, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168209.

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Works by Peter Dunne:


YearTitleTypeCited
2007Benchmark Status in Fixed-Income Asset Markets In: Journal of Business Finance & Accounting.
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article36
2007Benchmark status in fixed-income asset markets.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 36
paper
2015DEALER INTERMEDIATION BETWEEN MARKETS In: Journal of the European Economic Association.
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article14
2012Dealer Intermediation between Markets.(2012) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 14
paper
1994Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training. In: The Manchester School of Economic & Social Studies.
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article0
2015The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE In: Quarterly Bulletin Articles.
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article6
2017Investment Fund Risk: The Tale in the Tails In: Research Technical Papers.
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paper2
2013Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? In: Research Technical Papers.
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paper12
2017The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme In: Research Technical Papers.
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paper4
2014ECB Monetary Operations and the Interbank Repo Market In: Research Technical Papers.
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paper6
2013ECB monetary operations and the interbank repo market.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 6
paper
2018Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment In: Research Technical Papers.
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paper0
2018Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment.(2018) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device In: Research Technical Papers.
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2018How effective are sovereign bond-backed securities as a spillover prevention device?.(2018) In: ESRB Working Paper Series.
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2011The Value Relevance of Sentiment In: Research Technical Papers.
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paper0
2018Positive Liquidity Spillovers from Sovereign Bond-Backed Securities In: Research Technical Papers.
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paper0
2019Positive Liquidity Spillovers from Sovereign Bond-Backed Securities.(2019) In: Journal of Risk and Financial Management.
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This paper has another version. Agregated cites: 0
article
2018Positive liquidity spillovers from sovereign bond-backed securities.(2018) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 0
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2011Repo Market Microstructure in Unusual Monetary Policy Conditions In: Research Technical Papers.
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paper8
2006An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets In: Research Technical Papers.
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paper3
2002Defining Benchmark Status: An Application using Euro-Area Bonds In: CEPR Discussion Papers.
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paper24
2002Defining Benchmark Status: An Application using Euro-Area Bonds.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
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2004Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns In: CEPR Discussion Papers.
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paper7
2008A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market In: CEPR Discussion Papers.
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paper18
1999Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application In: International Review of Financial Analysis.
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article5
2000A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities In: International Review of Financial Analysis.
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article0
2015Price discovery in the dual-platform US Treasury market In: Global Finance Journal.
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article1
2015Price Discovery in the Dual-Platform US Treasury Market.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
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2010International order flows: Explaining equity and exchange rate returns In: Journal of International Money and Finance.
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article32
2007Transparency proposals for European sovereign bond markets In: Journal of Financial Regulation and Compliance.
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article2
2007Transparency Proposals for European Sovereign Bond Markets.(2007) In: ECMI Papers.
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This paper has another version. Agregated cites: 2
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2019Have Irish sovereign bonds decoupled from the euro area periphery, and why? In: Papers.
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2008The market response to information quality shocks: the case of Enron In: Applied Financial Economics.
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article2
2011Commonality in returns, order flows, and liquidity in the Greek stock market In: The European Journal of Finance.
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article1
1998A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens! In: Finance.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team