8
H index
6
i10 index
204
Citations
Peter Dunne : Citation Profile
Central Bank of Ireland | RESEARCH PRODUCTION: 17 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1994 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Dunne. | Is cited by:
| Cites to:
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Main data
Where Peter Dunne has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 2 |
| International Review of Financial Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Technical Papers / Central Bank of Ireland | 11 |
| ESRB Working Paper Series / European Systemic Risk Board | 3 |
Recent works citing Peter Dunne (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763. Full description at Econpapers || Download paper |
| 2020 | Expected issuance fees and market liquidity. (2020). Zwinkels, Remco ; Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd . In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418119300795. Full description at Econpapers || Download paper |
| 2020 | Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486. Full description at Econpapers || Download paper |
| 2020 | On the term structure of liquidity in the European sovereign bond market. (2020). Papavassiliou, Vassilios ; Osullivan, Conall. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455. Full description at Econpapers || Download paper |
| 2020 | How safe are european safe bonds? An analysis from the perspective of modern credit risk models. (2020). Damian, Camilla ; Kurt, Kevin ; Frey, Rudiger. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620302016. Full description at Econpapers || Download paper |
| 2020 | The scarcity effect of QE on repo rates: Evidence from the euro area. (2020). Vari, Miklos ; Rahmouni-Rousseau, Imene ; Nguyen, Benoit ; Arrata, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:837-856. Full description at Econpapers || Download paper |
| 2020 | Fiscal discipline in EMU? Testing the effectiveness of the Excessive Deficit Procedure. (2020). Gilbert, Niels. In: European Journal of Political Economy. RePEc:eee:poleco:v:61:y:2020:i:c:s0176268018304531. Full description at Econpapers || Download paper |
| 2020 | How did order-flow impact bond prices during the European Sovereign Debt Crisis?. (2020). Li, Youwei ; Lin, Zhongguo ; Waterworth, James ; Sun, Zhuowei ; Hamill, Philip A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:13-24. Full description at Econpapers || Download paper |
| 2020 | Debt sharing after Covid-19: How the direct involvement of EU institutions could impact the recovery path of a member state. (2020). Varthalitis, Petros ; McQuinn, Kieran. In: Papers. RePEc:esr:wpaper:wp663. Full description at Econpapers || Download paper |
| 2020 | Issues Regarding the Use of the Policy Rate Tool. (2020). Zarutskie, Rebecca ; King, Thomas ; Campbell, Jeffrey ; Orlik, Anna . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-70. Full description at Econpapers || Download paper |
| 2020 | Computational Finance. (2020). Stentoft, Lars. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:145-:d:380235. Full description at Econpapers || Download paper |
| 2020 | Banks and Sovereigns: Did adversity bring them closer?. (2020). Sheenan, L ; Dongue, M ; Flavin, T. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n307-20.pdf. Full description at Econpapers || Download paper |
| 2020 | Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386. Full description at Econpapers || Download paper |
| 2020 | Primary dealer systems in the European Union. (2020). Preunkert, Jenny. In: MaxPo Discussion Paper Series. RePEc:zbw:maxpod:201. Full description at Econpapers || Download paper |
| 2020 | OTC discount. (2020). Schneider, Michael ; Pelizzon, Loriana ; Monch, Emanuel ; de Roure, Calebe. In: SAFE Working Paper Series. RePEc:zbw:safewp:298. Full description at Econpapers || Download paper |
| 2020 | Tracing the impact of the ECBs asset purchase programme on the yield curve. (2020). Lemke, Wolfgang ; Eser, Fabian ; Vladu, Andreea ; Nyholm, Ken. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224540. Full description at Econpapers || Download paper |
Works by Peter Dunne:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Benchmark Status in Fixedâ€Income Asset Markets In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 19 |
| 2007 | Benchmark status in fixed-income asset markets.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2007 | Benchmark status in fixed-income asset markets.(2007) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2015 | DEALER INTERMEDIATION BETWEEN MARKETS In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 20 |
| 2012 | Dealer Intermediation between Markets.(2012) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 1994 | Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 2019 | Monetary Policy and Money Market Funds In: Economic Letters. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE In: Quarterly Bulletin Articles. [Full Text][Citation analysis] | article | 9 |
| 2017 | Investment Fund Risk: The Tale in the Tails In: Research Technical Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? In: Research Technical Papers. [Full Text][Citation analysis] | paper | 15 |
| 2017 | The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme In: Research Technical Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme.(2019) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | ECB Monetary Operations and the Interbank Repo Market In: Research Technical Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | ECB monetary operations and the interbank repo market.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2018 | Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment In: Research Technical Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment.(2019) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2018 | Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device In: Research Technical Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | How effective are sovereign bond-backed securities as a spillover prevention device?.(2019) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | How effective are sovereign bond-backed securities as a spillover prevention device?.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | The Value Relevance of Sentiment In: Research Technical Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Positive Liquidity Spillovers from Sovereign Bond-Backed Securities In: Research Technical Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Positive Liquidity Spillovers from Sovereign Bond-Backed Securities.(2019) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2018 | Positive liquidity spillovers from sovereign bond-backed securities.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2019 | Money Market Funds and Unconventional Monetary Policy In: Research Technical Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Repo Market Microstructure in Unusual Monetary Policy Conditions In: Research Technical Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets In: Research Technical Papers. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Defining Benchmark Status: An Application using Euro-Area Bonds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2002 | Defining Benchmark Status: An Application using Euro-Area Bonds.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2004 | Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2008 | A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 1999 | Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 2000 | A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Price discovery in the dual-platform US Treasury market In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2015 | Price Discovery in the Dual-Platform US Treasury Market.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | International order flows: Explaining equity and exchange rate returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 35 |
| 2007 | Transparency proposals for European sovereign bond markets In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 3 |
| 2007 | Transparency Proposals for European Sovereign Bond Markets.(2007) In: ECMI Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2019 | Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? In: The Economic and Social Review. [Full Text][Citation analysis] | article | 3 |
| 2019 | Have Irish sovereign bonds decoupled from the euro area periphery, and why?.(2019) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2019 | Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy In: Intereconomics: Review of European Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2008 | The market response to information quality shocks: the case of Enron In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2011 | Commonality in returns, order flows, and liquidity in the Greek stock market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 1998 | A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens! In: Finance. [Full Text][Citation analysis] | paper | 0 |
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