8
H index
6
i10 index
216
Citations
Peter Dunne : Citation Profile
Central Bank of Ireland | RESEARCH PRODUCTION: 17 Articles 31 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 |
|---|---|
| International Review of Financial Analysis | 2 |
| Journal of International Money and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Technical Papers / Central Bank of Ireland | 13 |
| ESRB Working Paper Series / European Systemic Risk Board | 3 |
Recent works citing Peter Dunne (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39. Full description at Econpapers || Download paper |
| 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 |
| 2021 | Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247. Full description at Econpapers || Download paper |
| 2020 | The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271. Full description at Econpapers || Download paper |
| 2021 | Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529. Full description at Econpapers || Download paper |
| 2021 | Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535. 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 |
| 2021 | Financial oligopolies and parallel exclusion in the credit default swap markets. (2021). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300756. 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 |
| 2021 | Vulnerable asset management? The case of mutual funds. (2021). Fricke, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301005. 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 | 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 |
| 2021 | Limited joint liability in structured Eurobonds: Pricing the political costs. (2021). Adolph, Marc-Patrick ; Bauer, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302990. 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 |
| 2021 | Conditional correlation between exchange rates and stock prices. (2021). Ding, Liang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:452-463. 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 |
| 2021 | The behavior of exchange rate and stock returns in high and low interest rate environments. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149. Full description at Econpapers || Download paper |
| 2021 | Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). Kanapickiene, Rasa ; Teresiene, Deimante ; Jurksas, Linas. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:35-:d:514849. Full description at Econpapers || Download paper |
| 2022 | You cant always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2022). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:032022. Full description at Econpapers || Download paper |
| 2021 | OTC discount. (2020). Monch, Emanuel ; de Roure, Calebe ; Schneider, Michael ; Pelizzon, Loriana. 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 Fixed?Income Asset Markets In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 21 |
| 2007 | Benchmark status in fixed-income asset markets.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 21 | 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: 21 | paper | |
| 2015 | DEALER INTERMEDIATION BETWEEN MARKETS In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 23 |
| 2012 | Dealer Intermediation between Markets.(2012) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | 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 | 4 |
| 2013 | Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? In: Research Technical Papers. [Full Text][Citation analysis] | paper | 14 |
| 2017 | The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme In: Research Technical Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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 | |
| 2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market In: Research Technical Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2022 | Do redemptions increase as money market funds approach regulatory liquidity thresholds? In: Research Technical Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment In: Research Technical Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | paper | |
| 2018 | How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device In: Research Technical Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | 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: 3 | 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 | 2 |
| 2019 | Positive Liquidity Spillovers from Sovereign Bond-Backed Securities.(2019) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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: 2 | paper | |
| 2019 | Money Market Funds and Unconventional Monetary Policy In: Research Technical Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 | 37 |
| 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 | 2 |
| 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: 2 | paper | |
| 2003 | Africas crises recent analysis of armed conflicts and natural disasters in Africa In: ILO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 1 |
| 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 | 2 |
| 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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