Peter Dunne : Citation Profile


Are you Peter Dunne?

Central Bank of Ireland

8

H index

6

i10 index

216

Citations

RESEARCH PRODUCTION:

17

Articles

31

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 8
   Journals where Peter Dunne has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 11 (4.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu13
   Updated: 2022-05-14    RAS profile: 2022-04-06    
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Relations with other researchers


Works with:

Cronin, David (6)

McQuinn, Kieran (2)

Filiani, Pasquale (2)

Clancy, Daragh (2)

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

Is cited by:

Paiardini, Paola (7)

Girardi, Alessandro (5)

Schrimpf, Andreas (5)

Reitz, Stefan (5)

Pelizzon, Loriana (5)

Worthington, Andrew (5)

Taylor, Mark (5)

Menkhoff, Lukas (5)

Loretan, Mico (4)

Trebesch, Christoph (4)

Hoffmann, Peter (4)

Cites to:

Vayanos, Dimitri (20)

Engle, Robert (15)

Cronin, David (14)

De Grauwe, Paul (10)

Hau, Harald (8)

Brunnermeier, Markus (7)

Madhavan, Ananth (6)

Rey, Helene (6)

Pagano, Marco (6)

Vašíček, Bořek (5)

Claeys, Peter (5)

Main data


Where Peter Dunne has published?


Journals with more than one article published# docs
International Review of Financial Analysis2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Research Technical Papers / Central Bank of Ireland13
ESRB Working Paper Series / European Systemic Risk Board3

Recent works citing Peter Dunne (2022 and 2021)


YearTitle of citing document
2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2020Market 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.

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2021Inventory 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.

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2020The 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.

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2021Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529.

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2021Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535.

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2020Expected 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.

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2021Financial 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.

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2020Monetary 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.

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2021Vulnerable 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.

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2020On 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.

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2020The 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.

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2021Limited 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.

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2020Fiscal 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.

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2021Conditional 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.

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2020How 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.

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2021The 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.

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2021Liquidity 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.

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2022You 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.

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2021OTC discount. (2020). Monch, Emanuel ; de Roure, Calebe ; Schneider, Michael ; Pelizzon, Loriana. In: SAFE Working Paper Series. RePEc:zbw:safewp:298.

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2020Tracing 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.

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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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article21
2007Benchmark status in fixed-income asset markets.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2007Benchmark status in fixed-income asset markets.(2007) In: PSE-Ecole d'économie de Paris (Postprint).
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This paper has another version. Agregated cites: 21
paper
2015DEALER INTERMEDIATION BETWEEN MARKETS In: Journal of the European Economic Association.
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article23
2012Dealer Intermediation between Markets.(2012) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 23
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
2019Monetary Policy and Money Market Funds In: Economic Letters.
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paper0
2015The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE In: Quarterly Bulletin Articles.
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article9
2017Investment Fund Risk: The Tale in the Tails In: Research Technical Papers.
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paper4
2013Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? In: Research Technical Papers.
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paper14
2017The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme In: Research Technical Papers.
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paper7
2019The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme.(2019) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 7
article
2014ECB Monetary Operations and the Interbank Repo Market In: Research Technical Papers.
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paper9
2013ECB monetary operations and the interbank repo market.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 9
paper
2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market In: Research Technical Papers.
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paper1
2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2022Do redemptions increase as money market funds approach regulatory liquidity thresholds? In: Research Technical Papers.
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2018Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment In: Research Technical Papers.
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paper2
2019Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment.(2019) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 2
article
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: 2
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2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device In: Research Technical Papers.
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2019How effective are sovereign bond-backed securities as a spillover prevention device?.(2019) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 3
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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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2018Positive Liquidity Spillovers from Sovereign Bond-Backed Securities In: Research Technical Papers.
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2019Positive Liquidity Spillovers from Sovereign Bond-Backed Securities.(2019) In: JRFM.
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This paper has another version. Agregated cites: 2
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2018Positive liquidity spillovers from sovereign bond-backed securities.(2018) In: ESRB Working Paper Series.
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2019Money Market Funds and Unconventional Monetary Policy In: Research Technical Papers.
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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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paper25
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: 25
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2004Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns In: CEPR Discussion Papers.
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2008A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market In: CEPR Discussion Papers.
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paper19
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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article8
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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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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2010International order flows: Explaining equity and exchange rate returns In: Journal of International Money and Finance.
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article37
2007Transparency proposals for European sovereign bond markets In: Journal of Financial Regulation and Compliance.
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article3
2007Transparency Proposals for European Sovereign Bond Markets.(2007) In: ECMI Papers.
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This paper has another version. Agregated cites: 3
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2019Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? In: The Economic and Social Review.
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article2
2019Have Irish sovereign bonds decoupled from the euro area periphery, and why?.(2019) In: Papers.
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2003Africas crises recent analysis of armed conflicts and natural disasters in Africa In: ILO Working Papers.
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paper1
2019Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy In: Intereconomics: Review of European Economic Policy.
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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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article2
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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