Peter Dunne : Citation Profile


Are you Peter Dunne?

Central Bank of Ireland

9

H index

8

i10 index

277

Citations

RESEARCH PRODUCTION:

18

Articles

33

Papers

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 9
   Journals where Peter Dunne has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 13 (4.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu13
   Updated: 2024-01-16    RAS profile: 2023-05-09    
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Relations with other researchers


Works with:

Cronin, David (4)

Filiani, Pasquale (2)

McQuinn, Kieran (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:

Girardi, Alessandro (12)

Caporale, Guglielmo Maria (10)

Paiardini, Paola (7)

Gyntelberg, Jacob (6)

Menkhoff, Lukas (6)

Worthington, Andrew (5)

Trebesch, Christoph (5)

Schrimpf, Andreas (5)

Reitz, Stefan (5)

Pelizzon, Loriana (5)

Idier, Julien (5)

Cites to:

Vayanos, Dimitri (25)

Cronin, David (17)

Engle, Robert (15)

De Grauwe, Paul (10)

Hau, Harald (10)

Brunnermeier, Markus (9)

Moore, Michael (8)

Pagano, Marco (8)

Lyons, Richard (7)

Rey, Helene (7)

Sheenan, Lisa (6)

Main data


Where Peter Dunne has published?


Journals with more than one article published# docs
International Review of Financial Analysis2
Journal of Financial Regulation and Compliance2
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 Board4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Peter Dunne (2024 and 2023)


YearTitle of citing document
2023Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2303.

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2023Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309.

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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment. (2023). Wang, Baolian ; Hong, Claire Yurong ; Flannery, Mark J. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4051-4077.

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2023Agency costs in primary dealer systems. (2023). Silano, Filippo. In: ILE Working Paper Series. RePEc:zbw:ilewps:69.

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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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article42
2007Benchmark status in fixed-income asset markets.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2007Benchmark status in fixed-income asset markets.(2007) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2015DEALER INTERMEDIATION BETWEEN MARKETS In: Journal of the European Economic Association.
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article25
2012Dealer Intermediation between Markets.(2012) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 25
paper
1994Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article0
2019Monetary Policy and Money Market Funds In: Economic Letters.
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paper2
2022Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? In: Financial Stability Notes.
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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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paper6
2013Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? In: Research Technical Papers.
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paper15
2017The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme In: Research Technical Papers.
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paper10
2019The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme.(2019) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 10
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 nother 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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paper3
2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2022Do redemptions increase as money market funds approach regulatory liquidity thresholds? In: Research Technical Papers.
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paper0
2018Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment In: Research Technical Papers.
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paper3
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 nother version. Agregated cites: 3
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 nother version. Agregated cites: 3
paper
2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device In: Research Technical Papers.
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paper5
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 nother version. Agregated cites: 5
article
2018How effective are sovereign bond-backed securities as a spillover prevention device?.(2018) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 5
paper
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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paper3
2019Positive Liquidity Spillovers from Sovereign Bond-Backed Securities.(2019) In: JRFM.
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This paper has nother version. Agregated cites: 3
article
2018Positive liquidity spillovers from sovereign bond-backed securities.(2018) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 3
paper
2019Money Market Funds and Unconventional Monetary Policy In: Research Technical Papers.
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paper2
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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paper4
2002Defining Benchmark Status: An Application using Euro-Area Bonds In: CEPR Discussion Papers.
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paper29
2002Defining Benchmark Status: An Application using Euro-Area Bonds.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 29
paper
2004Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns In: CEPR Discussion Papers.
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paper8
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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article11
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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article2
2015Price Discovery in the Dual-Platform US Treasury Market.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2
paper
2010International order flows: Explaining equity and exchange rate returns In: Journal of International Money and Finance.
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article40
2007Transparency proposals for European sovereign bond markets In: Journal of Financial Regulation and Compliance.
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article1
2007Transparency proposals for European sovereign bond markets In: Journal of Financial Regulation and Compliance.
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article4
2007Transparency Proposals for European Sovereign Bond Markets.(2007) In: ECMI Papers.
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This paper has nother version. Agregated cites: 4
paper
2019Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? In: The Economic and Social Review.
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article3
2019Have Irish sovereign bonds decoupled from the euro area periphery, and why?.(2019) In: Papers.
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This paper has nother version. Agregated cites: 3
paper
2003Africas crises recent analysis of armed conflicts and natural disasters in Africa In: ILO Working Papers.
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paper6
2019Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy In: Intereconomics: Review of European Economic Policy.
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article3
2023Financial fragility in open-ended mutual funds: the role of liquidity management tools In: ESRB Working Paper Series.
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paper0
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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article3
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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paper0

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