Alfonso Dufour : Citation Profile

University of Reading

8

H index

7

i10 index

466

Citations

RESEARCH PRODUCTION:

17

Articles

8

Papers

1

Books

13

Chapters

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 17
   Journals where Alfonso Dufour has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 7 (1.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu163
   Updated: 2025-12-20    RAS profile: 2025-02-07    
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Relations with other researchers

Works with:

Billio, Monica (4)

Rossi, Ludovico (2)

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

Is cited by:

Dionne, Georges (8)

Pelizzon, Loriana (8)

Hautsch, Nikolaus (7)

Cartea, Álvaro (6)

Engle, Robert (5)

Allen, David (5)

Paiardini, Paola (5)

PASCUAL, ROBERTO (5)

Tomio, Davide (4)

Gündüz, Yalin (4)

Tsuruta, Daisuke (4)

Cites to:

Engle, Robert (28)

Bollerslev, Tim (12)

Vayanos, Dimitri (11)

Acharya, Viral (11)

Subrahmanyam, Avanidhar (11)

Easley, David (11)

Pedersen, Lasse (10)

Shleifer, Andrei (9)

Beber, Alessandro (8)

West, Kenneth (8)

Roll, Richard (8)

Main data

Where Alfonso Dufour has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
The Quarterly Review of Economics and Finance2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading5
MPRA Paper / University Library of Munich, Germany2

Recent works citing Alfonso Dufour (2025 and 2024)

YearTitle of citing document
2024Fostering Entrepreneurial Growth: The Impact of Institutional Credits. (2024). Hossain, Md Shahadat ; Hasan, Md Ali ; Roy, Brazendra Nath. In: International Journal of Science and Business. RePEc:aif:journl:v:32:y:2024:i:1:p:65-73.

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2024Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2024). Blasques, Francisco ; Hol, Vladim'Ir ; Tomanov, Petra. In: Papers. RePEc:arx:papers:1812.07318.

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2024Deep Limit Order Book Forecasting. (2024). Bartolucci, Silvia ; Aste, Tomaso ; Briola, Antonio. In: Papers. RePEc:arx:papers:2403.09267.

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2024Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets. (2024). Ramdas, Tejas ; Wells, Martin T. In: Papers. RePEc:arx:papers:2409.05192.

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2024The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1460_24.

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2024Firm Support Measures, Credit Payment Behavior, and Credit Risk. (2024). Rodríguez-Novoa, Daniela ; Gómez, Camilo ; Rodriguez-Novoa, Daniela. In: Borradores de Economia. RePEc:bdr:borrec:1277.

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2025Estimating Short-term Default Probabilities Conditional to Economic Conditions: Applications of Regularisation Approach and Economic Adjustment Coefficients. (2025). Abdul, Halim Zairihan ; Haiza, Zawawi Nur ; Aisyah, Mustafa Siti ; Mohd, Nor Safwan. In: Business Systems Research. RePEc:bit:bsrysr:v:16:y:2025:i:1:p:178-197:n:1009.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2025Evaluating the Effects of the German Debt Brake: A Synthetic Control Approach. (2025). Nientiedt, Daniel ; Feld, Lars ; Hassib, Joshua ; Langer, Maximilian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11933.

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2025Evaluating the Effects of the German Debt Brake: A Synthetic Control Approach. (2025). Nientiedt, Daniel ; Feld, Lars ; Langer, Maximilian ; Hassib, Joshua. In: CESifo Working Paper Series. RePEc:ces:ceswps:_119333.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2025European SMEs, Corporate Finance and Economic Resilience to Floods. (2025). Peters, Vinzenz ; de Carolis, Flavio. In: Working Papers. RePEc:dnb:dnbwpp:832.

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2024The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego. In: Working Paper Series. RePEc:ecb:ecbwps:20242897.

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2025Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091.

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2024Management control systems, business financial literacy and financial leverage in business-incubated start-ups. (2024). Gonzlez-Loureiro, Miguel ; Lopez-Valeiras, Ernesto ; Gomez-Conde, Jacobo ; Graa-Alvarez, Roberto. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001914.

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2024Can digital tax enforcement reduce the risk of corporate debt default?. (2024). Chen, Wanyi ; Xu, Jingyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1041-1060.

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2025The power of credit: can the implementation of a social credit system reduce the risk of corporate debt default?. (2025). Liu, Shengtao ; Zhao, Xiaoke. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:749-763.

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2025Monetary policy uncertainty and corporate credit financing in China: The role of accounting information quality. (2025). Yang, Miao ; Li, Xiao-Lin ; Zhao, Chen ; Ge, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s026499932400347x.

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2025Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms. (2025). Deng, Guoying ; Liu, Junrong ; Ma, Shibo ; Yan, Jingzhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002389.

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2024How carbon risk affects corporate debt defaults: Evidence from Paris agreement. (2024). Liang, Yuchao ; Huang, Xiang ; Zhong, Wenrui ; Wang, Jiaxin ; Qiang, Haofan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007739.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2025Does carbon news influence carbon prices?–Taking Chinas carbon market as an example. (2025). Sun, Tao ; Zhang, Heng-Guo. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225029810.

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2025Can digital inclusive finance promote the Internet business model? Empirical evidence from Chinese listed firms. (2025). Zhang, LI ; Chen, Xikai ; Guo, Tongtong ; Peng, Jiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001103.

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2024An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages. (2024). Ma, Zhen ; Qian, Siji ; Zhang, Huiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753.

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2024Social credit system construction and corporate debt dilemmas. (2024). Zhang, YI ; Wu, Lingling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012278.

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2025Exploring the correlation between financial leverage and corporate bond credit spreads. (2025). Chen, Shasha ; Yang, Qing ; Lin, ZI. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001205.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2025Sectoral credit allocation and systemic risk. (2025). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001487.

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2024Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul. (2024). Karahan, Cenk C ; Alayan-Gm, Aye. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000929.

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2024Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure. (2024). Kalev, Petko S ; Mudalige, Priyantha. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001261.

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2024How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094.

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2024Short-term stock price trend prediction with imaging high frequency limit order book data. (2024). Ye, Wuyi ; Chen, Pengzhan ; Yang, Jinting. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1189-1205.

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2025Influence of ESG on corporate debt default risk: An analysis of the dual risk scenarios. (2025). Nasim, Asma ; Xiao, Zisheng ; Shang, Yuping ; Zhao, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002353.

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2025A three-stage prediction model for firm default risk: An integration of text sentiment analysis. (2025). Ma, Xuejiao ; Jiang, Qichuan ; Che, Tianqi. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001713.

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2024Bank credit to SMEs in Japan: Evidence from normal times, the global financial crisis, and the COVID-19 crisis. (2024). Tsuruta, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400252x.

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2025Mandatory corporate ESG disclosure and default risk – Evidence from China. (2025). Du, Hanyu ; Li, Wei-An ; He, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003305.

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2024Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024Does gender matter in financing SMEs in green industry?. (2024). Pisani, Raoul ; Arcuri, Maria Cristina ; di Tommaso, Caterina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400014x.

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2024Commonality in liquidity and corporate default risk - Evidence from China. (2024). Fu, Yumei ; Li, Jintian ; He, Feng ; Zan, Bingyan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000734.

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2025Deep limit order book forecasting: a microstructural guide. (2025). Aste, Tomaso ; Bartolucci, Silvia ; Briola, Antonio. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128950.

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2025Determinants of the Rehabilitation of Defaulting Small Businesses: Are real or financial factors important?. (2025). Tsuruta, Daisuke. In: Discussion papers. RePEc:eti:dpaper:25066.

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2024Firm Support Measures, Credit Payment Behavior, and Credit Risk. (2024). Rodríguez-Novoa, Daniela ; Gómez, Camilo ; Rodriguez-Novoa, Daniela. In: IHEID Working Papers. RePEc:gii:giihei:heidwp03-2024.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2025Not on the same page: comprehensibility of MBS investment prospectuses. (2025). Hibbeln, Martin ; Metzler, Ralf ; Osterkamp, Werner. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:2:d:10.1007_s11147-025-09213-8.

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2024Opportunity or opportunism? Blockchain technology adoption and corporate default risk. (2024). Chen, Shiqiang ; Li, Antai ; Fang, Miaomiao ; Luo, Yonggen. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03727-6.

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2024Investing in the long-term: an empirical approach. (2024). Enow, Samuel Tabot. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:4:p:537-541.

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2024High price impact trades identication and its implication for volatility and price efficiency. (2024). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2024_003.

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2024Quantum Algorithms. (2024). Hull, Isaiah ; Sattath, OR ; Diamanti, Eleni ; Wendin, Gran. In: Contributions to Economics. RePEc:spr:conchp:978-3-031-50780-9_3.

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2025Credit rating prediction with ESG data using data mining methods. (2025). Sayilir, Zlem ; Chelery, Muhammed Aslam ; Doan, Murat. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00490-1.

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2025Credit risk modelling within the euro area in the COVID‐19 period: Evidence from an ICAS framework. (2025). Pelagidis, Theodore ; Prassa, Chara ; Chortareas, Georgios ; Katsafados, Apostolos G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1074-1105.

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2024Corporate credit default swap systematic factors. (2024). Lu, Qinye ; Lin, Mingtsung ; Chan, Ka Kei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1224-1256.

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2024The German and Italian government bond markets: The role of banks versus non-banks. (2024). Ruzzi, Dario ; Krause, Daniel ; Panzarino, Onofrio ; Orben, Jens ; Moller, Luca ; Scherrieble, Willy ; Gohlke, Hanna ; Schmidt, Michael ; Bianchi, Michele Leonardo ; Abbassi, Puriya ; della Gatta, Daniela ; Gallo, Raffaele ; Miglietta, Arianna. In: Technical Papers. RePEc:zbw:bubtps:310318.

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Works by Alfonso Dufour:

YearTitleTypeCited
2000Time and the Price Impact of a Trade In: Journal of Finance.
[Full Text][Citation analysis]		article274
1999Time and the Price Impact of a Trade.(1999) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 274		paper
2020The differential impact of leverage on the default risk of small and large firms In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article50
2019Modeling intraday volatility of European bond markets: A data filtering application In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2025The systemic risk of leveraged and covenant-lite loan syndications In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2017The equity-like behaviour of sovereign bonds In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2014The Equity-like Behaviour of Sovereign Bonds.(2014) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2019Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2023Complexity and the default risk of mortgage-backed securities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2024Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993].(2024) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024Corporate bankruptcy and banking deregulation: The effect of financial leverage In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2013Credit and liquidity components of corporate CDS spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
2025Bond supply expectations and the term structure of interest rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2014On the performance of the tick test In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article4
2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2022Predicting Stock Price Changes Based on the Limit Order Book: A Survey In: Mathematics.
[Full Text][Citation analysis]		article5
2014The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market In: Annals of Finance.
[Full Text][Citation analysis]		article5
2015Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies In: Palgrave Macmillan Books.
[Citation analysis]		book0
2015Introduction In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Regression Analyses with Multiple Variables In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Market-Switching Stocks In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015GARCH Analysis of Switchers In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Conclusions In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Activities In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Interviews In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Literature Review In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Empirical Analysis In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Preliminary Data Analysis In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Volatility Estimation In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Basic Analysis of Relative Volatility In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Relative Risk Allowing for Size, Age or Liquidity In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2010A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2000The ACD Model: Predictability of the Time Between Concecutive Trades In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper22
2004MTS Time Series: Market and Data Description for the European Bond and Repo Database In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper13
2005A False Perception? The relative riskiness of AIM and listed Stocks In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2012The Time Varying Properties of Credit and Liquidity Components of CDS Spreads In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2012Permanent trading impacts and bond yields In: The European Journal of Finance.
[Full Text][Citation analysis]		article23
2020Explaining repo specialness In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

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