9
H index
9
i10 index
283
Citations
Peter Dunne : Citation Profile
Central Bank of Ireland | RESEARCH PRODUCTION: 17 Articles 34 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1994 - 2023). 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 Financial Regulation and Compliance | 2 |
| 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 | 4 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| Financial Stability Notes / Central Bank of Ireland | 2 |
Recent works citing Peter Dunne (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2303. Full description at Econpapers || Download paper |
| 2023 | Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309. Full description at Econpapers || Download paper |
| 2024 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x. Full description at Econpapers || Download paper |
| 2023 | Detecting 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. Full description at Econpapers || Download paper |
| 2023 | The crucial role of the five-year Treasury in the US yield curve. (2023). Chen, Yu-Lun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003447. Full description at Econpapers || Download paper |
| 2024 | How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931. Full description at Econpapers || Download paper |
| 2024 | Central bank asset purchases and lending: Impact on search frictions. (2024). Tobe, Reiko ; Uno, Jun. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000032. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper |
| 2023 | Central 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. Full description at Econpapers || Download paper |
| 2024 | Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787. Full description at Econpapers || Download paper |
| 2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Exchange rate shocks and equity prices: the role of currency denomination. (2023). Oktay, Alex ; Baeriswyl, Romain ; Ramelet, Marc-Antoine. In: Working Papers. RePEc:snb:snbwpa:2023-05. Full description at Econpapers || Download paper |
| 2023 | The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186. Full description at Econpapers || Download paper |
| 2023 | Agency costs in primary dealer systems. (2023). Silano, Filippo. In: ILE Working Paper Series. RePEc:zbw:ilewps:69. Full description at Econpapers || Download paper |
Works by Peter Dunne:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | DEALER INTERMEDIATION BETWEEN MARKETS In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 25 |
| 2012 | Dealer Intermediation between Markets.(2012) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 | 2 |
| 2022 | Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? In: Financial Stability Notes. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Irish-Resident LDI Funds and the 2022 Gilt Market Crisis In: Financial Stability Notes. [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 | 7 |
| 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 | 10 |
| 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 nother version. Agregated cites: 10 | article | |
| 2014 | ECB Monetary Operations and the Interbank Repo Market In: Research Technical Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | ECB monetary operations and the interbank repo market.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market In: Research Technical Papers. [Citation analysis] | paper | 3 |
| 2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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. [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 nother 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 nother version. Agregated cites: 3 | paper | |
| 2018 | How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device In: Research Technical Papers. [Citation analysis] | paper | 6 |
| 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 nother version. Agregated cites: 6 | 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 nother version. Agregated cites: 6 | 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: JRFM. [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 3 | 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 | 9 |
| 2006 | An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets In: Research Technical Papers. [Citation analysis] | paper | 4 |
| 2002 | Defining Benchmark Status: An Application using Euro-Area Bonds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 2002 | Defining Benchmark Status: An Application using Euro-Area Bonds.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2004 | Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 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 | 11 |
| 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 | 2 |
| 2015 | Price Discovery in the Dual-Platform US Treasury Market.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | International order flows: Explaining equity and exchange rate returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 42 |
| 2007 | Transparency proposals for European sovereign bond markets In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 1 |
| 2007 | Transparency proposals for European sovereign bond markets In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 4 |
| 2007 | Transparency Proposals for European Sovereign Bond Markets.(2007) In: ECMI Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 nother version. Agregated cites: 3 | paper | |
| 2007 | Benchmark status in fixed-income asset markets In: Post-Print. [Citation analysis] | paper | 41 |
| 2007 | Benchmark status in fixed-income asset markets.(2007) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2003 | Africas crises recent analysis of armed conflicts and natural disasters in Africa In: ILO Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 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 | 3 |
| 2023 | Financial fragility in open-ended mutual funds: the role of liquidity management tools In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 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 | 3 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team