Peter Dunne
Names
| first: |
Peter |
| middle: |
Gerard |
| last: |
Dunne |
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Research profile
author of:
- Benchmark Status in Fixed‐Income Asset Markets (RePEc:bla:jbfnac:v:34:y:2007:i:9-10:p:1615-1634)
by Peter G. Dunne & Michael J. Moore & Richard Portes - Dealer Intermediation Between Markets (RePEc:bla:jeurec:v:13:y:2015:i:5:p:770-804)
by Peter G. Dunne & Harald Hau & Michael J. Moore - Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training (RePEc:bla:manch2:v:62:y:1994:i:0:p:79-92)
by Dunne, Peter G - Monetary Policy and Money Market Funds (RePEc:cbi:ecolet:9/el/19)
by Bua, Giovanna & Dunne, Peter G. - Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis? (RePEc:cbi:fsnote:5/fs/22)
by Dunne, Peter G. & Giuliana, Raffaele - Irish-Resident LDI Funds and the 2022 Gilt Market Crisis (RePEc:cbi:fsnote:7/fs/23)
by Dunne, Peter & Ghiselli, Angelica & Ledoux, Frederik & McCarthy, Barra - The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE (RePEc:cbi:qtbart:y:2015:m:07:p:61-71)
by Dunne, Peter & Everett, Mary & Stuart, Rebecca - Investment Fund Risk: The Tale in the Tails (RePEc:cbi:wpaper:01/rt/17)
by Shaw, Frances & Dunne, Peter G. - Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields? (RePEc:cbi:wpaper:07/rt/13)
by Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard - The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme (RePEc:cbi:wpaper:07/rt/17)
by Bua, Giovanna & Dunne, Peter G. - ECB Monetary Operations and the Interbank Repo Market (RePEc:cbi:wpaper:09/rt/14)
by Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey - Liquidity and tail-risk interdependencies in the euro area sovereign bond market (RePEc:cbi:wpaper:11/rt/19)
by Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale - Do redemptions increase as money market funds approach regulatory liquidity thresholds? (RePEc:cbi:wpaper:2/rt/22)
by Dunne, Peter G. & Giuliana, Raffaele - Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment (RePEc:cbi:wpaper:3/rt/18)
by De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas - How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device (RePEc:cbi:wpaper:4/rt/18)
by Cronin, David & Dunne, Peter G. - The Value Relevance of Sentiment (RePEc:cbi:wpaper:5/rt/11)
by Dunne, Peter & Forker, John & Zholos, Andrey - Positive Liquidity Spillovers from Sovereign Bond-Backed Securities (RePEc:cbi:wpaper:5/rt/18)
by Dunne, Peter G. - Money Market Funds and Unconventional Monetary Policy (RePEc:cbi:wpaper:7/rt/19)
by Bua, Giovanna & Dunne, Peter G. & Sorbo, Jacopo - Repo Market Microstructure in Unusual Monetary Policy Conditions (RePEc:cbi:wpaper:8/rt/11)
by Dunne, Peter & Fleming, Michael J. & Zholos, Andrey - An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets (RePEc:cbi:wpaper:9/rt/06)
by Dunne, Peter & Moore, Michael J. & Portes, Richard - Dealer Intermediation between Markets (RePEc:chf:rpseri:rp1229)
by Peter G. Dunne & Harald Hau & Michael Moore - Defining Benchmark Status: An Application using Euro-Area Bonds (RePEc:cpr:ceprdp:3490)
by Moore, Michael & Dunne, Peter G & Portes, Richard - Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns (RePEc:cpr:ceprdp:4806)
by Dunne, Peter G & Hau, Harald & Moore, Michael - A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market (RePEc:cpr:ceprdp:6969)
by Dunne, Peter G & Hau, Harald & Moore, Michael - Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment (RePEc:eee:empfin:v:53:y:2019:i:c:p:33-52)
by De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas - Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application (RePEc:eee:finana:v:8:y:1999:i:1:p:35-52)
by Dunne, Peter G. - A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities (RePEc:eee:finana:v:9:y:2000:i:4:p:369-388)
by Dunne, Peter G. - Price discovery in the dual-platform US Treasury market (RePEc:eee:glofin:v:28:y:2015:i:c:p:95-110)
by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei - International order flows: Explaining equity and exchange rate returns (RePEc:eee:jimfin:v:29:y:2010:i:2:p:358-386)
by Dunne, Peter & Hau, Harald & Moore, Michael - How effective are sovereign bond-backed securities as a spillover prevention device? (RePEc:eee:jimfin:v:96:y:2019:i:c:p:49-66)
by Cronin, David & Dunne, Peter G. - Unknown item RePEc:eme:jfrcpp:13581980710744075 (article)
- Transparency proposals for European sovereign bond markets (RePEc:eme:jfrcpp:v:15:y:2007:i:2:p:186-198)
by Peter G. Dunne - Transparency Proposals for European Sovereign Bond Markets (RePEc:eps:ecmiwp:1320)
by Dunne, Peter - Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why? (RePEc:eso:journl:v:50:y:2019:i:3:p:529-556)
by David Cronin & Peter Dunne & Kieran McQuinn - Have Irish sovereign bonds decoupled from the euro area periphery, and why? (RePEc:esr:wpaper:wp625)
by Cronin, David & Dunne, Peter & McQuinn, Kieran - ECB monetary operations and the interbank repo market (RePEc:fip:fednsr:654)
by Peter G. Dunne & Michael J. Fleming & Andrey Zholos - Positive Liquidity Spillovers from Sovereign Bond-Backed Securities (RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:58-:d:221149)
by Peter G. Dunne - Benchmark status in fixed-income asset markets (RePEc:hal:journl:halshs-00754214)
by Peter G. Dunne & michaël J. Moore & Richard Portes - Benchmark status in fixed-income asset markets (RePEc:hal:pseptp:halshs-00754214)
by Peter G. Dunne & michaël J. Moore & Richard Portes - The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme (RePEc:ijc:ijcjou:y:2019:q:5:a:1)
by Giovanna Bua & Peter G. Dunne - Africa's crises recent analysis of armed conflicts and natural disasters in Africa (RePEc:ilo:ilowps:995164747102676)
by Dunne, Paul. & Mhone, Guy C. Z., - Defining Benchmark Status: An Application using Euro-Area Bonds (RePEc:nbr:nberwo:9087)
by Peter G. Dunne & Michael J. Moore & Richard Portes - Price Discovery in the Dual-Platform US Treasury Market (RePEc:pra:mprapa:61440)
by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei - Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy (RePEc:spr:intere:v:54:y:2019:i:4:d:10.1007_s10272-019-0832-1)
by David Cronin & Peter Dunne - Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment (RePEc:srk:srkwps:201865)
by Perea, Maite De Sola & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas - How effective are sovereign bond-backed securities as a spillover prevention device? (RePEc:srk:srkwps:201866)
by Cronin, David & Dunne, Peter G. - Positive liquidity spillovers from sovereign bond-backed securities (RePEc:srk:srkwps:201867)
by Dunne, Peter G. - Financial fragility in open-ended mutual funds: the role of liquidity management tools (RePEc:srk:srkwps:2023140)
by Dunne, Peter & Emter, Lorenz & Fecht, Falko & Giuliana, Raffaele & Peia, Oana - Liquidity and tail-risk interdependencies in the euro area sovereign bond market (RePEc:stm:wpaper:41)
by Daragh Clancy & Peter G. Dunne & Pasquale Filiani - Unknown item RePEc:taf:apfiec:v:18:y:2008:i:13:p:1051-1066 (article)
- Commonality in returns, order flows, and liquidity in the Greek stock market (RePEc:taf:eurjfi:v:17:y:2011:i:7:p:577-587)
by Peter Dunne & Michael Moore & Vasileios Papavassiliou - A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens! (RePEc:wpa:wuwpfi:9810001)
by Peter G. Dunne