The implicit costs of trading in a jointly listed Irish equity

von Dunne, Peter G.
Veröffentlicht in The economic and social review (1994)

Transparency proposals for European sovereign bond markets

von Dunne, Peter G.
Veröffentlicht in Journal of financial regulation and compliance (2007)

A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities

von Dunne, Peter G.
Veröffentlicht in International review of financial analysis (2000)

Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application

von Dunne, Peter G.
Veröffentlicht in International review of financial analysis (1999)

Speculative rational expectations' exchange rate dynamics with risk averse wealth owners and a monetary authority averse to exchange rate variability

von Dunne, Peter G.
Veröffentlicht in The economic and social review (1990)

An econometric assessment of the change in quality of the Irish gilt market since the introduction of market making

von Dunne, Peter G.
Veröffentlicht in The economic and social review (1996)

The portfolio rebalancing effects of the ECB's asset purchase programme

von Bua, Giovanna
Veröffentlicht in International journal of central banking (2019)

How effective are sovereign bond-backed securities as a spillover prevention device?

von Cronin, David
Veröffentlicht in Journal of international money and finance (2019)

Price discovery in the dual-platform US Treasury market

von Sun, Zhuowei
Veröffentlicht in Global finance journal (2015)

Benchmark status in fixed-income asset markets

von Dunne, Peter G.
Veröffentlicht in Journal of business finance & accounting (2007)

Defining benchmark status : an application using euro-area bonds

von Dunne, Peter G.
Veröffentlicht 2002

A tale of two platforms : dealer intermediation in the European sovereign bond market

von Dunne, Peter G.
Veröffentlicht 2008

Dealer intermediation between markets

von Dunne, Peter G.
Veröffentlicht in European Economic Association Journal of the European Economic Association (2015)

International order flows : explaining equity and exchange rate returns

von Dunne, Peter G.
Veröffentlicht in Journal of international money and finance (2010)

Macroeconomic order flows : explaining equity and exchange rate returns

von Dunne, Peter G.
Veröffentlicht 2004

Commonality in returns, order flows, and liquidity in the Greek stock market

von Dunne, Peter G.
Veröffentlicht in The European journal of finance (2011)

The market response to information quality shocks : the case of Enron

Veröffentlicht in Applied financial economics (2008)

Defining benchmark status : an application using Euro-area bonds

von Dunne, Peter G.
Veröffentlicht 2002

Sovereign bond-backed securities : a VAR-for-VaR and marginal expected shortfall assessment

von Sola Perea, Maite de
Veröffentlicht in Journal of empirical finance (2019)