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Information about:
Peter Gerard Dunne

Personal Details | Affiliation | Works
This is information that was supplied by Peter Dunne in registering through RePEc. If you are Peter Gerard Dunne , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Peter
Middle Name: Gerard
Last Name: Dunne
Suffix:

RePEc Short-ID: pdu13

Email:
Homepage:
http://www.qub-efrg.com/staff/pdunne/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Dunne, Peter & Hau, Harald & Moore, Michael, 2008. "A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market," CEPR Discussion Papers 6969, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  2. Dunne, Peter & Moore, Michael J. & Portes, Richard, 2006. "An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets," Research Technical Papers 9/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

  3. Dunne, Peter & Hau, Harald & Moore, Michael, 2004. "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers 4806, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  4. Dunne, Peter & Moore, Michael J & Portes, Richard, 2002. "Defining Benchmark Status: An Application using Euro-Area Bonds," CEPR Discussion Papers 3490, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  5. Peter G. Dunne, 1998. "A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!," Finance 9810001, EconWPA. [Downloadable!]

  6. Peter G Dunne, . "A New Bayesian Model of Market Microstructure Behaviour Applied to the Market in Irish Government Securities: Identification Happens!," Financial Market Papers 8, Financial Services Research Forum. [Downloadable!]

  7. Peter G. Dunne, . "Size and Book-to-Market Factors in a Multivariate GARCH-in-Mean Asset Pricing Application," Financial Market Papers 2, Financial Services Research Forum. [Downloadable!]
    Published as:


Articles

  1. Peter Dunne & Haim Falk & John Forker & Ronan Powell, 2008. "The market response to information quality shocks: the case of Enron," Applied Financial Economics, Taylor and Francis Journals, vol. 18(13), pages 1051-1066. [Downloadable!] (restricted)

  2. Peter G. Dunne, 2007. "Transparency proposals for European sovereign bond markets," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 2(2), pages 186-198, May. [Downloadable!] (restricted)

  3. Peter G. Dunne & Michael J. Moore & Richard Portes, 2007. "Benchmark Status in Fixed-Income Asset Markets," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 34(9-10), pages 1615-1634. [Downloadable!] (restricted)

  4. Dunne, Peter G., 2000. "A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities," International Review of Financial Analysis, Elsevier, vol. 9(4), pages 369-388. [Downloadable!] (restricted)

  5. Dunne, Peter G., 1999. "Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application," International Review of Financial Analysis, Elsevier, vol. 8(1), pages 35-52. [Downloadable!] (restricted)
    Other versions:

  6. Dunne, Peter G, 1994. "Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 62(0), pages 79-92, Suppl..


NEP Fields

7 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-03-14
  2. NEP-ECM: Econometrics (1) 2003-12-14
  3. NEP-EEC: European Economics (3) 2002-08-08 2003-12-14 2009-02-28 Author is listed
  4. NEP-FIN: Finance (4) 2002-08-08 2003-12-14 2003-12-14 2005-06-14 Author is listed
  5. NEP-FMK: Financial Markets (3) 2003-12-14 2003-12-14 2005-06-14 Author is listed
  6. NEP-IFN: International Finance (1) 2005-06-14
  7. NEP-MAC: Macroeconomics (1) 2005-06-14
  8. NEP-MST: Market Microstructure (1) 2009-02-28
  9. NEP-RMG: Risk Management (2) 2003-03-14 2003-12-14 Author is listed

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This page was last updated on 2009-12-15.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.