Information about:
Peter Gerard Dunne

Other registered authors

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

Affiliation

• School of Management and Economics
  Queen's University

  Location: Belfast, United Kingdom
  Homepage: http://www.qub.ac.uk/mgt/
  Email:
  Phone: +44 (0)28 90273287
  Fax: +44 (0)28 90236601
  Postal: 22, University Square, Belfast BT7 1NN
  Handle: RePEc:edi:dequbuk (registered authors at this institution)

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:
   • Peter G. Dunne & Michael J. Moore & Richard Portes, 2002. "Defining Benchmark Status: An Application using Euro-Area Bonds," NBER Working Papers 9087, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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:
   • 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)

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:
   • 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!]

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..

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

This page was last updated on 2010-2-5.