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Peter Gerard Dunne

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

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

RePEc Short-ID: pdu13

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Affiliation

Central Bank of Ireland
Location: Dublin, Ireland
Homepage: http://www.centralbank.ie/
Email:
Phone: (01) 671 6666
Fax: (01) 671 6561
Postal: P.O. Box No. 559, Dame Street, Dublin 2
Handle: RePEc:edi:cbigvie (more details at EDIRC)

Works

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Working papers

  1. Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard, 2013. "Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?," Research Technical Papers 07/RT/13, Central Bank of Ireland.
  2. Dunne, Peter & Forker, John & Zholos, Andrey, 2011. "The Value Relevance of Sentiment," Research Technical Papers 5/RT/11, Central Bank of Ireland.
  3. Dunne, Peter & Fleming, Michael J. & Zholos, Andrey, 2011. "Repo Market Microstructure in Unusual Monetary Policy Conditions," Research Technical Papers 8/RT/11, Central Bank of Ireland.
  4. 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.
  5. 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 of Ireland.
  6. 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.
  7. 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.
  8. 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.

Articles

  1. Peter Dunne & Michael Moore & Vasileios Papavassiliou, 2011. "Commonality in returns, order flows, and liquidity in the Greek stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 577-587.
  2. Dunne, Peter & Hau, Harald & Moore, Michael, 2010. "International order flows: Explaining equity and exchange rate returns," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 358-386, March.
  3. Peter Dunne & Haim Falk & John Forker & Ronan Powell, 2008. "The market response to information quality shocks: the case of Enron," Applied Financial Economics, Taylor & Francis Journals, vol. 18(13), pages 1051-1066.
  4. Peter G. Dunne & Michael J. Moore & Richard Portes, 2007. "Benchmark Status in Fixed-Income Asset Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(9-10), pages 1615-1634.
  5. Peter G. Dunne, 2007. "Transparency proposals for European sovereign bond markets," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 15(2), pages 186-198, May.
  6. 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.
  7. 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.
  8. 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, University of Manchester, 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-BAN: Banking (1) 2011-04-09
  2. NEP-CBA: Central Banking (1) 2011-04-09
  3. NEP-CFN: Corporate Finance (1) 2003-03-14
  4. NEP-EEC: European Economics (2) 2002-08-08 2009-02-28. Author is listed
  5. NEP-FIN: Finance (2) 2002-08-08 2005-06-14. Author is listed
  6. NEP-FMK: Financial Markets (1) 2005-06-14
  7. NEP-IFN: International Finance (1) 2005-06-14
  8. NEP-MAC: Macroeconomics (3) 2005-06-14 2011-04-02 2011-04-09. Author is listed
  9. NEP-MON: Monetary Economics (1) 2011-04-09
  10. NEP-MST: Market Microstructure (1) 2009-02-28
  11. NEP-RMG: Risk Management (1) 2003-03-14

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