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Peter G. Dunne

Observed names: Dunne, Peter G, PETER G. DUNNE, Peter Dunne
ORCID: 0000-0002-5239-0683
Observed ORCID: 0000-0002-5239-0683
OpenAlex ID: A5001488059
Benchmark Status in Fixed‐Income Asset Markets
2007 · Peter G. Dunne, Michael J. Moore, et al. · Journal of Business Finance &amp Accounting · 65
International order flows: Explaining equity and exchange rate returns
2009 · Peter Dunne, Harald Hau, et al. · Journal of International Money and Finance · 56
European Government Bond Markets: Transparency, Liquidity, Efficiency
2006 · Peter G. Dunne, Michael J. Moore, et al. · Research Portal (Queen's University Belfast) · 37
Dealer Intermediation Between Markets
2011 · Peter G. Dunne, Harald Hau, et al. · Journal of the European Economic Association · 35
Defining Benchmark Status: An Application using Euro-Area Bonds
2002 · Peter Dunne, Michael Moore, et al. · National Bureau of Economic Research · 26
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Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
1999 · Peter G. Dunne · International Review of Financial Analysis · 16
International Order Flows: Explaining Equity and Exchange Rate Returns
2006 · Michael John Moore, Peter G. Dunne, et al. · SSRN Electronic Journal · 14
ECB Monetary Operations and the Interbank Repo Market
2014 · Peter G. Dunne, Michael J. Fleming, et al. · SSRN Electronic Journal · 13
How effective are sovereign bond-backed securities as a spillover prevention device?
2019 · David Cronin, Peter G. Dunne · Journal of International Money and Finance · 11
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Repo Market Microstructure in Unusual Monetary Policy Conditions
2011 · Peter G. Dunne, Michael J. Fleming, et al. · RePEc: Research Papers in Economics · 11
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
2010 · Peter G. Dunne, Harald Hau, et al. · SSRN Electronic Journal · 11
The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE
2015 · Peter G. Dunne, Mary Everett, et al. · RePEc: Research Papers in Economics · 10
Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment
2019 · Maite De Sola Perea, Peter G. Dunne, et al. · Journal of Empirical Finance · 9
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme
2017 · Giovanna Bua, Peter G. Dunne · SSRN Electronic Journal · 9
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
2009 · Peter G. Dunne, Harald Hau, et al. · SSRN Electronic Journal · 9
Financial Fragility in Open-ended Mutual Funds: The Role of Liquidity Management Tools
2022 · Peter G. Dunne, Lorenz Emter, et al. · SSRN Electronic Journal · 8
Financial Fragility in Open-Ended Mutual Funds: The Role of Liquidity Management Tools
2023 · Peter G. Dunne, Lorenz Emter, et al. · SSRN Electronic Journal · 7
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities
2019 · Peter G. Dunne · Journal of risk and financial management · 7
Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market
2019 · Daragh Clancy, Peter G. Dunne, et al. · SSRN Electronic Journal · 7
Was the Securities Markets Programme Effective?
2013 · David Doran, Peter G. Dunne, et al. · SSRN Electronic Journal · 7
Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields
2013 · David Doran, Peter G. Dunne, et al. · RePEc: Research Papers in Economics · 7
Commonality in returns, order flows, and liquidity in the Greek stock market
2010 · Peter G. Dunne, Michael J. Moore, et al. · European Journal of Finance · 7
The market response to information quality shocks: the case of Enron
2008 · Peter G. Dunne, Haim Falk, et al. · Applied Financial Economics · 7
Transparency proposals for European sovereign bond markets
2007 · Peter G. Dunne · Journal of Financial Regulation and Compliance · 7
The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme
2019 · Giovanna Bua, Peter G. Dunne · RePEc: Research Papers in Economics · 6
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Works count: 67
Citation count: 457
H-index: 11
I10-index: 12
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