Peter G Dunne
Peter G Dunne
Central Bank of Ireland
Verified email at centralbank.ie
Title
Cited by
Cited by
Year
Benchmark status in fixed‐income asset markets
PG Dunne, MJ Moore, R Portes
Journal of Business Finance & Accounting 34 (9‐10), 1615-1634, 2007
682007
International order flows: Explaining equity and exchange rate returns
P Dunne, H Hau, M Moore
Journal of International Money and Finance 29 (2), 358-386, 2010
552010
Defining benchmark status: an application using euro-area bonds
PG Dunne, MJ Moore, R Portes
National Bureau of Economic Research Working Paper Series, 2002
512002
A tale of two platforms: dealer intermediation in the European sovereign bond market
PG Dunne, H Hau, M Moore
INSEAD working paper, 2010
292010
Dealer intermediation between markets
PG Dunne, H Hau, MJ Moore
Journal of the European Economic Association 13 (5), 770-804, 2015
272015
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
PG Dunne
International Review of Financial Analysis 8 (1), 35-52, 1999
221999
Was the Securities Markets Programme effective in stabilizing Irish sovereign yields
D Doran, P Dunne, A Monks, G O’Reilly
Bank of Ireland Research Technical Paper 7, 2013
202013
The expanded asset purchase programme–what, why and how of euro area QE
P Dunne, M Everett, R Stuart
Quarterly Bulletin Articles 7, 61-71, 2015
172015
ECB monetary operations and the interbank repo market
PG Dunne, MJ Fleming, A Zholos
FRB of New York Staff Report, 2013
162013
Repo market microstructure in unusual monetary policy conditions
PG Dunne, MJ Fleming, A Zholos
Research technical paper, Central Bank of Ireland, 2011
122011
The portfolio rebalancing effects of the ECB's asset purchase programme
G Bua, PG Dunne
Available at SSRN 2993136, 2017
112017
Testing the augmented Solow and endogenous growth models
D Canning, P Dunne, M Moore
Department of Economics, the Queen's University of Belfast, 1995
111995
Sovereign bond-backed securities: A VAR-for-VaR and Marginal Expected Shortfall assessment
MDS Perea, PG Dunne, M Puhl, T Reininger
Journal of Empirical Finance 53, 33-52, 2019
102019
Commonality in returns, order flows, and liquidity in the Greek stock market
PG Dunne, MJ Moore, VG Papavassiliou
The European Journal of Finance 17 (7), 577-587, 2011
102011
Transparency proposals for European sovereign bond markets
PG Dunne
Journal of Financial Regulation and Compliance, 2007
102007
Macroeconomic order flows: explaining equity and exchange rate returns
PG Dunne, H Hau, M Moore
CEPR Discussion Paper, 2004
102004
European Government Bond Markets: Transparency
P Dunne, M Moore, R Portes
Liquidity, Efficiency, CEPR, London, UK, 2006
92006
Positive liquidity spillovers from sovereign bond-backed securities
PG Dunne
Journal of Risk and Financial Management 12 (2), 58, 2019
82019
Investment fund risk: The tale in the tails
PG Dunne, F Shaw
Available at SSRN 2905680, 2017
72017
Effects of genetic merit for carcass weight, breed type and slaughter weight on performance and carcass traits of beef× dairy steers
MG Keane, PG Dunne, DA Kenny, DP Berry
Cambridge University Press, 2010
72010
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