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Dunne, Peter G.
Fabozzi, Frank J.
136
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118
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85
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71
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ECONIS (ZBW)
39
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1
A Note on the Credit Risk Component of Yields on Irish Sovereign Bonds Issued in Foreign Currencies
Casey, Eddie
-
2012
In this note we provide new evidence regarding the size and dynamics of the credit risk premium on Irish Sovereign bonds during the 1980s and early 1990s when fiscal conditions were similar to those currently being experienced. Our analysis is not confounded by the effects of exchange rate risk...
Persistent link: https://www.econbiz.de/10013110293
Saved in:
2
Transparency proposals for European sovereign
bond
markets
Dunne, Peter G.
- In:
Journal of financial regulation and compliance : an …
15
(
2007
)
2
,
pp. 186-198
Persistent link: https://www.econbiz.de/10003541981
Saved in:
3
Transparency proposals for European sovereign
bond
markets
Dunne, Peter G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565485
Saved in:
4
Dealer intermediation between markets
Dunne, Peter G.
;
Hau, Harald
;
Moore, Michael J.
- In:
Journal of the European Economic Association
13
(
2015
)
5
,
pp. 770-804
Persistent link: https://www.econbiz.de/10011419354
Saved in:
5
Dealer intermediation between markets
Dunne, Peter G.
;
Hau, Harald
;
Moore, Michael J.
-
2012
of price volatility. Data from the European sovereign
bond
market is used to illustrate some of the empirical …
Persistent link: https://www.econbiz.de/10009624581
Saved in:
6
Was the securities markets programme effective in stabilizing Irish yields?
Doran, David
;
Dunne, Peter G.
;
Monks, Allen
;
O'Reilly, …
-
2013
Persistent link: https://www.econbiz.de/10010237096
Saved in:
7
Price discovery in the dual-platform US Treasury market
Sun, Zhuowei
;
Dunne, Peter G.
;
Li, Youwei
- In:
Global finance journal
28
(
2015
),
pp. 95-110
Persistent link: https://www.econbiz.de/10011478128
Saved in:
8
An empirical analysis of transparency-related characteristics of European and US sovereign
bond
markets
Dunne, Peter G.
(
contributor
);
Moore, Michael J.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003403278
Saved in:
9
Defining benchmark status : an application using euro-area bonds
Dunne, Peter G.
;
Moore, Michael J.
;
Portes, Richard
-
2002
Persistent link: https://www.econbiz.de/10001689099
Saved in:
10
An econometric assessment of the change in quality of the Irish gilt market since the introduction of market making
Dunne, Peter G.
- In:
The economic and social review
27
(
1996
)
5
,
pp. 457-466
Persistent link: https://www.econbiz.de/10001219150
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