Alfonso Dufour
ICMA Centre(GB)Henley College(GB)University of Reading(GB)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Credit Risk and Financial Regulations, Banking stability, regulation, efficiency, Corporate Finance and Governance
Most-Cited Works
- → Time and the Price Impact of a Trade(2000)599 cited
- → The differential impact of leverage on the default risk of small and large firms(2019)130 cited
- → Credit and liquidity components of corporate CDS spreads(2013)69 cited
- The ACD Model: Predictability of the Time Between Consecutive Trades(2000)
- → Information Entropy and Measures of Market Risk(2017)46 cited
- → Permanent trading impacts and bond yields(2011)30 cited
- MTS Time Series: Market and Data Description for the European Bond and Repo Database(2004)
- → Microstructure of the Euro‐Area Government Bond Market(2013)23 cited