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Publications by Peter G. Dunne

Positive Liquidity Spillovers From Sovereign Bond-Backed Securities

SSRN Electronic Journal

English

Defining Benchmark Status: An Application Using Euro-Area Bonds

SSRN Electronic Journal

English

Related publications

An Analysis of Liquidity Skewness for European Sovereign Bond Markets

Finance Research Letters

English

How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis

SSRN Electronic Journal

English

The Zero Risk Fallacy? Banks' Sovereign Exposure and Sovereign Risk Spillovers

SSRN Electronic Journal

English

International Economic Spillovers and the Liquidity Trap

SSRN Electronic Journal

English

Size Matters for Liquidity: Evidence From EMU Sovereign Yield Spreads

Economics Letters

English

Limits of Arbitrage: Theory and Evidence From the Mortgage-Backed Securities Market

SSRN Electronic Journal

English

Commonality in Liquidity and Real Estate Securities

SSRN Electronic Journal

English

Asset-Backed Securities: Costs and Benefits of “Bankruptcy Remoteness”

Review of Financial Studies

English

The Future Market of Mortgage Backed Securities in Japan

The Japanese Journal of Real Estate Sciences

English