Peter Dunne
Personal Details
First Name: | Peter |
Middle Name: | Gerard |
Last Name: | Dunne |
Suffix: | |
RePEc Short-ID: | pdu13 |
[This author has chosen not to make the email address public] | |
Affiliation
Central Bank of Ireland
Dublin, Irelandhttps://www.centralbank.ie/
RePEc:edi:cbigvie (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Dunne, Peter & Ghiselli, Angelica & Ledoux, Frederik & McCarthy, Barra, 2023. "Irish-Resident LDI Funds and the 2022 Gilt Market Crisis," Financial Stability Notes 7/FS/23, Central Bank of Ireland.
- Dunne, Peter & Emter, Lorenz & Fecht, Falko & Giuliana, Raffaele & Peia, Oana, 2023.
"Financial fragility in open-ended mutual funds: the role of liquidity management tools,"
ESRB Working Paper Series
140, European Systemic Risk Board.
- Dunne, Peter G. & Emter, Lorenz & Fecht, Falko & Giuliana, Raffaele & Peia, Oana, 2024. "Financial fragility in open-ended mutual funds: The role of liquidity management tools," Discussion Papers 36/2024, Deutsche Bundesbank.
- Dunne, Peter G. & Giuliana, Raffaele, 2022. "Do redemptions increase as money market funds approach regulatory liquidity thresholds?," Research Technical Papers 2/RT/22, Central Bank of Ireland.
- Dunne, Peter G. & Giuliana, Raffaele, 2022. "Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis?," Financial Stability Notes 5/FS/22, Central Bank of Ireland.
- Bua, Giovanna & Dunne, Peter G., 2019. "Monetary Policy and Money Market Funds," Economic Letters 9/EL/19, Central Bank of Ireland.
- Bua, Giovanna & Dunne, Peter G. & Sorbo, Jacopo, 2019. "Money Market Funds and Unconventional Monetary Policy," Research Technical Papers 7/RT/19, Central Bank of Ireland.
- Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019.
"Liquidity and tail-risk interdependencies in the euro area sovereign bond market,"
Research Technical Papers
11/RT/19, Central Bank of Ireland.
- Daragh Clancy & Peter G. Dunne & Pasquale Filiani, 2019. "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Working Papers 41, European Stability Mechanism.
- Cronin, David & Dunne, Peter & McQuinn, Kieran, 2019.
"Have Irish sovereign bonds decoupled from the euro area periphery, and why?,"
Papers
WP625, Economic and Social Research Institute (ESRI).
- David Cronin & Peter Dunne & Kieran McQuinn, 2019. "Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why?," The Economic and Social Review, Economic and Social Studies, vol. 50(3), pages 529-556.
- Dunne, Peter G., 2018.
"Positive Liquidity Spillovers from Sovereign Bond-Backed Securities,"
Research Technical Papers
5/RT/18, Central Bank of Ireland.
- Peter G. Dunne, 2019. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," JRFM, MDPI, vol. 12(2), pages 1-25, April.
- Dunne, Peter G., 2018. "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series 67, European Systemic Risk Board.
- De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018.
"Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment,"
Research Technical Papers
3/RT/18, Central Bank of Ireland.
- De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2019. "Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 33-52.
- Perea, Maite De Sola & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018. "Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment," ESRB Working Paper Series 65, European Systemic Risk Board.
- Cronin, David & Dunne, Peter G., 2018.
"How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device,"
Research Technical Papers
4/RT/18, Central Bank of Ireland.
- Cronin, David & Dunne, Peter G., 2019. "How effective are sovereign bond-backed securities as a spillover prevention device?," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 49-66.
- Cronin, David & Dunne, Peter G., 2018. "How effective are sovereign bond-backed securities as a spillover prevention device?," ESRB Working Paper Series 66, European Systemic Risk Board.
- Shaw, Frances & Dunne, Peter G., 2017. "Investment Fund Risk: The Tale in the Tails," Research Technical Papers 01/RT/17, Central Bank of Ireland.
- Bua, Giovanna & Dunne, Peter G., 2017.
"The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme,"
Research Technical Papers
07/RT/17, Central Bank of Ireland.
- Giovanna Bua & Peter G. Dunne, 2019. "The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 1-46, December.
- Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015.
"Price Discovery in the Dual-Platform US Treasury Market,"
MPRA Paper
61440, University Library of Munich, Germany.
- Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
- Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey, 2014.
"ECB Monetary Operations and the Interbank Repo Market,"
Research Technical Papers
09/RT/14, Central Bank of Ireland.
- Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013. "ECB monetary operations and the interbank repo market," Staff Reports 654, Federal Reserve Bank of New York.
- Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard, 2013. "Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?," Research Technical Papers 07/RT/13, Central Bank of Ireland.
- Peter G. Dunne & Harald Hau & Michael Moore, 2012.
"Dealer Intermediation between Markets,"
Swiss Finance Institute Research Paper Series
12-29, Swiss Finance Institute.
- Peter G. Dunne & Harald Hau & Michael J. Moore, 2015. "Dealer Intermediation Between Markets," Journal of the European Economic Association, European Economic Association, vol. 13(5), pages 770-804, October.
- Dunne, Peter & Forker, John & Zholos, Andrey, 2011. "The Value Relevance of Sentiment," Research Technical Papers 5/RT/11, Central Bank of Ireland.
- Dunne, Peter & Fleming, Michael J. & Zholos, Andrey, 2011. "Repo Market Microstructure in Unusual Monetary Policy Conditions," Research Technical Papers 8/RT/11, Central Bank of Ireland.
- Dunne, Peter G & Hau, Harald & Moore, Michael, 2008. "A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market," CEPR Discussion Papers 6969, C.E.P.R. Discussion Papers.
- Peter G. Dunne & michaël J. Moore & Richard Portes, 2007.
"Benchmark status in fixed-income asset markets,"
Post-Print
halshs-00754214, HAL.
- Peter G. Dunne & Michael J. Moore & Richard Portes, 2007. "Benchmark Status in Fixed‐Income Asset Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(9‐10), pages 1615-1634, November.
- Peter G. Dunne & michaël J. Moore & Richard Portes, 2007. "Benchmark status in fixed-income asset markets," PSE-Ecole d'économie de Paris (Postprint) halshs-00754214, HAL.
- Dunne, Peter, 2007.
"Transparency Proposals for European Sovereign Bond Markets,"
ECMI Papers
1320, Centre for European Policy Studies.
- Peter G. Dunne, 2007. "Transparency proposals for European sovereign bond markets," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 15(2), pages 186-198, May.
- Dunne, Peter & Moore, Michael J. & Portes, Richard, 2006. "An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets," Research Technical Papers 9/RT/06, Central Bank of Ireland.
- Dunne, Peter G & Hau, Harald & Moore, Michael, 2004. "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers 4806, C.E.P.R. Discussion Papers.
- Dunne, Paul. & Mhone, Guy C. Z.,, 2003.
"Africa's crises recent analysis of armed conflicts and natural disasters in Africa,"
ILO Working Papers
995164747102676, International Labour Organization.
- Dunne, Paul. & Mhone, Guy C. Z.,, 2003. "Africa's crises : recent analysis of armed conflicts and natural disasters in Africa," ILO Working Papers 993609113402676, International Labour Organization.
- Moore, Michael & Dunne, Peter G & Portes, Richard, 2002.
"Defining Benchmark Status: An Application using Euro-Area Bonds,"
CEPR Discussion Papers
3490, C.E.P.R. Discussion Papers.
- Peter G. Dunne & Michael J. Moore & Richard Portes, 2002. "Defining Benchmark Status: An Application using Euro-Area Bonds," NBER Working Papers 9087, National Bureau of Economic Research, Inc.
- Peter G. Dunne, 1998. "A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!," Finance 9810001, University Library of Munich, Germany.
Articles
- Giovanna Bua & Peter G. Dunne, 2019.
"The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 1-46, December.
- Bua, Giovanna & Dunne, Peter G., 2017. "The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme," Research Technical Papers 07/RT/17, Central Bank of Ireland.
- David Cronin & Peter Dunne, 2019. "Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 54(4), pages 250-258, July.
- Cronin, David & Dunne, Peter G., 2019.
"How effective are sovereign bond-backed securities as a spillover prevention device?,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 49-66.
- Cronin, David & Dunne, Peter G., 2018. "How effective are sovereign bond-backed securities as a spillover prevention device?," ESRB Working Paper Series 66, European Systemic Risk Board.
- Cronin, David & Dunne, Peter G., 2018. "How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device," Research Technical Papers 4/RT/18, Central Bank of Ireland.
- Peter G. Dunne, 2019.
"Positive Liquidity Spillovers from Sovereign Bond-Backed Securities,"
JRFM, MDPI, vol. 12(2), pages 1-25, April.
- Dunne, Peter G., 2018. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers 5/RT/18, Central Bank of Ireland.
- Dunne, Peter G., 2018. "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series 67, European Systemic Risk Board.
- David Cronin & Peter Dunne & Kieran McQuinn, 2019.
"Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why?,"
The Economic and Social Review, Economic and Social Studies, vol. 50(3), pages 529-556.
- Cronin, David & Dunne, Peter & McQuinn, Kieran, 2019. "Have Irish sovereign bonds decoupled from the euro area periphery, and why?," Papers WP625, Economic and Social Research Institute (ESRI).
- De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2019.
"Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment,"
Journal of Empirical Finance, Elsevier, vol. 53(C), pages 33-52.
- De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018. "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers 3/RT/18, Central Bank of Ireland.
- Perea, Maite De Sola & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018. "Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment," ESRB Working Paper Series 65, European Systemic Risk Board.
- Dunne, Peter & Everett, Mary & Stuart, Rebecca, 2015. "The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE," Quarterly Bulletin Articles, Central Bank of Ireland, pages 61-71, July.
- Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015.
"Price discovery in the dual-platform US Treasury market,"
Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
- Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper 61440, University Library of Munich, Germany.
- Peter G. Dunne & Harald Hau & Michael J. Moore, 2015.
"Dealer Intermediation Between Markets,"
Journal of the European Economic Association, European Economic Association, vol. 13(5), pages 770-804, October.
- Peter G. Dunne & Harald Hau & Michael Moore, 2012. "Dealer Intermediation between Markets," Swiss Finance Institute Research Paper Series 12-29, Swiss Finance Institute.
- Peter Dunne & Michael Moore & Vasileios Papavassiliou, 2011. "Commonality in returns, order flows, and liquidity in the Greek stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 577-587.
- Dunne, Peter & Hau, Harald & Moore, Michael, 2010. "International order flows: Explaining equity and exchange rate returns," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 358-386, March.
- Peter G. Dunne & Michael J. Moore & Richard Portes, 2007.
"Benchmark Status in Fixed‐Income Asset Markets,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(9‐10), pages 1615-1634, November.
- Peter G. Dunne & michaël J. Moore & Richard Portes, 2007. "Benchmark status in fixed-income asset markets," PSE-Ecole d'économie de Paris (Postprint) halshs-00754214, HAL.
- Peter G. Dunne & michaël J. Moore & Richard Portes, 2007. "Benchmark status in fixed-income asset markets," Post-Print halshs-00754214, HAL.
- Peter G. Dunne, 2007.
"Transparency proposals for European sovereign bond markets,"
Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 15(2), pages 186-198, May.
- Dunne, Peter, 2007. "Transparency Proposals for European Sovereign Bond Markets," ECMI Papers 1320, Centre for European Policy Studies.
- Dunne, Peter G., 2000. "A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities," International Review of Financial Analysis, Elsevier, vol. 9(4), pages 369-388.
- Dunne, Peter G., 1999. "Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application," International Review of Financial Analysis, Elsevier, vol. 8(1), pages 35-52.
- Dunne, Peter G, 1994.
"Market Making When the Order-Arrival Process Is the Result of Positive Feedback Training,"
The Manchester School of Economic & Social Studies, University of Manchester, vol. 62(0), pages 79-92, Suppl..
RePEc:taf:apfiec:v:18:y:2008:i:13:p:1051-1066 is not listed on IDEAS
RePEc:eme:jfrcpp:13581980710744075 is not listed on IDEAS
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EEC: European Economics (9) 2002-08-08 2009-02-28 2017-07-23 2018-02-26 2018-04-09 2019-06-17 2019-07-22 2020-01-06 2021-10-18. Author is listed
- NEP-MAC: Macroeconomics (8) 2005-06-14 2011-04-02 2011-04-09 2014-12-08 2018-04-09 2018-04-09 2019-07-22 2024-02-19. Author is listed
- NEP-FMK: Financial Markets (7) 2005-06-14 2014-12-08 2018-02-26 2018-02-26 2018-04-09 2018-04-09 2018-04-09. Author is listed
- NEP-MON: Monetary Economics (6) 2011-04-09 2014-12-08 2019-07-22 2019-09-02 2022-03-07 2022-09-12. Author is listed
- NEP-RMG: Risk Management (5) 2003-03-14 2017-02-12 2018-02-26 2020-01-06 2021-10-18. Author is listed
- NEP-CBA: Central Banking (4) 2011-04-09 2019-07-22 2019-09-02 2022-03-07
- NEP-MST: Market Microstructure (3) 2009-02-28 2015-02-11 2017-02-12
- NEP-BAN: Banking (2) 2011-04-09 2021-10-18
- NEP-FIN: Finance (2) 2002-08-08 2005-06-14
- NEP-CFN: Corporate Finance (1) 2003-03-14
- NEP-IFN: International Finance (1) 2005-06-14
- NEP-ORE: Operations Research (1) 2020-01-06
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