Number of items: 24.
2024
Cathcart, L., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Rossi, L. and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327
(2024)
Corporate bankruptcy and banking deregulation: the effect of financial leverage.
Journal of Banking and Finance.
107219.
ISSN 1872-6372
doi: https://doi.org/10.1016/j.jbankfin.2024.107219
Zhang, H. and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2024)
Managing portfolio risk during crisis times: a dynamic conditional correlation perspective.
The Quarterly Review of Economics and Finance, 94.
pp. 241-251.
ISSN 1062-9769
doi: https://doi.org/10.1016/j.qref.2024.02.002
Zaznov, I., Kunkel, J. M., Badii, A. and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2024)
The intraday dynamics predictor: a TrioFlow Fusion of Convolutional Layers and Gated Recurrent Units for high-frequency price movement forecasting.
Applied Sciences, 14 (7).
2984.
ISSN 2076-3417
doi: https://doi.org/10.3390/app14072984
2023
Billio, M., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Segato, S. and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327
(2023)
Complexity and the default risk of mortgage-backed securities.
Journal of Banking & Finance, 155.
106993.
ISSN 1034-3040
doi: https://doi.org/10.1016/j.jbankfin.2023.106993
2022
Zaznov, I.
ORCID: https://orcid.org/0000-0003-1229-5515, Kunkel, J., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Badii, A.
(2022)
Predicting stock price changes based on the limit order book: a survey.
Mathematics, 10 (8).
1234.
ISSN 2227-7390
doi: https://doi.org/10.3390/math10081234
2020
Busetto, F., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327
(2020)
COVID-19 and fiscal policy in the euro area.
In: Billio, M. and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327 (eds.)
A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance (1).
Edizioni Ca' Foscari, Venice, Italy, pp. 69-81.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4/005
Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2020)
Stock performance when facing the unexpected.
In: Billio, M. and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327 (eds.)
A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance (1).
Edizioni Ca' Foscari, pp. 125-136.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4/009
Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M.
ORCID: https://orcid.org/0000-0003-0810-7323, Sangiorgi, I.
ORCID: https://orcid.org/0000-0002-8344-9983 and Skinner, F. S.
(2020)
Explaining repo specialness.
International Journal of Finance & Economics, 25 (2).
pp. 172-196.
ISSN 1099-1158
doi: https://doi.org/10.1002/ijfe.1746
Cathcart, L., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Rossi, L. and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327
(2020)
Differential impact of leverage on the default risk of small and large firms.
Journal of Corporate Finance, 60.
101541.
ISSN 0929-1199
doi: https://doi.org/10.1016/j.jcorpfin.2019.101541
2019
Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M.
ORCID: https://orcid.org/0000-0003-0810-7323 and Sangiorgi, I.
ORCID: https://orcid.org/0000-0002-8344-9983
(2019)
Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos.
Journal of Banking & Finance, 107.
105610.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2019.105610
Zhang, H. and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2019)
Modeling intraday volatility of European bond markets: a data filtering application.
International Review of Financial Analysis, 63.
pp. 131-146.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2019.02.002
2017
Pele, D. T., Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754 and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2017)
Information entropy and measures of market risk.
Entropy, 19 (5).
226.
ISSN 1099-4300
doi: https://doi.org/10.3390/e19050226
Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Stancu, A. and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327
(2017)
The equity-like behaviour of sovereign bonds.
Journal of International Financial Markets, Institutions and Money, 48.
pp. 25-46.
ISSN 1042-4431
doi: https://doi.org/10.1016/j.intfin.2016.11.014
2015
Board, J., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Hartavi, Y., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.
(2015)
Risk and trading on London's Alternative Investment Market:
The stock market for smaller and growing companies.
Palgrave Pivot.
Palgrave Macmillan, Basingstoke.
ISBN 9781137361295
2014
Perlin, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2014)
On the performance of the tick test.
Quarterly Review of Economics and Finance, 54 (1).
pp. 42-50.
ISSN 1062-9769
doi: https://doi.org/10.1016/j.qref.2013.07.009
Perlin, M., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2014)
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market.
Annals of Finance, 10 (3).
pp. 457-480.
ISSN 1614-2454
doi: https://doi.org/10.1007/s10436-013-0242-5
2013
Darbha, M. and Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X
(2013)
Microstructure of the Euro-area government bond market.
In: Baker, H. K. and Kiymaz, H. (eds.)
Market microstructure in emerging and developed markets.
Robert W. Kolb series in finance.
John Wiley, Hoboken, pp. 39-58.
ISBN 9781118278444
Coro, F., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327
(2013)
Credit and liquidity components of corporate CDS spreads.
Journal of Banking & Finance, 37 (12).
pp. 5511-5525.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2013.07.010
2012
Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Nguyen, M.
(2012)
Permanent trading impacts and bond yields.
European Journal of Finance, 18 (9).
pp. 841-864.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2011.601639
2010
Board, J., Wells, S., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X,
(2010)
The LSE’s AIM market: effect on returns and trading of Canadian stocks.
Report.
The Task Force to Modernize Securities Legislation , Canada.
2006
Davies, R., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Scott-Quinn, B.
(2006)
The MiFID: competition in a new European equity market regulatory structure.
In: Ferrarini, G. and Wymeersch, E. (eds.)
Investor Protection in Europe: Corporate Law Making, The MiFID and Beyond.
Oxford University Press.
ISBN 9780199202911
Board, J., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.,
(2006)
A false perception? The relative riskiness of AIM and listed stocks.
Discussion Papers. 2006-0.
Discussion Paper.
University of Reading, Reading.
pp40.
2003
Davies, R., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Scott-Quinn, B.,
(2003)
Building a competitive and efficient European financial market.
Report.
European Capital Markets Institute, Brussels.
pp103.
2000
Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Engle, R. F.
(2000)
Time and the price impact of a trade.
Journal of Finance, 55 (6).
pp. 2467-2498.
ISSN 0022-1082
doi: https://doi.org/10.1111/0022-1082.00297
This list was generated on Sat Aug 31 23:44:43 2024 UTC.