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Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael, (2022)
Nonlinearities in Sovereign Risk Pricing : The Role of CDS Index Contracts
Delatte, Anne-Laure, (2014)
Was the securities markets programme effective in stabilizing Irish yields?
Doran, David, (2013)
Defining benchmark status : an application using Euro-area bonds
Dunne, Peter G., (2002)
A tale of two platforms : dealer intermediation in the European sovereign bond market
Dunne, Peter G., (2010)
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
Dunne, Peter G., (1999)