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Details about Davide Avino

Workplace:School of Management, Swansea University, (more information at EDIRC)

Access statistics for papers by Davide Avino.

Last updated 2016-12-30. Update your information in the RePEc Author Service.

Short-id: pav37


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Working Papers

2016

  1. Credit Default Swaps as Indicators of Bank Financial Distress
    Working Papers, Geary Institute, University College Dublin Downloads

2014

  1. Sovereign and bank CDS spreads: two sides of the same coin?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)

2013

  1. Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2012

  1. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Review of Financial Analysis (2014)
  2. Price Discovery of Credit Spreads in Tranquil and Crisis Periods
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in International Review of Financial Analysis (2013)
  3. Rethinking Capital Structure Arbitrage
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  4. Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University (2011) Downloads

Journal Articles

2015

  1. Time varying price discovery
    Economics Letters, 2015, 126, (C), 18-21 Downloads View citations (2)

2014

  1. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
    International Review of Financial Analysis, 2014, 34, (C), 262-274 Downloads View citations (1)
    See also Working Paper (2012)
  2. Sovereign and bank CDS spreads: Two sides of the same coin?
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 72-85 Downloads View citations (4)
    See also Working Paper (2014)

2013

  1. Price discovery of credit spreads in tranquil and crisis periods
    International Review of Financial Analysis, 2013, 30, (C), 242-253 Downloads View citations (9)
    See also Working Paper (2012)
 
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