Details about Davide Avino

Access statistics for papers by Davide Avino.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pav37

Working Papers

2018

1. Does CDS trading affect risk-taking incentives in managerial compensation?
   Working Papers, Swansea University, School of Management View citations (1)

2016

2. Credit Default Swaps as Indicators of Bank financial Distress
   Working Papers, Geary Institute, University College Dublin View citations (2)
   See also Journal Article Credit default swaps as indicators of bank financial distress, Journal of International Money and Finance, Elsevier (2019) View citations (14) (2019)

2014

3. Sovereign and bank CDS spreads: two sides of the same coin?
   MPRA Paper, University Library of Munich, Germany View citations (29)
   See also Journal Article Sovereign and bank CDS spreads: Two sides of the same coin?, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (28) (2014)

2013

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

2012

5. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Are CDS spreads predictable? An analysis of linear and non-linear forecasting models, International Review of Financial Analysis, Elsevier (2014) View citations (14) (2014)
6. Price Discovery of Credit Spreads in Tranquil and Crisis Periods
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Price discovery of credit spreads in tranquil and crisis periods, International Review of Financial Analysis, Elsevier (2013) View citations (13) (2013)
7. Rethinking Capital Structure Arbitrage
   MPRA Paper, University Library of Munich, Germany View citations (2)
8. 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 View citations (1)
   Also in ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading (2011) View citations (1)

Journal Articles

2021

1. Dissecting Macroeconomic News
   Journal of Money, Credit and Banking, 2021, 53, (5), 1047-1077

2019

2. Credit default swaps as indicators of bank financial distress
   Journal of International Money and Finance, 2019, 94, (C), 132-139 View citations (14)
   See also Working Paper Credit Default Swaps as Indicators of Bank financial Distress, Working Papers (2016) View citations (2) (2016)

2015

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

2014

4. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
   International Review of Financial Analysis, 2014, 34, (C), 262-274 View citations (14)
   See also Working Paper Are CDS spreads predictable? An analysis of linear and non-linear forecasting models, MPRA Paper (2012) (2012)
5. Sovereign and bank CDS spreads: Two sides of the same coin?
   Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 72-85 View citations (28)
   See also Working Paper Sovereign and bank CDS spreads: two sides of the same coin?, MPRA Paper (2014) View citations (29) (2014)

2013

6. Price discovery of credit spreads in tranquil and crisis periods
   International Review of Financial Analysis, 2013, 30, (C), 242-253 View citations (13)
   See also Working Paper Price Discovery of Credit Spreads in Tranquil and Crisis Periods, MPRA Paper (2012) View citations (1) (2012)