Access Statistics for Davide Avino

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are CDS spreads predictable? An analysis of linear and non-linear forecasting models 0 0 3 88 0 0 12 106
Credit Default Swaps as Indicators of Bank Financial Distress 3 7 16 43 9 16 49 100
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 0 1 34 0 1 8 64
Rethinking Capital Structure Arbitrage 2 2 2 80 2 3 14 232
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 3 52 2 5 22 65
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 3 16 1 4 16 50
Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options 0 0 1 4 3 3 8 28
Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options 1 1 1 3 1 2 6 18
Total Working Papers 6 10 30 320 18 34 135 663


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are CDS spreads predictable? An analysis of linear and non-linear forecasting models 0 1 1 3 0 1 10 24
Price discovery of credit spreads in tranquil and crisis periods 0 0 2 8 0 1 11 40
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 1 11 0 2 16 49
Time varying price discovery 0 0 3 9 1 1 11 31
Total Journal Articles 0 1 7 31 1 5 48 144


Statistics updated 2017-04-03