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 11 106
Credit Default Swaps as Indicators of Bank Financial Distress 1 6 16 44 2 15 49 102
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 0 1 34 0 1 8 64
Rethinking Capital Structure Arbitrage 0 2 2 80 1 4 13 233
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 3 52 0 4 20 65
Sovereign and bank CDS spreads: two sides of the same coin? 1 1 4 17 1 4 14 51
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 1 1 3 1 3 7 19
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 2 5 1 4 9 29
Total Working Papers 3 11 32 323 6 35 131 669


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 0 1 3 1 1 11 25
Price discovery of credit spreads in tranquil and crisis periods 0 0 2 8 1 2 12 41
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 1 11 0 1 13 49
Time varying price discovery 0 0 3 9 0 1 10 31
Total Journal Articles 0 0 7 31 2 5 46 146


Statistics updated 2017-05-02