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 89 0 1 10 110
Credit Default Swaps as Indicators of Bank Financial Distress 0 2 14 47 0 5 37 112
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 3 4 37 0 6 12 70
Rethinking Capital Structure Arbitrage 0 0 3 81 1 4 12 239
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 1 53 1 2 13 68
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 4 18 1 3 12 56
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 3 0 1 8 20
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 2 5 0 1 8 31
Total Working Papers 0 5 32 333 3 23 112 706


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 2 9 28
Price discovery of credit spreads in tranquil and crisis periods 0 2 2 10 0 4 12 45
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 1 11 1 3 9 52
Time varying price discovery 0 0 0 9 0 1 8 34
Total Journal Articles 0 2 4 33 2 10 38 159


Statistics updated 2017-10-05