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 1 3 88 0 4 12 106
Credit Default Swaps as Indicators of Bank Financial Distress 2 5 17 40 4 11 45 91
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 0 1 34 1 3 9 64
Rethinking Capital Structure Arbitrage 0 0 1 78 1 1 15 230
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 3 52 2 6 21 63
Sovereign and bank CDS spreads: two sides of the same coin? 0 1 4 16 2 4 19 49
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 4 0 1 5 25
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 0 2 1 2 6 17
Total Working Papers 2 8 30 314 11 32 132 645


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 3 10 24
Price discovery of credit spreads in tranquil and crisis periods 0 0 2 8 1 3 12 40
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 1 11 1 3 16 49
Time varying price discovery 0 0 3 9 0 1 10 30
Total Journal Articles 0 1 7 31 2 10 48 143


Statistics updated 2017-03-07