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 4 89 1 4 11 110
Credit Default Swaps as Indicators of Bank Financial Distress 2 3 14 47 3 8 40 110
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 2 2 3 36 5 5 12 69
Rethinking Capital Structure Arbitrage 0 1 3 81 2 4 13 237
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 1 3 53 1 2 18 67
Sovereign and bank CDS spreads: two sides of the same coin? 0 1 4 18 2 4 15 55
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 1 2 9 31
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 1 1 8 20
Total Working Papers 4 9 34 332 16 30 126 699


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 11 27
Price discovery of credit spreads in tranquil and crisis periods 0 0 0 8 2 2 12 43
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 1 11 2 2 11 51
Time varying price discovery 0 0 2 9 1 3 12 34
Total Journal Articles 0 0 4 31 6 9 46 155


Statistics updated 2017-08-03