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 1 1 4 89 2 2 10 108
Credit Default Swaps as Indicators of Bank Financial Distress 0 4 12 44 3 14 45 105
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 0 1 34 0 0 7 64
Rethinking Capital Structure Arbitrage 1 3 3 81 1 4 14 234
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 1 1 4 53 1 3 21 66
Sovereign and bank CDS spreads: two sides of the same coin? 1 2 5 18 1 3 15 52
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 2 5 0 4 7 29
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 0 2 7 19
Total Working Papers 4 13 32 327 8 32 126 677


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 10 26
Price discovery of credit spreads in tranquil and crisis periods 0 0 1 8 0 1 11 41
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 1 11 0 0 12 49
Time varying price discovery 0 0 3 9 2 3 12 33
Total Journal Articles 0 0 6 31 3 6 45 149


Statistics updated 2017-06-02