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 2 90 0 1 5 111
Credit Default Swaps as Indicators of Bank Financial Distress 1 2 13 49 1 7 35 119
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 0 3 37 1 3 10 73
Rethinking Capital Structure Arbitrage 0 1 4 82 0 3 13 242
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 1 53 3 8 16 76
Sovereign and bank CDS spreads: two sides of the same coin? 0 1 3 19 0 3 13 59
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 5 0 0 6 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 0 1 5 21
Total Working Papers 1 5 28 338 5 26 103 732


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 0 1 6 29
Price discovery of credit spreads in tranquil and crisis periods 0 0 2 10 0 1 7 46
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 0 11 1 2 7 54
Time varying price discovery 0 2 2 11 0 2 6 36
Total Journal Articles 0 2 5 35 1 6 26 165


Statistics updated 2018-01-04