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Davide E. Avino
Davide E. Avino
Management School, University of Liverpool
Verified email at liverpool.ac.uk - Homepage
Title
Cited by
Cited by
Year
Sovereign and bank CDS spreads: Two sides of the same coin?
D Avino, J Cotter
Journal of International Financial Markets, Institutions and Money 32, 72-85, 2014
612014
Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
D Avino, O Nneji
International Review of Financial Analysis 34, 262-274, 2014
372014
Price discovery of credit spreads in tranquil and crisis periods
D Avino, E Lazar, S Varotto
International Review of Financial Analysis 30, 242-253, 2013
33*2013
Credit Default Swaps as Indicators of Bank Financial Distress
DE Avino, T Conlon, J Cotter
Journal of International Money and Finance 94, 132-139, 2019
302019
Time varying price discovery
D Avino, E Lazar, S Varotto
Economics Letters 126, 18-21, 2015
252015
Does CDS trading affect risk-taking incentives in managerial compensation?
J Chen, WS Leung, W Song, D Avino
Journal of Banking & Finance 151, 105485, 2023
132023
The predictive power of the dividend risk premium
DE Avino, A Stancu, CW Simen
Journal of Financial and Quantitative Analysis 56 (8), 2843-2869, 2021
62021
Rethinking Capital Structure Arbitrage: A Price Discovery Perspective
D Avino, E Lazar
Journal of Alternative Investments 22, 75-91, 2020
4*2020
Contingent Claims and Hedging of Credit Risk with Equity Options
DE Avino, E Salvador
Available at SSRN 3184004, 2018
32018
Borrowing Choices Of Local Governments And The Term Structure Of Interest Rates
DE Avino, D De Widt
Available at SSRN 4284772, 2022
2022
Dissecting macroeconomic news
DE Avino, A Stancu, C Wese Simen
Journal of Money, Credit and Banking 53 (5), 1047-1077, 2021
2021
Practical Applications of Rethinking Capital Structure Arbitrage: A Price Discovery Perspective
D Avino, E Lazar
The Journal of Alternative Investments 22 (Supplement3), 1-7, 2020
2020
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Articles 1–12