Davide Avino : Citation Profile


Are you Davide Avino?

University of Liverpool

3

H index

1

i10 index

29

Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 4
   Journals where Davide Avino has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (6.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav37
   Updated: 2018-07-14    RAS profile: 2018-06-09    
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Relations with other researchers


Works with:

cotter, john (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Davide Avino.

Is cited by:

Shahbaz, Muhammad (3)

Shahzad, Syed Jawad Hussain (3)

Smyth, Russell (2)

Vermeulen, Robert (2)

Alsakka, Rasha (2)

Gündüz, Yalin (2)

Hou, Yang (2)

ap Gwilym, Owain (2)

Bijlsma, Melle (2)

Byström, Hans (1)

Tuna, Gulcay (1)

Cites to:

Bolton, Patrick (8)

Acharya, Viral (8)

Marsh, Ian (7)

merton, robert (7)

Jeanne, Olivier (6)

cotter, john (6)

Longstaff, Francis (6)

Forte, Santiago (5)

Schnabl, Philipp (5)

Gonzalo, Jesus (4)

Alexander, Carol (4)

Main data


Where Davide Avino has published?


Journals with more than one article published# docs
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6

Recent works citing Davide Avino (2018 and 2017)


YearTitle of citing document
2017Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period. (2017). Paskaleva, Mariya ; Stoitsova-Stoykova, Ani . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-24.

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2017Predictability dynamics of emerging sovereign CDS markets. (2017). Sensoy, Ahmet ; Eraslan, Veysel ; Fabozzi, Frank J. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:5-9.

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2018Distribution specific dependence and causality between industry-level U.S. credit and stock markets. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hammoudeh, Shawkat ; Mensi, Walid ; Hussain, Syed Jawad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:114-133.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Gasbarro, Dominic ; Hassan, Kamrul . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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2017Growth after Crisis in Europe: An Interdependence of Macroeconomic and Structural Policies. (2017). Islam, Roumeen. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:11:y:2017:i:2:p:19-62.

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2018Bank-Insurance Risk Spillovers: Evidence from Europe. (2018). Dreassi, Alberto ; Sclip, Alex ; Paltrinieri, Andrea ; Miani, Stefano. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:1:d:10.1057_s41288-017-0049-0.

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2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven. In: MPRA Paper. RePEc:pra:mprapa:81999.

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Works by Davide Avino:


YearTitleTypeCited
2015Time varying price discovery In: Economics Letters.
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article4
2013Price discovery of credit spreads in tranquil and crisis periods In: International Review of Financial Analysis.
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article10
2012Price Discovery of Credit Spreads in Tranquil and Crisis Periods.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 10
paper
2014Are CDS spreads predictable? An analysis of linear and non-linear forecasting models In: International Review of Financial Analysis.
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article3
2012Are CDS spreads predictable? An analysis of linear and non-linear forecasting models.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014Sovereign and bank CDS spreads: Two sides of the same coin? In: Journal of International Financial Markets, Institutions and Money.
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article8
2014Sovereign and bank CDS spreads: two sides of the same coin?.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2012Rethinking Capital Structure Arbitrage In: MPRA Paper.
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paper2
2012Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options In: MPRA Paper.
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paper1
2011Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options.(2011) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? In: MPRA Paper.
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paper1
2018Does CDS trading affect risk-taking incentives in managerial compensation? In: Working Papers.
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paper0
2016Credit Default Swaps as Indicators of Bank Financial Distress In: Working Papers.
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paper0

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