Davide Avino : Citation Profile


Are you Davide Avino?

University of Liverpool

4

H index

3

i10 index

58

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 8
   Journals where Davide Avino has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 3 (4.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav37
   Updated: 2020-08-01    RAS profile: 2019-09-13    
   Missing citations? Add them    Incorrect content? Let us know

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:

Shahzad, Syed Jawad Hussain (3)

Shahbaz, Muhammad (3)

Schienle, Melanie (3)

Alsakka, Rasha (2)

Gündüz, Yalin (2)

Hou, Yang (2)

Smyth, Russell (2)

Gross, Christian (2)

Narayan, Seema (2)

Bijlsma, Melle (2)

ap Gwilym, Owain (2)

Cites to:

Acharya, Viral (9)

Bolton, Patrick (8)

Marsh, Ian (7)

Blanco, Roberto (7)

merton, robert (7)

cotter, john (6)

Stulz, René (6)

Jeanne, Olivier (6)

Longstaff, Francis (6)

Forte, Santiago (5)

Campbell, John (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 (2019 and 2018)


YearTitle of citing document
2019Time-Varying Price Discovery in Sovereign Credit Markets. (2019). Guidolin, Massimo ; Tosi, Alessandra ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19120.

Full description at Econpapers || Download paper

2018Interbank markets and bank bailout policies amid a sovereign debt crisis. (2018). Minetti, Raoul ; Lakdawala, Aeimit ; Olivero, Maria Pia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:131-153.

Full description at Econpapers || Download paper

2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

Full description at Econpapers || Download paper

2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

Full description at Econpapers || Download paper

2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

Full description at Econpapers || Download paper

2020Beyond common equity: The influence of secondary capital on bank insolvency risk. (2020). Cotter, John ; Conlon, Thomas ; Molyneux, Philip. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300103.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Asset pricing factors and bank CDS spreads. (2019). Koutmos, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:19-41.

Full description at Econpapers || Download paper

2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

Full description at Econpapers || Download paper

2018Game changer? The impact of the VW emission-cheating scandal on the interrelation between large automakers’ equity and credit markets. (2018). Griffin, Paul A ; Lont, David H. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:14:y:2018:i:2:p:179-196.

Full description at Econpapers || Download paper

2020The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets. (2019). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:203-215.

Full description at Econpapers || Download paper

2018Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads. (2018). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:324-341.

Full description at Econpapers || Download paper

2019Contagion and bond pricing: The case of the ASEAN region. (2019). Abid, Ilyes ; Guesmi, Khaled ; Goutte, Stephane ; Dhaoui, Abderrazak. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:371-385.

Full description at Econpapers || Download paper

2019Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:106-133.

Full description at Econpapers || Download paper

2018Exports and bank shocks: Evidence from matched firm-bank data. (2018). Spatareanu, Mariana ; Kabiri, Ali ; Manole, Vlad. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:47:y:2018:i:c:p:46-56.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads. (2020). Patane, Michele ; Anelli, Michele ; Zedda, Stefano ; Toscano, Mario. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:150-:d:382904.

Full description at Econpapers || Download paper

2019On the informational market efficiency of the worldwide sovereign credit default swaps. (2019). Hmaied, Dorra ; Peretti, Christian ; Sabkha, Saker. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00142-4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018The Employment Cost of Sovereign Default. (2018). Balke, Neele . In: 2018 Meeting Papers. RePEc:red:sed018:1256.

Full description at Econpapers || Download paper

2019Spillover across Eurozone credit market sectors and determinants. (2019). Bouri, Elie ; Bekiros, Stelios ; Roubaud, David ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:59:p:6333-6349.

Full description at Econpapers || Download paper

2019Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective. (2019). Oxley, Les ; Hou, Yang ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/13.

Full description at Econpapers || Download paper

2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

Full description at Econpapers || Download paper

2019Market openness and market quality in gold markets. (2019). Zhang, Dong ; Xu, Caihong . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:384-401.

Full description at Econpapers || Download paper

2019The impact of the US stock market opening on price discovery of government bond futures. (2019). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:779-802.

Full description at Econpapers || Download paper

2019The evolution of price discovery in us equity and derivatives markets. (2019). Lian, Guanhua ; Kalev, Petko S ; Wallace, Damien. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1122-1136.

Full description at Econpapers || Download paper

2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: Working Paper Series in Economics. RePEc:zbw:kitwps:123.

Full description at Econpapers || Download paper

Works by Davide Avino:


YearTitleTypeCited
2015Time varying price discovery In: Economics Letters.
[Full Text][Citation analysis]
article11
2013Price discovery of credit spreads in tranquil and crisis periods In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article12
2012Price Discovery of Credit Spreads in Tranquil and Crisis Periods.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2014Are CDS spreads predictable? An analysis of linear and non-linear forecasting models In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article8
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: 8
paper
2014Sovereign and bank CDS spreads: Two sides of the same coin? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article18
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: 18
paper
2019Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
2016Credit Default Swaps as Indicators of Bank financial Distress.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012Rethinking Capital Structure Arbitrage In: MPRA Paper.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper2
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: 2
paper
2013Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2018Does CDS trading affect risk-taking incentives in managerial compensation? In: Working Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team