5
H index
5
i10 index
99
Citations
University of Liverpool | 5 H index 5 i10 index 99 Citations RESEARCH PRODUCTION: 6 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Davide Avino. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Review of Financial Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 6 |
Year ![]() | Title of citing document ![]() |
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2024 | Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5. Full description at Econpapers || Download paper |
2024 | Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models. (2024). Altman, Edward ; Barboza, Flavio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000834. Full description at Econpapers || Download paper |
2024 | The boom of corporate debt in emerging markets: Carry trade or save to invest?. (2024). Jara, Mauricio ; de Gregorio, Jose. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199623001307. Full description at Econpapers || Download paper |
2024 | Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064. Full description at Econpapers || Download paper |
2024 | The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2015 | Time varying price discovery In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
2013 | Price discovery of credit spreads in tranquil and crisis periods In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
2012 | Price Discovery of Credit Spreads in Tranquil and Crisis Periods.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2014 | Are CDS spreads predictable? An analysis of linear and non-linear forecasting models In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
2012 | Are CDS spreads predictable? An analysis of linear and non-linear forecasting models.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2014 | Sovereign and bank CDS spreads: Two sides of the same coin? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 30 |
2014 | Sovereign and bank CDS spreads: two sides of the same coin?.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2019 | Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 16 |
2016 | Credit Default Swaps as Indicators of Bank financial Distress.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2012 | Rethinking Capital Structure Arbitrage In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2012 | Which 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] | paper | 2 |
2011 | Which 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 nother version. Agregated cites: 2 | paper | |
2013 | Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2018 | Does CDS trading affect risk-taking incentives in managerial compensation? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Dissecting Macroeconomic News In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
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