Citation profile for Davide Avino

Davide Avino : Citation Profile

University of Liverpool

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 9
   Journals where Davide Avino has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (3.13 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav37
   Updated: 2024-01-16    RAS profile: 2023-03-16
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Relations with other researchers

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:

HU, YANG (4)

Shahzad, Syed Jawad Hussain (4)

Schienle, Melanie (3)

Lont, David (3)

Ulsaker, Simen (3)

Nilsen, Øivind (3)

Shahbaz, Muhammad (3)

Oxley, Les (2)

ap Gwilym, Owain (2)

Gross, Christian (2)

Hoque, Ariful (2)

Cites to:

Acharya, Viral (10)

Bolton, Patrick (8)

Blanco, Roberto (8)

Marsh, Ian (8)

merton, robert (7)

Weber, Martin (6)

Delatte, Anne-Laure (6)

Cao, Charles (6)

Longstaff, Francis (6)

Stulz, René (6)

Jeanne, Olivier (6)

Main data

Where Davide Avino has published?

Journals with more than one article published	# docs
International Review of Financial Analysis	2

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	6

Recent works citing Davide Avino (2024 and 2023)

Year	Title of citing document
2023	Competition and Risk Taking in Local Bank Markets: Evidence from the Business Loans Segment. (2023). Ulsaker, Simen ; Nilsen, Oivind Anti ; Canta, Chiara. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10448. Full description at Econpapers \|\| Download paper
2023	Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768. Full description at Econpapers \|\| Download paper
2023	Competition and risk taking in local bank markets: Evidence from the business loans segment. (2023). Ulsaker, Simen ; Nilsen, Øivind ; Canta, Chiara. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:153-169. Full description at Econpapers \|\| Download paper
2023	The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371. Full description at Econpapers \|\| Download paper
2023	Competition and risk taking in local bank markets: evidence from the business loans segment. (2023). Ulsaker, Simen ; Nilsen, Oivind A ; Canta, Chiara. In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2023_010. Full description at Econpapers \|\| Download paper
2023	Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6. Full description at Econpapers \|\| Download paper
2023	Reassessing bank monitoring models: an empirical analysis of the value of market signals in the period 2008–2020. (2023). Pacheco, Luis ; Lobo, Julio ; Costa, Tania. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00194-4. Full description at Econpapers \|\| Download paper

Works by Davide Avino:

Year	Title	Type	Cited
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	12
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: 12	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	13
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: 13	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	28
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: 28	paper
2019	Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance. [Full Text][Citation analysis]	article	15
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: 15	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