5
H index
5
i10 index
104
Citations
Davide Avino : Citation Profile
University of Liverpool | RESEARCH PRODUCTION: 6 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2011 - 2021). 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:
| Cites to:
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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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e. Full description at Econpapers || Download paper |
| 2024 | Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Casarin, Roberto ; Francesco, Ravazzolo ; Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez. 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). Barboza, Flavio ; Altman, Edward. 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 |
| 2025 | Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046. 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 ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155. Full description at Econpapers || Download paper |
| 2024 | Les analystes financiers et la vulnérabilité du secteur bancaire : état des lieux et perspectives de recherche. (2024). Popescu, Alexandra ; Vaubourg, Anne-Gal. In: Post-Print. RePEc:hal:journl:hal-05007044. 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 | 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 | 16 |
| 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: 16 | 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 | 31 |
| 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: 31 | paper | |
| 2019 | Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
| 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: 19 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team