Davide Avino : Citation Profile

Are you Davide Avino?

University of Liverpool

5

H index

5

i10 index

99

Citations

RESEARCH PRODUCTION:

6

Articles

9

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: 12.    Total self citations: 3 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav37
   Updated: 2024-12-03    RAS profile: 2024-10-14    
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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)

Corbet, Shaen (3)

Shahbaz, Muhammad (3)

Nilsen, Øivind (3)

Lont, David (3)

Conlon, Thomas (3)

Ulsaker, Simen (3)

Schienle, Melanie (3)

de Peretti, Christian (2)

Li, Hong (2)

Cites to:

Acharya, Viral (10)

Bolton, Patrick (8)

Blanco, Roberto (8)

Marsh, Ian (8)

merton, robert (7)

Delatte, Anne-Laure (6)

Longstaff, Francis (6)

Jeanne, Olivier (6)

Cao, Charles (6)

cotter, john (6)

López Villavicencio, Antonia (6)

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 (2024 and 2023)

YearTitle of citing document
2024Modeling 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.

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2023Competition 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.

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2023Quantifying 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.

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2024Predicting 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.

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2023Competition 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.

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2023The 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.

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2024The 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.

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2024Contagion 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.

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2024The 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.

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2023Competition 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.

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2023Fundamentals, 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.

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2023Reassessing 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.

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Works by Davide Avino:

YearTitleTypeCited
2015Time varying price discovery In: Economics Letters.
[Full Text][Citation analysis]		article19
2013Price discovery of credit spreads in tranquil and crisis periods In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2012Price 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
2014Are CDS spreads predictable? An analysis of linear and non-linear forecasting models In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article15
2012Are 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
2014Sovereign and bank CDS spreads: Two sides of the same coin? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article30
2014Sovereign 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
2019Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article16
2016Credit 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
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 nother 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
2021Dissecting Macroeconomic News In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0

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