Davide Tomio : Citation Profile

Are you Davide Tomio?

University of Virginia

4

H index

3

i10 index

121

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 17
   Journals where Davide Tomio has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 1 (0.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto533
   Updated: 2024-11-04    RAS profile: 2022-11-08    
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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 Tomio.

Is cited by:

Schumacher, Julian (6)

Trebesch, Christoph (6)

Chamon, Marcos (6)

Fratzscher, Marcel (6)

Pelizzon, Loriana (5)

Ranaldo, Angelo (4)

Ehrmann, Michael (4)

Nuño Barrau, Galo (3)

Vasios, Michalis (3)

Papavassiliou, Vassilios (3)

Cenedese, Gino (3)

Cites to:

Hansen, Bruce (11)

Reinhart, Carmen (10)

Augustin, Patrick (10)

Acharya, Viral (9)

Pedersen, Lasse (8)

Rogoff, Kenneth (7)

Brunnermeier, Markus (6)

KRISHNAMURTHY, ARVIND (6)

pan, jun (6)

Andrews, Donald (6)

Nagel, Stefan (6)

Main data

Where Davide Tomio has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE2

Recent works citing Davide Tomio (2024 and 2023)

YearTitle of citing document
2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2023French sovereign debt liquidity: main factors, recent developments and resilience during the Covid crisis. (2023). Benoit, Nguyen ; Theophile, Legrand ; Ernest, Lecomte ; Arthur, Rossi. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:246:01.

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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2023A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

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2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2023The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004428.

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2023Effect of COVID-19 on non-performing loans in China. (2023). Zhang, Jie ; Liu, Jinjing ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005499.

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2023Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578.

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2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2023COVID-19 Pandemic and Global Corporate CDS Spreads. (2023). Wu, Eliza ; To, Thomas Y ; Marra, Miriam ; Hasan, Iftekhar ; Zhang, Gaiyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001984.

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2023Covid-19, credit risk management modeling, and government support. (2023). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002187.

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2023On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2023). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002321.

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2023Firm-bank linkages and optimal policies after a rare disaster. (2023). Villacorta, Alonso ; Segura, Anatoli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:296-322.

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2023Is bank resilience affected by unconventional monetary policy in the Euro area?. (2023). mamatzakis, emmanuel ; Avalos, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001656.

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2024Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240.

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2023Evaluating the Outcomes of Monetary and Fiscal Policies in the EU in Times of Crisis: A PLS-SEM Approach. (2023). Stefan, Maria Cristina ; Radulescu, Magdalena ; Jovanovi, Aleksandra ; Vesi, Tamara ; Miloevi, Isidora ; Pantovi, Danijela ; Fedajev, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8466-:d:1153723.

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2024The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur ; Muradolu, Gulnur Y. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x.

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2024Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. (2024). Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0.

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2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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2024Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns. (2024). Venetis, Ioannis ; Salamaliki, Paraskevi K. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09724-7.

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2023Economic impact of COVID-19 across national boundaries: The role of government responses. (2023). Senbet, Lemma W ; Megginson, William ; Knill, April ; Guedhami, Omrane. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:7:d:10.1057_s41267-023-00612-3.

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2024The market liquidity of interest rate swaps. (2024). Frieden, Immo ; Scheicher, Martin ; Boudiaf, Ismael Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:20240.

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2023The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186.

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2023Convenient but risky government bonds. (2023). Rottger, Joost ; Kaldorf, Matthias. In: Discussion Papers. RePEc:zbw:bubdps:152023.

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Works by Davide Tomio:

YearTitleTypeCited
2016Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article61
2022In sickness and in debt: The COVID-19 impact on sovereign credit risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article32
2022How sovereign is sovereign credit risk? Global prices, local quantities In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
2018Central bank-driven mispricing In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper4
2015Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina? In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper23

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