Advanced Search
MyIDEAS: Login to follow this author

Davide Avino

Contents:

This is information that was supplied by Davide Avino in registering through RePEc. If you are Davide Avino , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Davide
Middle Name:
Last Name: Avino
Suffix:

RePEc Short-ID: pav37

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

School of Management
Swansea University
Location: Swansea, United Kingdom
Homepage: http://www.swan.ac.uk/som/
Email:
Phone: +44 (0) 1792 295601
Fax: +44 (0) 1792 295626
Postal: Singleton Park, Swansea, SA2 8PP
Handle: RePEc:edi:bmswauk (more details at EDIRC)

Works

as in new window

Working papers

  1. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
  2. Avino, Davide & Cotter, John, 2013. "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper 56782, University Library of Munich, Germany.
  3. Avino, Davide & Lazar, Emese, 2012. "Rethinking Capital Structure Arbitrage," MPRA Paper 42850, University Library of Munich, Germany.
  4. Avino, Davide & Nneji, Ogonna, 2012. "Are CDS spreads predictable? An analysis of linear and non-linear forecasting models," MPRA Paper 42848, University Library of Munich, Germany.
  5. Avino, Davide & Lazar, Emese & Varotto, Simone, 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," MPRA Paper 56781, University Library of Munich, Germany.
  6. Avino, Davide & Lazar, Emese & Varotto, Simone, 2012. "Price Discovery of Credit Spreads in Tranquil and Crisis Periods," MPRA Paper 42847, University Library of Munich, Germany.

Articles

  1. Avino, Davide & Lazar, Emese & Varotto, Simone, 2013. "Price discovery of credit spreads in tranquil and crisis periods," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 242-253.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2014-06-28
  2. NEP-CFN: Corporate Finance (1) 2014-06-28
  3. NEP-EEC: European Economics (1) 2014-04-18
  4. NEP-FMK: Financial Markets (2) 2012-12-10 2014-06-28. Author is listed
  5. NEP-FOR: Forecasting (1) 2012-12-10
  6. NEP-MST: Market Microstructure (1) 2012-12-10
  7. NEP-OPM: Open Economy Macroeconomics (1) 2014-06-28
  8. NEP-ORE: Operations Research (1) 2012-12-10
  9. NEP-RMG: Risk Management (2) 2012-12-10 2014-06-28. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Davide Avino should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.