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Davide Avino

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
[This author has chosen not to make the email address public]
Swansea, United Kingdom
http://www.swan.ac.uk/som/

: +44 (0) 1792 295601
+44 (0) 1792 295626
Singleton Park, Swansea, SA2 8PP
RePEc:edi:bmswauk (more details at EDIRC)
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  1. Davide Avino & Thomas Conlon & John Cotter, 2016. "Credit Default Swaps as Indicators of Bank Financial Distress," Working Papers 201601, Geary Institute, University College Dublin.
  2. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Avino, Davide & Lazar, Emese, 2012. "Rethinking Capital Structure Arbitrage," MPRA Paper 42850, University Library of Munich, Germany.
  1. Avino, Davide & Lazar, Emese & Varotto, Simone, 2015. "Time varying price discovery," Economics Letters, Elsevier, vol. 126(C), pages 18-21.
  2. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 72-85.
  3. Avino, Davide & Nneji, Ogonna, 2014. "Are CDS spreads predictable? An analysis of linear and non-linear forecasting models," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 262-274.
  4. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2014-06-28 2016-01-18. Author is listed
  2. NEP-FMK: Financial Markets (2) 2012-12-10 2014-06-28. Author is listed
  3. NEP-RMG: Risk Management (2) 2012-12-10 2014-06-28. Author is listed
  4. NEP-ACC: Accounting & Auditing (1) 2016-01-18
  5. NEP-CFN: Corporate Finance (1) 2014-06-28
  6. NEP-EEC: European Economics (1) 2014-04-18
  7. NEP-FOR: Forecasting (1) 2012-12-10
  8. NEP-MST: Market Microstructure (1) 2012-12-10
  9. NEP-OPM: Open Economy Macroeconomics (1) 2014-06-28
  10. NEP-ORE: Operations Research (1) 2012-12-10

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