Sovereign and bank CDS spreads: Two sides of the same coin? D Avino, J Cotter Journal of International Financial Markets, Institutions and Money 32, 72-85, 2014 | 61 | 2014 |
Are CDS spreads predictable? An analysis of linear and non-linear forecasting models D Avino, O Nneji International Review of Financial Analysis 34, 262-274, 2014 | 40 | 2014 |
Price discovery of credit spreads in tranquil and crisis periods D Avino, E Lazar, S Varotto International Review of Financial Analysis 30, 242-253, 2013 | 33* | 2013 |
Credit Default Swaps as Indicators of Bank Financial Distress DE Avino, T Conlon, J Cotter Journal of International Money and Finance 94, 132-139, 2019 | 32 | 2019 |
Time varying price discovery D Avino, E Lazar, S Varotto Economics Letters 126, 18-21, 2015 | 27 | 2015 |
Does CDS trading affect risk-taking incentives in managerial compensation? J Chen, WS Leung, W Song, D Avino Journal of Banking & Finance 151, 105485, 2023 | 13 | 2023 |
The predictive power of the dividend risk premium DE Avino, A Stancu, CW Simen Journal of Financial and Quantitative Analysis 56 (8), 2843-2869, 2021 | 7 | 2021 |
Contingent Claims and Hedging of Credit Risk with Equity Options DE Avino, E Salvador The Review of Asset Pricing Studies 14 (2), 310-348, 2024 | 4 | 2024 |
Rethinking Capital Structure Arbitrage: A Price Discovery Perspective D Avino, E Lazar Journal of Alternative Investments 22, 75-91, 2020 | 4* | 2020 |
Borrowing Choices Of Local Governments And The Term Structure Of Interest Rates DE Avino, D De Widt Available at SSRN 4284772, 2022 | | 2022 |
Dissecting macroeconomic news DE Avino, A Stancu, C Wese Simen Journal of Money, Credit and Banking 53 (5), 1047-1077, 2021 | | 2021 |
Practical Applications of Rethinking Capital Structure Arbitrage: A Price Discovery Perspective D Avino, E Lazar The Journal of Alternative Investments 22 (Supplement3), 1-7, 2020 | | 2020 |