Davide Avino

Names

Affiliations

• University of Liverpool → Management School
  • website
  • location: Liverpool, United Kingdom

Research profile

author of:

• Rethinking Capital Structure Arbitrage
  by Avino, Davide & Lazar, Emese
• Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
  by Avino, Davide & Nneji, Ogonna
• Price Discovery of Credit Spreads in Tranquil and Crisis Periods
  by Avino, Davide & Lazar, Emese & Varotto, Simone
• Price discovery of credit spreads in tranquil and crisis periods
  by Avino, Davide & Lazar, Emese & Varotto, Simone
• Sovereign and bank CDS spreads: two sides of the same coin?
  by Avino, Davide & Cotter, John
• Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options
  by Avino, Davide & Lazar, Emese & Varotto, Simone
• Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?
  by Avino, Davide & Cotter, John
• Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options
  by Davide Avino & Emese Lazar & Simone Varotto
• Sovereign and bank CDS spreads: Two sides of the same coin?
  by Avino, Davide & Cotter, John
• Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
  by Avino, Davide & Nneji, Ogonna
• Time varying price discovery
  by Avino, Davide & Lazar, Emese & Varotto, Simone
• Credit Default Swaps as Indicators of Bank financial Distress
  by Davide Avino & Thomas Conlon & John Cotter
• Does CDS trading affect risk-taking incentives in managerial compensation?
  by Jie Chen & Woon Sau Leung & Wei Song & Davide Avino
• Credit default swaps as indicators of bank financial distress
  by Avino, Davide E. & Conlon, Thomas & Cotter, John