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Avino, Davide's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
272 |
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Citations
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1.
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Avino, Davide
University of Reading - ICMA Centre Lazar, Emese
University of Reading - ICMA Centre
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02 Jun 12
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Last Revised:
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25 Nov 12
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113
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credit spreads, price discovery, credit derivatives, information flow, convergence trading, financial crisis, limit of arbitrage
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2.
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Avino, Davide
University of Reading - ICMA Centre Lazar, Emese
University of Reading - ICMA Centre Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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12 Jul 11
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Last Revised:
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08 Aug 12
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110
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credit spreads, price discovery, volatility spillovers, credit and equity derivatives, information flow
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3.
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Avino, Davide
University of Reading - ICMA Centre Nneji, Ogonna
University of Reading - ICMA Centre
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23 Nov 12
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Last Revised:
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29 Apr 13
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49
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Credit default swap spreads, iTraxx, Forecasting, Markov switching, Market efficiency, Technical trading rules
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Records 1 -
3
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