Davide E. Avino

Cardiff University

Lecturer in Finance

Aberconway Building

Colum Drive

Cardiff, Wales CF10 3EU

United Kingdom

http://www.cardiff.ac.uk

Financial Mathematics and Computation Cluster

Visiting Research Fellow

Dublin

Ireland

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 34,098

SSRN RANKINGS

Top 34,098

in Total Papers Downloads

1,057

CITATIONS

0

Scholarly Papers (6)

1.

Sovereign and Bank CDS Spreads: Two Sides of the Same Coin?

Number of pages: 24 Posted: 22 Jun 2013 Last Revised: 04 Apr 2014
Davide E. Avino and John Cotter
Cardiff University and University College Dublin
Downloads 208 (96,475)

Abstract:

Credit default swap spreads, price discovery, information flow, financial crisis, banks, sovereign risk, bank capital, contingent capital

2.

Rethinking Capital Structure Arbitrage: A Price Discovery Perspective

Number of pages: 32 Posted: 02 Jun 2012 Last Revised: 29 Oct 2013
Davide E. Avino and Emese Lazar
Cardiff University and University of Reading - ICMA Centre
Downloads 198 (106,034)

Abstract:

credit spreads, price discovery, credit derivatives, information flow, convergence trading, financial crisis, limit of arbitrage

3.

Price Discovery of Credit Spreads in Tranquil and Crisis Periods

Number of pages: 30 Posted: 12 Jul 2011 Last Revised: 29 Oct 2013
Davide E. Avino, Emese Lazar and Simone Varotto
Cardiff University, University of Reading - ICMA Centre and ICMA Centre - Henley Business School, University of Reading
Downloads 153 (143,781)

Abstract:

credit spreads, price discovery, volatility spillovers, credit and equity derivatives, information flow

4.

Are CDS Spreads Predictable? An Analysis of Linear and Non-Linear Forecasting Models

Number of pages: 34 Posted: 23 Nov 2012 Last Revised: 03 Mar 2014
Davide E. Avino and Ogonna Nneji
Cardiff University and University of Reading - ICMA Centre
Downloads 113 (176,765)

Abstract:

Credit default swap spreads, iTraxx, Forecasting, Markov switching, Market efficiency, Technical trading rules

5.

Time Varying Price Discovery

Number of pages: 9 Posted: 11 Sep 2014
Davide E. Avino, Emese Lazar and Simone Varotto
Cardiff University, University of Reading - ICMA Centre and ICMA Centre - Henley Business School, University of Reading
Downloads 89 (214,370)

Abstract:

credit spreads, price discovery, multivariate GARCH

6.

Credit Default Swaps as Indicators of Bank Financial Distress

Number of pages: 45 Posted: 06 Dec 2015 Last Revised: 20 Sep 2016
Davide E. Avino, Thomas Conlon and John Cotter
Cardiff University, University College Dublin and University College Dublin
Downloads 0 (193,593)

Abstract:

Bank Failure, Market Discipline, Credit Default Swap, CDS