Davide Tomio

Darden School of Business

Assistant Professor

100 Darden Boulevard

Charlottesville, VA 22903

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 37,317

SSRN RANKINGS

Top 37,317

in Total Papers Downloads

1,352

SSRN CITATIONS
Rank 37,227

SSRN RANKINGS

Top 37,227

in Total Papers Citations

5

CROSSREF CITATIONS

14

Scholarly Papers (5)

1.

Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?

SAFE Working Paper No. 95
Number of pages: 66 Posted: 01 Apr 2015 Last Revised: 17 Apr 2019
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 483 (65,202)
Citation 7

Abstract:

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Liquidity, Credit Risk, Euro-zone Government Bonds, Financial Crisis, MTS Bond Market

2.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 75 Posted: 27 Aug 2018 Last Revised: 24 Mar 2020
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 248 (137,916)
Citation 6

Abstract:

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Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage

3.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017
Davide Tomio
Darden School of Business
Downloads 225 (151,569)

Abstract:

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Limits to arbitrage, arbitrage trading, commonality in liquidity, cross-listed stocks

4.

How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities

CFS Working Paper No. 540
Number of pages: 81 Posted: 09 Oct 2016 Last Revised: 07 Apr 2020
McGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 208 (163,062)
Citation 5

Abstract:

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credit default swaps, credit risk, debt, demand and supply, OTC

5.

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk

NYU Stern School of Business
Number of pages: 58 Posted: 29 May 2020 Last Revised: 10 Sep 2020
McGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 188 (179,142)
Citation 3

Abstract:

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COVID-19, coronavirus, credit risk, debt, fiscal capacity, pandemic, sovereign