Davide Tomio

Darden School of Business

Assistant Professor

100 Darden Boulevard

Charlottesville, VA 22903

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 30,567

SSRN RANKINGS

Top 30,567

in Total Papers Downloads

2,002

SSRN CITATIONS
Rank 29,627

SSRN RANKINGS

Top 29,627

in Total Papers Citations

13

CROSSREF CITATIONS

17

Scholarly Papers (5)

1.

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 29 May 2020 Last Revised: 11 Aug 2021
McGill University, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 674 (48,443)
Citation 9

Abstract:

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

2.

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

Journal of Financial Economics (JFE), Vol. 122, No. 1, 2016
Number of pages: 66 Posted: 01 Apr 2015 Last Revised: 11 Aug 2021
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 495 (71,627)
Citation 8

Abstract:

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

3.

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 309 (122,953)
Citation 6

Abstract:

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

4.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017
Davide Tomio
Darden School of Business
Downloads 269 (142,207)

Abstract:

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

5.

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

CFS Working Paper No. 540
Number of pages: 86 Posted: 09 Oct 2016 Last Revised: 08 Jun 2021
McGill University, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 255 (150,002)
Citation 5

Abstract:

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