Davide Tomio

Darden School of Business

Assistant Professor

100 Darden Boulevard

Charlottesville, VA 22903

United States

  • Darden School of Business

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 47,147

SSRN RANKINGS

Top 47,147

in Total Papers Downloads

798

CITATIONS

0

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

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

SAFE Working Paper No. 95
Number of pages: 66 Posted: 01 Apr 2015
Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Darden School of Business and Waseda University
Downloads 442 (60,564)

Abstract:

Loading...

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

2.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017
Davide Tomio
Darden School of Business
Downloads 148 (186,674)

Abstract:

Loading...

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

3.

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

CFS Working Paper No. 540
Number of pages: 59 Posted: 09 Oct 2016 Last Revised: 22 Nov 2018
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University - Stern School of Business and Darden School of Business
Downloads 140 (195,305)

Abstract:

Loading...

Credit Default Swaps, Credit Risk, Financial Intermediaries, OTC, Systemic Risk

4.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 61 Posted: 27 Aug 2018 Last Revised: 29 Oct 2018
Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Darden School of Business and Waseda University
Downloads 68 (316,468)

Abstract:

Loading...

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