Avino, Davide and Lazar, Emese and Varotto, Simone (2012): Price Discovery of Credit Spreads in Tranquil and Crisis Periods.
Avino, Davide and Nneji, Ogonna (2012): Are CDS spreads predictable? An analysis of linear and non-linear forecasting models.
Avino, Davide and Lazar, Emese (2012): Rethinking Capital Structure Arbitrage.
Avino, Davide and Cotter, John (2014): Sovereign and bank CDS spreads: two sides of the same coin?
Avino, Davide and Lazar, Emese and Varotto, Simone (2012): Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options.
Avino, Davide and Cotter, John (2013): Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?
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