Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 42847 | 42848 | 42850 | 55208 | 56781 | 56782
Number of items: 6.

42847

Avino, Davide and Lazar, Emese and Varotto, Simone (2012): Price Discovery of Credit Spreads in Tranquil and Crisis Periods.

42848

Avino, Davide and Nneji, Ogonna (2012): Are CDS spreads predictable? An analysis of linear and non-linear forecasting models.

42850

Avino, Davide and Lazar, Emese (2012): Rethinking Capital Structure Arbitrage.

55208

Avino, Davide and Cotter, John (2014): Sovereign and bank CDS spreads: two sides of the same coin?

56781

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.

56782

Avino, Davide and Cotter, John (2013): Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?

This list was generated on Thu May 28 06:43:36 2020 CEST.
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