Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 6.

8 April 2012

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.

1 June 2012

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

14 November 2012

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

23 November 2012

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

June 2013

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

2014

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

This list was generated on Wed Nov 14 20:24:21 2018 CET.
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