Skip to main content

Publications

What type of publication do you want to show?

2024

2023

2021

Dissecting Macroeconomic News

Avino, D. E., Stancu, A., & Wese Simen, C. (2021). Dissecting Macroeconomic News. Journal of Money, Credit and Banking.

Journal article

2020

2019

2015

Time varying price discovery

Avino, D., Lazar, E., & Varotto, S. (2015). Time varying price discovery. ECONOMICS LETTERS, 126, 18-21. doi:10.1016/j.econlet.2014.09.030

DOI
10.1016/j.econlet.2014.09.030
Journal article

2014

Are CDS spreads predictable? An analysis of linear and non-linear forecasting models

Avino, D., & Nneji, O. (2014). Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 34, 262-274. doi:10.1016/j.irfa.2014.04.001

DOI
10.1016/j.irfa.2014.04.001
Journal article

Sovereign and bank CDS spreads: Two sides of the same coin?

Avino, D., & Cotter, J. (2014). Sovereign and bank CDS spreads: Two sides of the same coin?. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 32, 72-85. doi:10.1016/j.intfin.2014.05.007

DOI
10.1016/j.intfin.2014.05.007
Journal article

2013

Price discovery of credit spreads in tranquil and crisis periods

Avino, D., Lazar, E., & Varotto, S. (2013). Price discovery of credit spreads in tranquil and crisis periods. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 30, 242-253. doi:10.1016/j.irfa.2013.08.002

DOI
10.1016/j.irfa.2013.08.002
Journal article