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

Cotter, John; Avino, Davide - 2014

Persistent link: https://www.econbiz.de/10010343569

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

Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85

Persistent link: https://www.econbiz.de/10011299805

Credit default swaps as indicators of bank financial distress

Avino, Davide; Conlon, Thomas; Cotter, John - 2016

Persistent link: https://www.econbiz.de/10011502511

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; Lazar, Emese; Varotto, Simone - 2011

Persistent link: https://www.econbiz.de/10009375465

Price discovery of credit spreads in tranquil and crisis periods

Avino, Davide; Lazar, Emese; Varotto, Simone - In: International review of financial analysis 30 (2013), pp. 242-253

Persistent link: https://www.econbiz.de/10010461553

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

Avino, Davide; Nneji, Ogonna - In: International review of financial analysis 34 (2014), pp. 262-274

Persistent link: https://www.econbiz.de/10010529033

Does CDS trading affect risk-taking incentives in managerial compensation?

Chen, Jie; Leung, Woon Sau; Song, Wei; Avino, Davide - In: Journal of banking & finance 151 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014463077

Credit Default Swaps as Indicators of Bank Financial Distress

Avino, Davide E. - 2019

We examine whether CDS contracts written on individual banks are effective leading indicators of bank financial distress during a period of systemic bank crisis. Changes in CDS spreads are found to yield a robust signal of failure across a set of European and US banks, in keeping with indirect...

Persistent link: https://www.econbiz.de/10012903782

Beyond common equity : the influence of secondary capital on bank insolvency risk

Conlon, Thomas; Cotter, John; Molyneux, Philip - In: Journal of financial stability 47 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012391481

Credit default swaps as indicators of bank financial distress

Avino, Davide E.; Conlon, Thomas; Cotter, John - In: Journal of international money and finance 94 (2019), pp. 132-139

Persistent link: https://www.econbiz.de/10012135149