2023
Chen, J., Leung, W. S., Song, W., & Avino, D. (2023). Does CDS trading affect risk-taking incentives in managerial compensation?*. JOURNAL OF BANKING & FINANCE, 151. doi:10.1016/j.jbankfin.2019.01.004DOI: 10.1016/j.jbankfin.2019.01.004
2021
Avino, D. E., Stancu, A., & Wese Simen, C. (n.d.). The Predictive Power of the Dividend Risk Premium. Journal of Financial and Quantitative Analysis. doi:10.1017/S0022109020000733DOI: 10.1017/S0022109020000733
Avino, D. E., Stancu, A., & Wese Simen, C. (2021). Dissecting Macroeconomic News. Journal of Money, Credit and Banking.
2020
Avino, D., & Lazar, E. (2020). Rethinking Capital Structure Arbitrage: <i>A Price Discovery Perspective</i>. JOURNAL OF ALTERNATIVE INVESTMENTS, 22(4), 75-91. doi:10.3905/jai.2020.1.093DOI: 10.3905/jai.2020.1.093
2019
Avino, D. E., Conlon, T., & Cotter, J. (2019). Credit default swaps as indicators of bank financial distress. Journal of International Money and Finance: theoretical and empirical research in international economics and finance, 94, 132-139. doi:10.1016/j.jimonfin.2019.03.001DOI: 10.1016/j.jimonfin.2019.03.001
2015
Time varying price discovery (Journal article)
Avino, D., Lazar, E., & Varotto, S. (2015). Time varying price discovery. ECONOMICS LETTERS, 126, 18-21. doi:10.1016/j.econlet.2014.09.030DOI: 10.1016/j.econlet.2014.09.030
2014
Are CDS spreads predictable? An analysis of linear and non-linear forecasting models (Journal article)
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.2014.04.001DOI: 10.1016/j.irfa.2014.04.001
Sovereign and bank CDS spreads: Two sides of the same coin? (Journal article)
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.2014.05.007DOI: 10.1016/j.intfin.2014.05.007
2013
Price discovery of credit spreads in tranquil and crisis periods (Journal article)
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.2013.08.002DOI: 10.1016/j.irfa.2013.08.002
