Davide Tomio

Darden School of Business

Assistant Professor

100 Darden Boulevard

Charlottesville, VA 22903

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 30,679

in Total Papers Downloads

1,956

SSRN CITATIONS
Rank 30,228

SSRN RANKINGS

Top 30,228

in Total Papers Citations

12

CROSSREF CITATIONS

17

Scholarly Papers (5)

1.

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk

NYU Stern School of Business
Number of pages: 56 Posted: 29 May 2020 Last Revised: 22 Jan 2021
McGill University, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 639 (51,315)
Citation 9

Abstract:

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COVID-19, coronavirus, credit risk, debt, fiscal capacity, pandemic, sovereign

2.

Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?

SAFE Working Paper No. 95
Number of pages: 66 Posted: 01 Apr 2015 Last Revised: 17 Apr 2019
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 495 (70,625)
Citation 8

Abstract:

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Liquidity, Credit Risk, Euro-zone Government Bonds, Financial Crisis, MTS Bond Market

3.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 75 Posted: 27 Aug 2018 Last Revised: 24 Mar 2020
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 307 (122,638)
Citation 6

Abstract:

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Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage

4.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017
Davide Tomio
Darden School of Business
Downloads 262 (144,182)

Abstract:

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Limits to arbitrage, arbitrage trading, commonality in liquidity, cross-listed stocks

5.

How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities

CFS Working Paper No. 540
Number of pages: 86 Posted: 09 Oct 2016 Last Revised: 08 Jun 2021
McGill University, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 253 (149,276)
Citation 5

Abstract:

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credit default swaps, credit risk, debt, demand and supply, OTC