Access Statistics for Vasiliki Skintzi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Determinants of stock-bond market comovement in the Eurozone under model uncertainty 0 0 0 43 0 6 13 74
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 1 3 11 298
Total Working Papers 0 0 0 85 1 9 24 372


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Combining realized volatility estimators based on economic performance 0 0 0 0 0 4 9 9
Determinants of stock-bond market comovement in the Eurozone under model uncertainty 0 1 2 6 1 7 19 74
Evaluation of correlation forecasting models for risk management 0 0 1 162 0 1 5 412
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 0 0 0 18 0 2 13 66
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 0 6 15 111
Implied correlation index: A new measure of diversification 0 0 1 25 1 1 9 82
Macroeconomic attention and commodity market volatility 0 0 0 3 0 2 17 24
On the predictability of model-free implied correlation 0 0 0 18 0 0 8 84
Predictive ability and economic gains from volatility forecast combinations 0 1 2 14 1 3 14 38
Realized hedge ratio: Predictability and hedging performance 0 0 0 27 0 0 12 101
Statistical and economic performance of combination methods for forecasting crude oil price volatility 0 0 0 8 0 2 6 20
Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries 0 0 0 2 0 4 9 19
Volatility spillovers and dynamic correlation in European bond markets 1 1 3 166 1 1 8 383
Total Journal Articles 1 3 9 464 4 33 144 1,423


Statistics updated 2026-06-04