Access Statistics for Valerio Potì

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
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 2 31 1 2 9 125
Correlation Dynamics in European Equity Markets 0 0 0 441 0 0 1 998
Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 1 187 0 0 5 504
Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets 0 0 0 183 0 0 1 587
International Portfolio Formation, Skewness & the Role of Gold 0 0 1 251 0 3 7 655
Predictability and 'Good Deals' in Currency Markets 0 0 0 40 1 1 1 176
Shall the winning last? A study of recent bubbles and persistence 0 0 0 0 0 0 2 2
Total Working Papers 0 0 4 1,133 2 6 26 3,047

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new tight and general bound on return predictability 0 0 1 3 0 0 3 30
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 4 4 1 3 14 14
Correlation dynamics in European equity markets 0 0 0 62 0 1 1 194
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective 0 0 0 5 0 0 0 59
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour 0 1 1 1 0 2 3 3
Discount factor and conditional return volatility 0 0 0 9 0 0 0 116
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples 0 0 0 0 0 0 0 0
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 2 6 70 2 3 21 218
Food Prices, Ethics and Forms of Speculation 0 1 1 1 1 2 7 7
Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 42 0 0 2 252
International Portfolio Formation, Skewness & the Role of Gold 0 1 3 154 1 3 7 404
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 0 3 22
Nonparametric tests for Optimal Predictive Ability 0 0 0 5 1 3 7 20
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 0 0 0 0 0 1 4
Precautionary motives for private firms’ cash holdings 0 0 5 13 0 3 26 58
Predictability and diversification benefits of investing in commodity and currency futures 0 0 1 13 2 4 21 109
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 3 0 1 2 22
Predictability and ‘good deals’ in currency markets 0 0 1 12 0 1 4 51
Predictability, trading rule profitability and learning in currency markets 0 0 0 38 2 2 4 108
Shall the winning last? A study of recent bubbles and persistence 0 0 1 1 0 0 3 3
The coskewness puzzle 0 0 1 49 0 0 3 218
The price of shelter - Downside risk reduction with precious metals 0 0 0 8 0 2 5 54
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 0 1 1 13 0 3 7 64
The signature of sentiment in conditional consumption CAPM estimates: A note 0 0 0 4 0 0 1 22
What drives currency predictability? 0 0 1 20 2 2 5 94
Total Journal Articles 2 6 27 532 12 35 150 2,146

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Statistics updated 2023-03-10