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
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 0 0 0 2 39 45
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 1 1 37 0 6 19 162
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 0 4 8 12
Correlation Dynamics in European Equity Markets 0 0 2 443 1 4 12 1,012
Evaluating Financial Relational Graphs: Interpretation Before Prediction 0 0 0 5 0 2 9 16
Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 187 0 2 8 516
Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets 0 0 0 183 0 3 16 605
International Portfolio Formation, Skewness & the Role of Gold 0 2 5 261 3 10 31 703
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction 0 0 1 1 0 8 17 17
Predictability and 'Good Deals' in Currency Markets 0 0 0 40 1 16 40 218
Sentiment, Productivity, and Economic Growth 0 0 1 23 0 1 14 48
Shall the winning last? A study of recent bubbles and persistence 0 0 0 0 0 3 13 21
Total Working Papers 0 3 10 1,180 5 61 226 3,375


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 0 3 0 2 8 41
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies 0 0 0 0 1 3 11 13
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 0 6 0 2 10 33
Commodity futures return predictability and intertemporal asset pricing 0 1 3 7 1 9 25 38
Correlation dynamics in European equity markets 0 0 0 62 1 2 11 210
Corrigendum to “The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European banks” [Res. Int. Bus. Financ. 71 (2024) 102451] 0 1 2 4 1 3 8 15
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective 0 0 0 5 0 9 15 75
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour 0 0 0 2 1 9 16 25
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples 0 0 0 0 1 2 3 3
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 6 15 102 8 37 86 358
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns 0 0 0 0 0 3 8 10
Food Prices, Ethics and Forms of Speculation 0 0 0 5 1 4 11 26
Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 1 43 1 2 8 262
International Portfolio Formation, Skewness & the Role of Gold 1 2 6 170 2 5 28 464
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 1 2 8 32
Nonparametric tests for Optimal Predictive Ability 0 0 0 7 1 4 9 41
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 0 1 1 0 3 8 14
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood 0 1 3 33 0 3 14 177
Precautionary motives for private firms’ cash holdings 2 2 3 20 4 10 30 116
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 0 4 15 143
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 0 9 33
Predictability and ‘good deals’ in currency markets 0 0 0 12 0 5 12 65
Predictability, trading rule profitability and learning in currency markets 0 0 0 38 1 1 9 117
Revisiting the Silver Crisis 0 0 2 4 0 6 33 42
Shall the winning last? A study of recent bubbles and persistence 0 0 0 2 0 4 11 17
The coskewness puzzle 0 0 1 51 0 8 13 234
The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks 0 1 2 8 0 3 26 41
The price of shelter - Downside risk reduction with precious metals 0 0 1 12 4 10 24 89
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 0 1 3 17 0 3 11 84
The signature of sentiment in conditional consumption CAPM estimates: A note 0 0 1 6 0 2 8 32
What drives currency predictability? 0 0 1 22 1 3 11 106
Total Journal Articles 5 15 45 661 30 163 499 2,956
1 registered items for which data could not be found


Statistics updated 2026-06-04