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 2 2 39 45
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 1 1 37 2 7 20 162
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 3 4 9 12
Correlation Dynamics in European Equity Markets 0 0 2 443 1 3 11 1,011
Evaluating Financial Relational Graphs: Interpretation Before Prediction 0 0 0 5 2 3 9 16
Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 187 2 3 9 516
Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets 0 0 0 183 3 4 16 605
International Portfolio Formation, Skewness & the Role of Gold 0 2 5 261 4 10 29 700
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction 0 0 1 1 5 9 17 17
Predictability and 'Good Deals' in Currency Markets 0 0 0 40 3 28 39 217
Sentiment, Productivity, and Economic Growth 0 0 1 23 1 1 15 48
Shall the winning last? A study of recent bubbles and persistence 0 0 0 0 2 3 13 21
Total Working Papers 0 3 10 1,180 30 77 226 3,370


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 1 3 8 41
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies 0 0 0 0 1 2 10 12
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 0 6 1 3 10 33
Commodity futures return predictability and intertemporal asset pricing 0 1 3 7 5 10 27 37
Correlation dynamics in European equity markets 0 0 0 62 0 4 10 209
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 7 14
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective 0 0 0 5 9 10 15 75
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour 0 0 0 2 6 9 16 24
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples 0 0 0 0 1 1 2 2
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 4 13 100 14 34 83 350
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns 0 0 0 0 3 4 8 10
Food Prices, Ethics and Forms of Speculation 0 0 0 5 2 3 10 25
Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 1 43 1 2 8 261
International Portfolio Formation, Skewness & the Role of Gold 1 1 5 169 2 5 26 462
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 1 1 7 31
Nonparametric tests for Optimal Predictive Ability 0 0 0 7 3 3 8 40
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 0 1 1 3 3 8 14
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood 0 1 3 33 1 4 14 177
Precautionary motives for private firms’ cash holdings 0 0 1 18 3 6 27 112
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 2 5 15 143
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 3 9 33
Predictability and ‘good deals’ in currency markets 0 0 0 12 4 5 13 65
Predictability, trading rule profitability and learning in currency markets 0 0 0 38 0 1 8 116
Revisiting the Silver Crisis 0 0 2 4 2 13 33 42
Shall the winning last? A study of recent bubbles and persistence 0 0 0 2 4 5 11 17
The coskewness puzzle 0 0 1 51 6 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 2 4 27 41
The price of shelter - Downside risk reduction with precious metals 0 0 2 12 4 9 22 85
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 1 1 3 17 3 6 11 84
The signature of sentiment in conditional consumption CAPM estimates: A note 0 0 1 6 2 5 8 32
What drives currency predictability? 0 0 1 22 1 2 10 105
Total Journal Articles 4 10 41 656 88 176 484 2,926
1 registered items for which data could not be found


Statistics updated 2026-05-06