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 36 38 43
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 0 36 1 9 15 156
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 0 2 6 8
Correlation Dynamics in European Equity Markets 0 0 2 443 0 6 8 1,008
Evaluating Financial Relational Graphs: Interpretation Before Prediction 0 0 0 5 1 5 8 14
Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 187 1 6 7 514
Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets 0 0 0 183 1 11 13 602
International Portfolio Formation, Skewness & the Role of Gold 0 0 3 259 3 9 24 693
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction 0 0 1 1 1 6 9 9
Predictability and 'Good Deals' in Currency Markets 0 0 0 40 13 22 25 202
Sentiment, Productivity, and Economic Growth 0 0 1 23 0 8 15 47
Shall the winning last? A study of recent bubbles and persistence 0 0 0 0 0 5 11 18
Total Working Papers 0 0 7 1,177 21 125 179 3,314


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 6 39
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies 0 0 0 0 0 3 8 10
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 0 6 1 4 9 31
Commodity futures return predictability and intertemporal asset pricing 0 1 2 6 2 8 20 29
Correlation dynamics in European equity markets 0 0 0 62 3 7 9 208
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 0 1 3 1 3 6 12
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective 0 0 0 5 1 5 6 66
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour 0 0 0 2 1 6 8 16
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples 0 0 0 0 0 1 1 1
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 0 1 11 96 5 13 63 321
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns 0 0 0 0 1 5 5 7
Food Prices, Ethics and Forms of Speculation 0 0 0 5 0 5 7 22
Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 1 43 1 5 7 260
International Portfolio Formation, Skewness & the Role of Gold 0 0 5 168 2 9 24 459
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 4 6 30
Nonparametric tests for Optimal Predictive Ability 0 0 0 7 0 3 5 37
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 0 1 1 0 3 6 11
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood 0 0 2 32 1 5 11 174
Precautionary motives for private firms’ cash holdings 0 1 1 18 0 18 27 106
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 1 8 11 139
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 3 7 9 33
Predictability and ‘good deals’ in currency markets 0 0 0 12 0 3 9 60
Predictability, trading rule profitability and learning in currency markets 0 0 0 38 1 5 8 116
Revisiting the Silver Crisis 0 0 3 4 7 20 28 36
Shall the winning last? A study of recent bubbles and persistence 0 0 0 2 1 5 7 13
The coskewness puzzle 0 1 1 51 0 4 5 226
The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks 0 0 2 7 1 8 26 38
The price of shelter - Downside risk reduction with precious metals 0 0 2 12 3 9 18 79
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 0 1 2 16 3 7 8 81
The signature of sentiment in conditional consumption CAPM estimates: A note 0 0 1 6 3 5 6 30
What drives currency predictability? 0 0 1 22 0 3 8 103
Total Journal Articles 0 5 36 646 43 194 377 2,793
1 registered items for which data could not be found


Statistics updated 2026-03-04