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 18 38 43
Commodity Futures Return Predictability and Intertemporal Asset Pricing 1 1 1 37 4 11 19 160
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 1 3 7 9
Correlation Dynamics in European Equity Markets 0 0 2 443 2 6 10 1,010
Evaluating Financial Relational Graphs: Interpretation Before Prediction 0 0 0 5 0 3 8 14
Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 187 0 5 7 514
Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets 0 0 0 183 0 7 13 602
International Portfolio Formation, Skewness & the Role of Gold 2 2 5 261 3 10 26 696
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction 0 0 1 1 3 7 12 12
Predictability and 'Good Deals' in Currency Markets 0 0 0 40 12 31 36 214
Sentiment, Productivity, and Economic Growth 0 0 1 23 0 5 14 47
Shall the winning last? A study of recent bubbles and persistence 0 0 0 0 1 5 12 19
Total Working Papers 3 3 10 1,180 26 111 202 3,340


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 4 7 40
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies 0 0 0 0 1 3 9 11
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 0 6 1 4 9 32
Commodity futures return predictability and intertemporal asset pricing 1 2 3 7 3 9 23 32
Correlation dynamics in European equity markets 0 0 0 62 1 7 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] 1 1 2 4 1 4 7 13
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective 0 0 0 5 0 4 6 66
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour 0 0 0 2 2 7 10 18
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples 0 0 0 0 0 0 1 1
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 2 13 98 15 25 75 336
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns 0 0 0 0 0 3 5 7
Food Prices, Ethics and Forms of Speculation 0 0 0 5 1 1 8 23
Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 1 43 0 5 7 260
International Portfolio Formation, Skewness & the Role of Gold 0 0 5 168 1 10 25 460
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 3 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 1 5 11
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood 1 1 3 33 2 4 13 176
Precautionary motives for private firms’ cash holdings 0 1 1 18 3 12 28 109
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 2 7 13 141
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 7 9 33
Predictability and ‘good deals’ in currency markets 0 0 0 12 1 2 9 61
Predictability, trading rule profitability and learning in currency markets 0 0 0 38 0 4 8 116
Revisiting the Silver Crisis 0 0 2 4 4 17 31 40
Shall the winning last? A study of recent bubbles and persistence 0 0 0 2 0 4 7 13
The coskewness puzzle 0 0 1 51 2 4 7 228
The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks 1 1 3 8 1 3 27 39
The price of shelter - Downside risk reduction with precious metals 0 0 2 12 2 11 20 81
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 0 0 2 16 0 6 8 81
The signature of sentiment in conditional consumption CAPM estimates: A note 0 0 1 6 0 3 6 30
What drives currency predictability? 0 0 1 22 1 4 9 104
Total Journal Articles 6 8 41 652 45 181 413 2,838
1 registered items for which data could not be found


Statistics updated 2026-04-09