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 1 2 6
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 1 36 1 3 5 144
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 0 2 4 4
Correlation Dynamics in European Equity Markets 1 1 1 442 1 1 3 1,001
Evaluating Financial Relational Graphs: Interpretation Before Prediction 0 0 5 5 0 1 7 7
Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 187 0 1 2 508
Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets 0 0 0 183 0 0 1 589
International Portfolio Formation, Skewness & the Role of Gold 0 0 2 256 0 2 8 672
Predictability and 'Good Deals' in Currency Markets 0 0 0 40 0 0 1 178
Sentiment, Productivity, and Economic Growth 1 1 4 23 1 2 10 35
Shall the winning last? A study of recent bubbles and persistence 0 0 0 0 0 1 3 8
Total Working Papers 2 2 13 1,172 3 14 46 3,152

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 0 1 33
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies 0 0 0 0 0 0 2 2
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 0 6 0 0 3 23
Commodity futures return predictability and intertemporal asset pricing 0 0 0 4 1 5 7 14
Correlation dynamics in European equity markets 0 0 0 62 0 0 3 199
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 2 2 0 1 7 7
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective 0 0 0 5 0 0 0 60
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour 0 0 1 2 0 1 5 9
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 0 2 8 87 1 12 30 273
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns 0 0 0 0 0 0 1 2
Food Prices, Ethics and Forms of Speculation 0 0 0 5 0 0 0 15
Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 42 0 1 2 254
International Portfolio Formation, Skewness & the Role of Gold 1 2 4 165 2 3 13 438
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 0 1 24
Nonparametric tests for Optimal Predictive Ability 0 0 1 7 0 0 4 32
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 0 0 0 0 0 1 6
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood 0 0 2 30 0 0 4 163
Precautionary motives for private firms’ cash holdings 0 0 1 17 0 5 13 86
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 0 0 1 128
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 0 0 24
Predictability and ‘good deals’ in currency markets 0 0 0 12 0 1 2 53
Predictability, trading rule profitability and learning in currency markets 0 0 0 38 0 0 0 108
Revisiting the Silver Crisis 0 0 1 2 2 2 8 11
Shall the winning last? A study of recent bubbles and persistence 0 0 0 2 0 0 2 6
The coskewness puzzle 0 0 0 50 0 0 0 221
The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks 0 1 6 6 0 3 15 15
The price of shelter - Downside risk reduction with precious metals 0 1 3 11 0 4 10 65
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 0 0 0 14 0 0 2 73
The signature of sentiment in conditional consumption CAPM estimates: A note 0 0 0 5 0 0 0 24
What drives currency predictability? 0 0 0 21 0 0 0 95
Total Journal Articles 1 6 29 617 6 38 137 2,463
1 registered items for which data could not be found
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Statistics updated 2025-07-04