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 40 46
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 1 37 1 4 21 166
Commodity futures return predictability and intertemporal asset pricing 1 1 1 1 1 3 11 15
Correlation Dynamics in European Equity Markets 2 2 3 445 4 5 16 1,017
Evaluating Financial Relational Graphs: Interpretation Before Prediction 0 1 1 6 1 2 11 18
Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 187 0 0 8 516
Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets 0 0 0 183 0 2 17 607
International Portfolio Formation, Skewness & the Role of Gold 0 1 6 262 0 1 29 704
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction 0 0 1 1 0 3 20 20
Predictability and 'Good Deals' in Currency Markets 0 0 0 40 0 2 42 220
Sentiment, Productivity, and Economic Growth 0 0 0 23 0 0 10 48
Shall the winning last? A study of recent bubbles and persistence 0 0 0 0 0 0 10 21
Total Working Papers 3 5 13 1,185 7 23 235 3,398


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 1 7 42
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies 0 0 0 0 1 2 10 15
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 0 6 1 2 11 35
Commodity futures return predictability and intertemporal asset pricing 1 1 4 8 1 3 23 41
Correlation dynamics in European equity markets 0 0 0 62 0 2 12 212
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 4 0 0 7 15
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective 0 0 0 5 1 3 18 78
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour 0 0 0 2 0 1 17 26
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples 0 0 0 0 0 0 3 3
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 1 1 11 103 3 9 84 367
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns 0 0 0 0 0 0 8 10
Food Prices, Ethics and Forms of Speculation 0 0 0 5 0 1 12 27
Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 1 43 0 2 10 264
International Portfolio Formation, Skewness & the Role of Gold 0 0 3 170 0 1 23 465
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 0 8 32
Nonparametric tests for Optimal Predictive Ability 0 0 0 7 0 2 11 43
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 0 1 1 0 0 7 14
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood 0 0 2 33 0 1 14 178
Precautionary motives for private firms’ cash holdings 1 1 4 21 4 5 34 121
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 0 0 15 143
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 0 8 33
Predictability and ‘good deals’ in currency markets 0 0 0 12 0 1 13 66
Predictability, trading rule profitability and learning in currency markets 0 0 0 38 0 2 11 119
Revisiting the Silver Crisis 0 0 0 4 4 6 34 48
Shall the winning last? A study of recent bubbles and persistence 0 0 0 2 2 4 14 21
The coskewness puzzle 0 0 1 51 0 1 13 235
The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks 0 2 3 10 0 2 23 43
The price of shelter - Downside risk reduction with precious metals 0 0 0 12 0 1 24 90
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 1 1 4 18 1 1 12 85
The signature of sentiment in conditional consumption CAPM estimates: A note 0 0 0 6 0 0 7 32
What drives currency predictability? 0 0 0 22 0 0 10 106
Total Journal Articles 4 6 35 667 18 53 503 3,009
1 registered items for which data could not be found


Statistics updated 2026-09-10