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 18 19 20 25
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 0 36 2 4 8 149
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 0 2 4 6
Correlation Dynamics in European Equity Markets 0 1 2 443 2 3 5 1,004
Evaluating Financial Relational Graphs: Interpretation Before Prediction 0 0 0 5 2 2 6 11
Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 0 0 187 1 1 2 509
Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets 0 0 0 183 4 5 6 595
International Portfolio Formation, Skewness & the Role of Gold 0 3 4 259 2 10 19 686
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction 0 0 1 1 2 4 5 5
Predictability and 'Good Deals' in Currency Markets 0 0 0 40 3 5 6 183
Sentiment, Productivity, and Economic Growth 0 0 1 23 3 4 11 42
Shall the winning last? A study of recent bubbles and persistence 0 0 0 0 1 2 8 14
Total Working Papers 0 4 8 1,177 40 61 100 3,229


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 4 36
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies 0 0 0 0 1 2 6 8
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic 0 0 0 6 1 3 6 28
Commodity futures return predictability and intertemporal asset pricing 0 0 1 5 2 3 15 23
Correlation dynamics in European equity markets 0 0 0 62 1 2 5 202
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 3 0 1 5 9
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective 0 0 0 5 1 2 2 62
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour 0 0 1 2 1 2 6 11
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples 0 0 0 0 1 1 1 1
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 1 3 12 96 3 18 55 311
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns 0 0 0 0 2 2 2 4
Food Prices, Ethics and Forms of Speculation 0 0 0 5 5 7 7 22
Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 0 1 1 43 0 1 2 255
International Portfolio Formation, Skewness & the Role of Gold 0 0 5 168 0 6 17 450
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 1 3 4 27
Nonparametric tests for Optimal Predictive Ability 0 0 0 7 0 1 3 34
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 1 1 1 2 3 5 10
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood 0 0 2 32 3 7 9 172
Precautionary motives for private firms’ cash holdings 0 0 0 17 9 10 21 97
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 3 5 6 134
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 1 2 26
Predictability and ‘good deals’ in currency markets 0 0 0 12 2 6 8 59
Predictability, trading rule profitability and learning in currency markets 0 0 0 38 1 4 4 112
Revisiting the Silver Crisis 0 0 3 4 7 9 17 23
Shall the winning last? A study of recent bubbles and persistence 0 0 0 2 1 2 4 9
The coskewness puzzle 1 1 1 51 2 2 3 224
The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks 0 0 3 7 6 16 27 36
The price of shelter - Downside risk reduction with precious metals 0 0 3 12 0 4 12 70
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 1 2 2 16 1 2 3 75
The signature of sentiment in conditional consumption CAPM estimates: A note 0 0 1 6 2 2 3 27
What drives currency predictability? 0 0 1 22 0 4 5 100
Total Journal Articles 3 8 39 644 58 132 269 2,657
1 registered items for which data could not be found


Statistics updated 2026-01-09