Access Statistics for Vasiliki Skintzi

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
Determinants of stock-bond market comovement in the Eurozone under model uncertainty 0 0 0 43 0 0 2 60
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 0 1 1 286
Total Working Papers 0 0 0 85 0 1 3 346


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Determinants of stock-bond market comovement in the Eurozone under model uncertainty 0 1 2 4 0 5 9 55
Evaluation of correlation forecasting models for risk management 0 0 1 161 1 1 3 407
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 0 0 1 18 2 2 4 53
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 2 15 0 2 5 95
Implied correlation index: A new measure of diversification 0 0 1 24 0 1 4 73
Macroeconomic attention and commodity market volatility 0 0 0 0 0 2 3 3
On the predictability of model-free implied correlation 0 0 0 17 0 0 1 74
Predictive ability and economic gains from volatility forecast combinations 0 0 1 12 1 2 4 23
Realized hedge ratio: Predictability and hedging performance 0 0 0 26 0 1 2 86
Statistical and economic performance of combination methods for forecasting crude oil price volatility 0 0 1 8 0 2 5 14
Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries 0 1 1 1 0 1 6 6
Volatility spillovers and dynamic correlation in European bond markets 0 0 1 163 0 0 2 375
Total Journal Articles 0 2 11 449 4 19 48 1,264


Statistics updated 2025-03-03