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 2 15 76
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 0 1 11 298
Total Working Papers 0 0 0 85 0 3 26 374


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Combining realized volatility estimators based on economic performance 0 0 0 0 1 2 11 11
Determinants of stock-bond market comovement in the Eurozone under model uncertainty 0 0 2 6 0 1 19 74
Evaluation of correlation forecasting models for risk management 0 0 1 162 0 0 5 412
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 1 1 1 19 1 2 15 68
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 1 3 18 114
Implied correlation index: A new measure of diversification 0 0 1 25 2 4 12 85
Macroeconomic attention and commodity market volatility 0 0 0 3 0 0 17 24
On the predictability of model-free implied correlation 0 0 0 18 1 1 8 85
Predictive ability and economic gains from volatility forecast combinations 0 0 2 14 2 3 15 40
Realized hedge ratio: Predictability and hedging performance 0 1 1 28 0 1 12 102
Statistical and economic performance of combination methods for forecasting crude oil price volatility 0 0 0 8 0 0 6 20
Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries 0 1 1 3 1 2 11 21
Volatility spillovers and dynamic correlation in European bond markets 0 1 3 166 0 1 7 383
Total Journal Articles 1 4 12 467 9 20 156 1,439


Statistics updated 2026-08-07