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 1 3 5 65
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 4 7 8 294
Total Working Papers 0 0 0 85 5 10 13 359


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 1 5 1 4 11 66
Evaluation of correlation forecasting models for risk management 0 0 1 162 1 2 5 411
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 0 0 0 18 6 9 12 63
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 2 7 10 105
Implied correlation index: A new measure of diversification 1 1 1 25 4 4 7 80
Macroeconomic attention and commodity market volatility 0 0 3 3 7 10 17 20
On the predictability of model-free implied correlation 0 0 1 18 3 6 9 83
Predictive ability and economic gains from volatility forecast combinations 0 0 0 12 4 9 12 34
Realized hedge ratio: Predictability and hedging performance 0 0 1 27 7 8 12 98
Statistical and economic performance of combination methods for forecasting crude oil price volatility 0 0 0 8 2 2 3 17
Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries 0 0 1 2 0 2 9 15
Volatility spillovers and dynamic correlation in European bond markets 0 1 2 165 3 4 7 382
Total Journal Articles 1 3 11 460 40 67 114 1,374


Statistics updated 2026-02-12