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 2 6 10 70
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 1 6 9 296
Total Working Papers 0 0 0 85 3 12 19 366


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 3 5 8 8
Determinants of stock-bond market comovement in the Eurozone under model uncertainty 0 0 1 5 2 4 14 69
Evaluation of correlation forecasting models for risk management 0 0 1 162 1 2 5 412
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 0 0 0 18 0 7 11 64
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 0 2 9 105
Implied correlation index: A new measure of diversification 0 1 1 25 0 5 8 81
Macroeconomic attention and commodity market volatility 0 0 1 3 0 9 17 22
On the predictability of model-free implied correlation 0 0 1 18 0 4 10 84
Predictive ability and economic gains from volatility forecast combinations 1 2 2 14 1 6 12 36
Realized hedge ratio: Predictability and hedging performance 0 0 1 27 0 10 15 101
Statistical and economic performance of combination methods for forecasting crude oil price volatility 0 0 0 8 1 4 5 19
Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries 0 0 0 2 2 2 9 17
Volatility spillovers and dynamic correlation in European bond markets 0 0 2 165 0 3 7 382
Total Journal Articles 1 3 10 462 10 63 130 1,400


Statistics updated 2026-04-09