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 1 15 77
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 1 2 13 300
Total Working Papers 0 0 0 85 1 3 28 377


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 12 12
Determinants of stock-bond market comovement in the Eurozone under model uncertainty 0 0 2 6 1 1 17 75
Evaluation of correlation forecasting models for risk management 0 0 0 162 0 0 3 412
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 1 2 2 20 1 2 16 69
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 1 3 19 116
Implied correlation index: A new measure of diversification 0 0 1 25 1 4 13 87
Macroeconomic attention and commodity market volatility 0 0 0 3 2 2 17 26
On the predictability of model-free implied correlation 0 0 0 18 0 1 8 85
Predictive ability and economic gains from volatility forecast combinations 0 0 2 14 0 3 16 41
Realized hedge ratio: Predictability and hedging performance 0 0 1 28 0 0 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 0 1 3 0 3 11 23
Volatility spillovers and dynamic correlation in European bond markets 0 0 2 166 0 0 5 383
Total Journal Articles 1 2 11 468 7 21 155 1,451


Statistics updated 2026-10-11