Access Statistics for Vasiliki Skintzi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	61
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers	0	0	0	42	0	0	2	287
Total Working Papers	0	0	0	85	0	1	3	348

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	4	0	0	6	55
Evaluation of correlation forecasting models for risk management	0	0	0	161	0	0	2	407
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers	0	0	0	18	0	0	2	53
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers	0	0	1	15	0	0	5	96
Implied correlation index: A new measure of diversification	0	0	0	24	0	0	3	73
Macroeconomic attention and commodity market volatility	0	1	3	3	0	2	7	7
On the predictability of model-free implied correlation	0	1	1	18	0	2	3	76
Predictive ability and economic gains from volatility forecast combinations	0	0	0	12	0	0	3	24
Realized hedge ratio: Predictability and hedging performance	0	1	1	27	0	3	5	89
Statistical and economic performance of combination methods for forecasting crude oil price volatility	0	0	0	8	0	0	4	14
Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries	0	0	2	2	0	2	8	10
Volatility spillovers and dynamic correlation in European bond markets	0	0	1	163	0	0	1	375
Total Journal Articles	0	3	10	455	0	9	49	1,279

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Statistics updated 2025-07-04