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 1 3 63
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 1 1 5 350


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 1 1 2 5 2 8 14 64
Evaluation of correlation forecasting models for risk management 0 0 1 162 0 0 3 409
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 0 0 0 18 1 2 4 55
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 2 3 7 100
Implied correlation index: A new measure of diversification 0 0 0 24 0 3 4 76
Macroeconomic attention and commodity market volatility 0 0 3 3 1 3 10 11
On the predictability of model-free implied correlation 0 0 1 18 3 3 6 80
Predictive ability and economic gains from volatility forecast combinations 0 0 0 12 1 1 5 26
Realized hedge ratio: Predictability and hedging performance 0 0 1 27 1 1 6 91
Statistical and economic performance of combination methods for forecasting crude oil price volatility 0 0 0 8 0 1 3 15
Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries 0 0 2 2 2 4 10 15
Volatility spillovers and dynamic correlation in European bond markets 1 1 2 165 1 1 4 379
Total Journal Articles 2 2 12 459 14 30 76 1,321


Statistics updated 2025-12-06