6
H index
4
i10 index
181
Citations
Vasiliki Skintzi : Citation Profile
University of the Peloponnese | RESEARCH PRODUCTION: 12 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2005 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vasiliki Skintzi. | Is cited by:
| Cites to:
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Main data
Where Vasiliki Skintzi has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Financial Analysis | 3 |
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Vasiliki Skintzi (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471. Full description at Econpapers || Download paper |
| 2024 | International comovements of public debt. (2024). Yun, Youngjin ; Payne, James ; Arčabić, Vladimir ; Lee, Junsoo ; Arabi, Vladimir ; Isomitdinov, Hasan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:722-747. Full description at Econpapers || Download paper |
| 2024 | Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103. Full description at Econpapers || Download paper |
| 2024 | Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Pia, Marco ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615. Full description at Econpapers || Download paper |
| 2025 | Time-consistent asset allocation for risk measures in a Lévy market. (2025). Stadje, Mitja ; Fiessinger, Felix. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:676-695. Full description at Econpapers || Download paper |
| 2024 | The role of central bank communication in the long-term stock-bond correlations: Evidence from China. (2024). Wang, Yanning. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009231. Full description at Econpapers || Download paper |
| 2024 | Global power and Stock market co-movements: A study of G20 markets. (2024). Selvanathan, E A ; Haddad, Sama ; Gupta, Rakesh. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001005. Full description at Econpapers || Download paper |
| 2024 | The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995. Full description at Econpapers || Download paper |
| 2024 | The Nexus Between Economic Policy Uncertainty and Stock Market Volatility in the CEE-3 Countries. (2024). Sami, Gngr Mahmut ; Arifenur, Gngr. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:2:p:60-81:n:1005. Full description at Econpapers || Download paper |
Works by Vasiliki Skintzi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 17 |
| 2012 | Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2016 | Realized hedge ratio: Predictability and hedging performance In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2019 | Determinants of stock-bond market comovement in the Eurozone under model uncertainty In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
| 2017 | Determinants of stock-bond market comovement in the Eurozone under model uncertainty.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2006 | Volatility spillovers and dynamic correlation in European bond markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 74 |
| 2016 | On the predictability of model-free implied correlation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2007 | Evaluation of correlation forecasting models for risk management In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2017 | High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2024 | Macroeconomic attention and commodity market volatility In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Statistical and economic performance of combination methods for forecasting crude oil price volatility In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2024 | Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Predictive ability and economic gains from volatility forecast combinations In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2005 | Implied correlation index: A new measure of diversification In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 45 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team