Search Results - Skintzi, Vasiliki D.

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  1. 1
    Determinants of stock-bond market comovement in the Eurozone under model uncertainty

    Determinants of stock-bond market comovement in the Eurozone under model uncertainty by Skintzi, Vasiliki D.

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  2. 2
    Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries

    Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries by Fameliti, Stavroula P., Skintzi, Vasiliki D.

    Published in Applied economics
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  3. 3
    Statistical and economic performance of combination methods for forecasting crude oil price volatility

    Statistical and economic performance of combination methods for forecasting crude oil price volatility by Fameliti, Stavroula P., Skintzi, Vasiliki D.

    Published in Applied economics
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  4. 4
    Predictive ability and economic gains from volatility forecast combinations

    Predictive ability and economic gains from volatility forecast combinations by Fameliti, Stavroula P., Skintzi, Vasiliki D.

    Published in Journal of forecasting
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  5. 5
    High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers

    High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers by Boffelli, Simona, Skintzi, Vasiliki D., Urga, Giovanni

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  6. 6
    Realized hedge ratio: Predictability and hedging performance

    Realized hedge ratio: Predictability and hedging performance by Markopoulou, Chrysi E., Skintzi, Vasiliki D., Refenes, Apostolos-Paul N.

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  7. 7
    Evaluation of correlation forecasting models for risk management

    Evaluation of correlation forecasting models for risk management by Skintzi, Vasiliki D., Xanthopoulos-Sisinis, Spyros

    Published in Journal of forecasting
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  8. 8
    Implied correlation index: A new measure of diversification

    Implied correlation index: A new measure of diversification by Skintzi, Vasiliki D., Refenes, Apostolos-Paul N.

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  9. 9
    Volatility spillovers and dynamic correlation in European bond markets

    Volatility spillovers and dynamic correlation in European bond markets by Skintzi, Vasiliki D., Refenes, Apostolos N.

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