Vasiliki Skintzi : Citation Profile


Are you Vasiliki Skintzi?

University of the Peloponnese

5

H index

4

i10 index

152

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 8
   Journals where Vasiliki Skintzi has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 1 (0.65 %)

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   Permalink: http://citec.repec.org/psk22
   Updated: 2022-11-19    RAS profile: 2022-05-16    
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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:

Schadner, Wolfgang (6)

Papadamou, Stephanos (4)

Nguyen, Duc Khuong (3)

GUPTA, RANGAN (3)

McAleer, Michael (3)

Weber, Enzo (3)

Kollias, Christos (3)

Conrad, Christian (3)

Yoon, Seong-Min (3)

Hakim, Abdul (3)

Corbet, Shaen (3)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (10)

Diebold, Francis (9)

Andersen, Torben (8)

Corsi, Fulvio (5)

Timmermann, Allan (5)

Bekaert, Geert (4)

Campbell, John (4)

Sheppard, Kevin (4)

Christiansen, Charlotte (3)

Watson, Mark (3)

Main data


Where Vasiliki Skintzi has published?


Journals with more than one article published# docs
International Review of Financial Analysis3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Vasiliki Skintzi (2022 and 2021)


YearTitle of citing document
2021Feasible Implied Correlation Matrices from Factor Structures. (2021). Schadner, Wolfgang. In: Papers. RePEc:arx:papers:2107.00427.

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2022Index Tracking via Learning to Predict Market Sensitivities. (2022). Choi, Yongmin ; Kim, Jeonghun ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2209.00780.

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2021Risk modeling with option-implied correlations and score-driven dynamics. (2021). Herrera, Rodrigo ; Pia, Marco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:932.

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2022The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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2021Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278.

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2021Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

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2022Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115.

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2022The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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2021A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Deng, Yunke ; Huang, Chuangxia ; Yang, Xin ; Cao, Jinde. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001125.

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2021International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672.

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2022Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. (2022). Sharma, Abhijit ; Ozkan, Aydin ; Grillini, Stefano. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002307.

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2021Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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2021Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict. (2021). Wang, Ziwei ; Lucey, Brian ; He, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320309715.

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2021Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix. (2021). Schadner, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s154461232031669x.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021Who is the center of local currency Asian government bond markets?. (2021). Tsukuda, Yoshihiko ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000220.

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2021A Practical Guide to harnessing the HAR volatility model. (2021). Clements, Adam ; Daniel, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002417.

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2021The numerical simulation of Quanto option prices using Bayesian statistical methods. (2021). Wu, Jianhong ; Gao, Rui ; Li, Yaqiong ; Lin, Lisha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309274.

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2021Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Ur, Mobeen ; Alkhataybeh, Ahmad ; El-Nader, Ghaith. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:280-297.

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2021Volatility and return spillovers between stock markets and cryptocurrencies. (2021). Uzonwanne, Godfrey . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:30-36.

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2022Network connectedness dynamics of the yield curve of G7 countries. (2022). Aharon, David Y ; Riaz, Yasir ; Umar, Zaghum. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:275-288.

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2021Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

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2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318.

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2022.

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2022.

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2021Market The (De)merits of using Integral Transforms in Predicting Structural Break Points. (2021). Sebehela, Tumellano ; Kola, Katlego . In: International Real Estate Review. RePEc:ire:issued:v:24:n:03:2021:p:405-467.

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2022Investor Base Dynamics and Sovereign Bond Yield Volatility. (2022). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp02342022.

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2021Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation. (2021). Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababaa, Abdel Razzaq ; Alomari, Mohammad. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00967-4.

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2022Volatility Asymmetry and Spillover Effects in Crude Oil Futures Market: Evidence from China. (2022). Chen, Gao Tian ; Hui, Gao. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:9:y:2022:i:3:p:82-101.

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2022Did green debt instruments aid diversification during the COVID-19 pandemic?. (2022). Sakti, Ali ; Aun, Syed ; Narayan, Paresh Kumar. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00331-4.

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Works by Vasiliki Skintzi:


YearTitleTypeCited
2014Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers In: International Review of Financial Analysis.
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article12
2012Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 12
paper
2016Realized hedge ratio: Predictability and hedging performance In: International Review of Financial Analysis.
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article4
2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty In: International Review of Financial Analysis.
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article16
2017Determinants of stock-bond market comovement in the Eurozone under model uncertainty.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 16
paper
2006Volatility spillovers and dynamic correlation in European bond markets In: Journal of International Financial Markets, Institutions and Money.
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article68
2016On the predictability of model-free implied correlation In: International Journal of Forecasting.
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article4
2007Evaluation of correlation forecasting models for risk management In: Journal of Forecasting.
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article2
2017High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers In: The Journal of Financial Econometrics.
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article5
2022Statistical and economic performance of combination methods for forecasting crude oil price volatility In: Applied Economics.
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article0
2020Predictive ability and economic gains from volatility forecast combinations In: Journal of Forecasting.
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article2
2005Implied correlation index: A new measure of diversification In: Journal of Futures Markets.
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article39

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