Vasiliki Skintzi : Citation Profile

University of the Peloponnese

6

H index

4

i10 index

190

Citations

RESEARCH PRODUCTION:

12

Articles

2

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 10
   Journals where Vasiliki Skintzi has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 1 (0.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk22
   Updated: 2026-01-10    RAS profile: 2024-11-07    
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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 (5)

Kollias, Christos (4)

Yoon, Seong-Min (3)

Weber, Enzo (3)

Novales, Alfonso (3)

Conrad, Christian (3)

Nguyen, Duc Khuong (3)

GUPTA, RANGAN (3)

Corbet, Shaen (3)

Hakim, Abdul (3)

Cites to:

Bollerslev, Tim (20)

Engle, Robert (11)

Andersen, Torben (10)

Diebold, Francis (10)

Wang, Yudong (6)

Campbell, John (6)

Timmermann, Allan (5)

Corsi, Fulvio (5)

Sheppard, Kevin (4)

Bekaert, Geert (4)

Laurent, Sébastien (3)

Main data

Where Vasiliki Skintzi has published?

Journals with more than one article published# docs
International Review of Financial Analysis3
Applied Economics2

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

Recent works citing Vasiliki Skintzi (2025 and 2024)

YearTitle of citing document
2024Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2024). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471.

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2024International comovements of public debt. (2024). Yun, Youngjin ; Payne, James ; Lee, Junsoo ; Arčabić, Vladimir ; Arabi, Vladimir ; Isomitdinov, Hasan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:722-747.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Herrera, Rodrigo ; Pia, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615.

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2025Time-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.

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2024The 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.

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2024Global power and Stock market co-movements: A study of G20 markets. (2024). Gupta, Rakesh ; Selvanathan, E A ; Haddad, Sama. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001005.

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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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2024The 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.

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2025Private equity market dynamics: Beyond the surface. (2025). Daz, Antonio ; Esparcia, Carlos ; Tegtmeier, Lars. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002503.

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2025Liquidity spillover and investment strategy construction among Chinese green financial markets. (2025). Zhou, Yueyi ; Gao, Yang ; Zhao, Wandi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000061.

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2025The dynamic impact of cryptocurrency implied exchange rates on stock market returns: An empirical study of G7 countries. (2025). Xiao, Zumian ; Feng, Chao ; Ma, Shiqun ; Xiang, Lijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000595.

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2024Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach. (2024). Henry, Darren ; Colombage, Sisira ; Nguyen, Phong Minh ; Kim, Jae H. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:310-:d:1439431.

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2025Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models. (2025). Jin, Xiaoye. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10779-y.

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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2025Uncertainty and fluctuation in crude oil price: evidence from machine learning models. (2025). Zhu, BO ; Lu, Xinjie ; Ma, Feng. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05463-7.

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2024A novel robust method for estimating the covariance matrix of financial returns with applications to risk management. (2024). Toscano, Pietro ; Leccadito, Arturo ; Staino, Alessandro. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00642-2.

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2024The 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.

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2025Combining Volatility Forecasts of Duration‐Dependent Markov‐Switching Models. (2025). de Paula, Fernando Henrique ; Turatti, Douglas Eduardo. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1195-1210.

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2024A deep learning‐based financial hedging approach for the effective management of commodity risks. (2024). Hu, Yan ; Ni, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:879-900.

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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.
[Full Text][Citation analysis]		article20
2012Illiquidity, 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: 20		paper
2016Realized hedge ratio: Predictability and hedging performance In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
2017Determinants 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: 20		paper
2006Volatility spillovers and dynamic correlation in European bond markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article76
2016On the predictability of model-free implied correlation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2007Evaluation of correlation forecasting models for risk management In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2017High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article6
2024Macroeconomic attention and commodity market volatility In: Empirical Economics.
[Full Text][Citation analysis]		article0
2022Statistical and economic performance of combination methods for forecasting crude oil price volatility In: Applied Economics.
[Full Text][Citation analysis]		article3
2024Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries In: Applied Economics.
[Full Text][Citation analysis]		article1
2020Predictive ability and economic gains from volatility forecast combinations In: Journal of Forecasting.
[Full Text][Citation analysis]		article4
2005Implied correlation index: A new measure of diversification In: Journal of Futures Markets.
[Full Text][Citation analysis]		article45

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