| Volatility spillovers and dynamic correlation in European bond markets VD Skintzi, AN Refenes Journal of International Financial Markets, Institutions and Money 16 (1), 23-40, 2006 | 184 | 2006 |
| Implied correlation index: A new measure of diversification VD Skintzi, APN Refenes Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 161 | 2005 |
| Determinants of stock-bond market comovement in the Eurozone under model uncertainty VD Skintzi International Review of Financial Analysis 61, 20-28, 2019 | 56 | 2019 |
| Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers A Andrikopoulos, T Angelidis, V Skintzi International Review of Financial Analysis 35, 118-127, 2014 | 31 | 2014 |
| High-and low-frequency correlations in European government bond spreads and their macroeconomic drivers S Boffelli, VD Skintzi, G Urga Journal of Financial Econometrics 15 (1), 62-105, 2016 | 24 | 2016 |
| The effect of mis-estimating correlation on value-at-risk VD Skintzi, G Skiadopoulos, APN Refenes SSRN, 2005 | 22 | 2005 |
| Realized hedge ratio: Predictability and hedging performance CE Markopoulou, VD Skintzi, APN Refenes International Review of Financial Analysis 45, 121-133, 2016 | 19 | 2016 |
| Evaluation of correlation forecasting models for risk management VD Skintzi, S Xanthopoulos‐Sisinis Journal of forecasting 26 (7), 497-526, 2007 | 18 | 2007 |
| Predictive ability and economic gains from volatility forecast combinations SP Fameliti, VD Skintzi Journal of Forecasting 39 (2), 200-219, 2020 | 15 | 2020 |
| Exploring trust in the boardroom: the case of Nordic region DNK Aspasia Pastra Team Performance Management, 2021 | 6* | 2021 |
| On the predictability of model-free implied correlation C Markopoulou, V Skintzi, A Refenes International Journal of Forecasting 32 (2), 527-547, 2016 | 6 | 2016 |
| Statistical and economic performance of combination methods for forecasting crude oil price volatility SP Fameliti, VD Skintzi Applied Economics 54 (26), 3031-3054, 2022 | 5 | 2022 |
| Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries SP Fameliti, VD Skintzi Applied Economics 56 (19), 2315-2336, 2024 | 1 | 2024 |
| Dynamic correlation models VD Skintzi Ph. D. thesis, Athens University of Economics & Business, Department of …, 2003 | 1 | 2003 |
| Macroeconomic Attention and Commodity Market Volatility S Fameliti, V Skintzi Available at SSRN 4657183, 0 | | |
| Modeling Short-Term and Long-Term Correlations Between Asset Returns VD Skintzi | | |
Andreas AndrikopoulosUniversity of PiraeusVerified email at unipi.gr
