Valerio Potì
Valerio Potì
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Title
Cited by
Cited by
Year
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
D Bredin, T Conlon, V Potì
International Review of Financial Analysis 41, 320-328, 2015
1202015
Have European stocks become more volatile? An empirical investigation of idiosyncratic and market risk in the Euro area
C Kearney, V Potì
European Financial Management 14 (3), 419-444, 2008
1032008
Correlation dynamics in European equity markets
C Kearney, V Potì
Research in International Business and Finance 20 (3), 305-321, 2006
1032006
International portfolio formation, skewness and the role of gold
BM Lucey, E Tully
Skewness and the Role of Gold (September 2003), 2003
982003
The coskewness puzzle
V Potě, DL Wang
Journal of Banking & Finance 34 (8), 1827-1838, 2010
522010
From boom to bust: A post-Celtic Tiger analysis of the norms, values and roles of Irish financial journalists
D Fahy, M O'Brien, V Poti
Irish Communications Review 12, 5-20, 2010
442010
The price of shelter-Downside risk reduction with precious metals
D Bredin, T Conlon, V Potì
International Review of Financial Analysis 49, 48-58, 2017
222017
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
T Post, V Potì
Management Science 63 (1), 153-165, 2017
222017
Combative critics or captured collaborators? Irish financial journalism and the end of the Celtic Tiger
D Fahy, M O’Brien, V Poti
Irish Communications Review 12, 5-21, 2010
202010
Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective
P Pattitoni, B Petracci, V Potì, M Spisni
Research in International Business and Finance 27 (1), 12-27, 2013
192013
Predictability and ‘good deals’ in currency markets
RM Levich, V Potì
International Journal of Forecasting 31 (2), 454-472, 2015
182015
What drives currency predictability?
V Potì, A Siddique
Journal of International Money and Finance 36, 86-106, 2013
152013
DCC-GARCH modelling of market and firm-level correlation dynamics in the Dow Jones Eurostoxx50 Index
C Kearney, V Poti
Paper submitted to the European Finance Association Conference, Edinburgh, 2003
152003
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence
M Faliva, V Poti, MG Zoia
Communications in Statistics-Theory and Methods 45 (1), 49-62, 2016
132016
Idiosyncratic risk, market risk and correlation dynamics in European equity markets
C Kearney, V Potì
The Institute for International Integration Studies Discussion Paper Series 15, 2004
132004
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
L Bagnato, V Potì, MG Zoia
Statistical Papers 56 (4), 1205-1234, 2015
102015
Does gold glitter in the long-run
D Bredin, T Conlon, V Potì
Gold as a Hedge and Safe Haven Across Time and Investment Horizon. Gold as a …, 2014
82014
Predictability and diversification benefits of investing in commodity and currency futures
J Cotter, E Eyiah-Donkor, V Potì
International Review of Financial Analysis 50, 52-66, 2017
72017
Measuring excess-predictability of asset returns and market efficiency over time
R Levich, T Conlon, V Potì
Economics Letters 175, 92-96, 2019
62019
Predictability, trading rule profitability and learning in currency markets
V Potì, RM Levich, P Pattitoni, P Cucurachi
International Review of Financial Analysis 33, 117-129, 2014
62014
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