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Valerio Potì

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This is information that was supplied by Valerio Potì in registering through RePEc. If you are Valerio Potì , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Valerio
Middle Name:
Last Name: Potì
Suffix:

RePEc Short-ID: ppo218

Email:
Homepage: http://www.valeriopoti.com
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Affiliation

(in no particular order)

Works

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Working papers

  1. Richard M. Levich & Valerio Poti, 2008. "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers 14597, National Bureau of Economic Research, Inc.
  2. Colm Kearney & Valerio Poti, 2006. "Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," The Institute for International Integration Studies Discussion Paper Series iiisdp132, IIIS.
  3. Colm Kearney & Valerio Poti, 2005. "Correlation Dynamics in European Equity Markets," Finance 0507008, EconWPA.
  4. Brian M Lucey & Edel Tully & Valerio Poti, 2005. "International Portfolio Formation, Skewness & the Role of Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp030, IIIS.
  5. Colm Kearney & Valerio Poti, 2004. "Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp015, IIIS.

Articles

  1. Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo, 2013. "Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective," Research in International Business and Finance, Elsevier, vol. 27(1), pages 12-27.
  2. Potì, Valerio & Siddique, Akhtar, 2013. "What drives currency predictability?," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 86-106.
  3. Potì, Valerio & Wang, DengLi, 2010. "The coskewness puzzle," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1827-1838, August.
  4. Kearney, Colm & Poti, Valerio, 2006. "Correlation dynamics in European equity markets," Research in International Business and Finance, Elsevier, vol. 20(3), pages 305-321, September.
  5. Brian M Lucey, Valerio Poti, Edel Tully, 2006. "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(1), pages 49-68, June.
  6. Valerio Pot�, 2005. "Discount factor and conditional return volatility," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 369-372, November.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2009-01-03
  2. NEP-CFN: Corporate Finance (1) 2006-05-28
  3. NEP-EEC: European Economics (2) 2005-07-11 2006-05-27. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2005-08-13
  5. NEP-FIN: Finance (3) 2004-05-09 2005-07-11 2006-05-27. Author is listed
  6. NEP-FMK: Financial Markets (2) 2004-05-09 2006-06-07. Author is listed
  7. NEP-RMG: Risk Management (1) 2006-06-07

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Corrections

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