Vasiliki D. Skintzi

Assistant Professor

Contact Details:

Phone: 0030 2710-230122
Internal phone: 1210

Fax: 00302710-230139

Email: vikiski@uop.gr

Personal webpage:http://econ.uop.gr/~vikiski

Address:

Department of Economics

School of Management and Economics

University of Peloponnese

Tripolis Campus, 22100, Greece

Studies
B.A.: Athens University of Economics & Business, Department of Economics, 1994-1998
Ì.Sc. Economics & Finance, University of Warwick, UK, 1999.
Ph.D. Athens University of Economics & Business, Department of Management Science & Technology, 2004. Title of Dissertation: "Dynamic Correlation Models in Finance".

Research Interests

Financial econometrics, risk managements, international financial markets.

Recent Publications
Skintzi, V. and A. Refenes (2006) “Bond Volatility Spillovers and Dynamic Correlation in European Bond Markets” Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 1, pp. 23-40.
Skintzi, V and A. Refenes (2005) “Implied Correlation Index: A New Measure of Diversification” Journal of Futures Markets, Vol 25, No. 2, pp. 171-197.
Skintzi, V., G. Skiadopoulos and A. Refenes (2005) “The Effect of Mis-Estimating Correlation on Value-at-Risk” Journal of Alternative Investments, Vol. 7, No. 5, pp. 66-82.
Skintzi, V. and S. Xanthopoulos, S (2005) “Evaluation of Correlation Forecasting Models For Risk Management” Lecture Series on Computer and Computational Sciences, VSP/Brill Publishers