Concepedia

Eirini Konstantinidi

EK

7

Publications

395

Citations

7

H-Index

2007

Active since

Affiliations

University of Piraeus(Current)

Queen Mary University of London

University of Manchester

University of Warwick

Eirini Konstantinidi is an author at University of Piraeus specializing in asset pricing, volatility modeling, and business.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsVolatility ModelingEconomicsEconometricsEmpirical FinanceForecastingOption Pricing

Publications per year

2007–2019

7

Publications

7

Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices

Eirini Konstantinidi, George Skiadopoulos, Emilia Tzagkaraki · Journal of Banking & Finance · 2008 · 179 citations

Forecasting Methodology, Volatility Modeling, Economic Forecasting +11

Volatility spillovers and the effect of news announcements

George J. Jiang, Eirini Konstantinidi, George Skiadopoulos · Journal of Banking & Finance · 2012 · 91 citations

Volatility Modeling, Financial Economics, Asset Pricing +5

A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion

Renato Faccini, Eirini Konstantinidi, George Skiadopoulos et al. · Management Science · 2018 · 32 citations · Full text

Empirical Finance, Volatility Modeling, Asset Pricing +19

How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns

Eirini Konstantinidi, George Skiadopoulos · Journal of Banking & Finance · 2015 · 28 citations

Empirical Finance, Volatility Modeling, Financial Economics +5

Can the Evolution of Implied Volatility Be Forecasted? Evidence from European and U.S. Implied Volatility Indices

Eirini Konstantinidi, George Skiadopoulos, Emilia Tzagkaraki · SSRN Electronic Journal · 2007 · 25 citations · Full text

Forecasting Methodology, Volatility Modeling, Engineering +18

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