Publications
Articles in journals JCR
-
Aslanidis, Nektarios
,
Bariviera, Aurelio F.
and
Savva, C.
(2024):
"How do online attention and sentiment affect cryptocurrencies’ correlations?,",
Research in International Business and Finance,
forthcoming,
-
Aslanidis, Nektarios
,
Koursaros, D.
and
Otto, G.
(2024):
"Asymmetry in Inflation Persistence under Inflation Targeting",
The Quarterly Review of Economics and Finance,
forthcoming,
-
Tadei, F.
,
Aslanidis, Nektarios
and
Martínez, Óscar
(2024):
"Trade Costs and the Integration of British West Africa in the Global Economy, c. 1840-1940",
Economic History Review,
forthcoming,
-
Agoraki M.E.
,
Aslanidis, Nektarios
and
Kouretas, G.
(2023):
"How has COVID-19 affected the performance of green investment funds?",
Journal of International Money and finance,
131,
102792
-
Aslanidis, Nektarios
,
Christiansen, C.
and
Kouretas, G.
(2023):
"The Effects of High Risk on International Stock Markets",
Annals of Operations Research,
http://dx.doi.org/10.2139/ssrn.3523295,
Open Access
-
Agoraki M.E.
,
Aslanidis, Nektarios
and
Kouretas, G.
(2022):
"U.S. banks’ lending, financial stability, and text-based sentiment analysis",
Journal of Economic Behavior and Organization,
197,
73-90
-
Aslanidis, Nektarios
,
Baribiera, F. A.
and
López, O.G.
(2022):
"The link between cryptocurrencies and Google Trends attention",
Finance Research Letters,
,
102654
-
-
Aslanidis, Nektarios
,
Christiansen, C.
and
Savva, C.S.
(2021):
"Quantile Risk-Return Trade-Off",
Risk and Financial Manegement,
14,
249
-
Aslanidis, Nektarios
and
Hartigan, L.
(2021):
"Is the assumption of constant factor loadings too strong in practice?",
Economic Modelling,
98,
100-108
-
-
-
Aslanidis, Nektarios
,
Christiansen, C.
and
Cipollini, A.
(2019):
"Predicting bond betas using macro-finance variables",
Finance research Letters,
29,
193-199
-
Aslanidis, Nektarios
,
Christiansen, C.
and
Savva, C.
(2019):
"Flight-to-Safety and the Risk-Return Trade-Off: European Evidence",
FInance Research Letters,
forthcoming,
-
Nogues-Marco P.
,
Herranz-Loncán A.
and
Aslanidis, Nektarios
(2019):
"The making of a national currency. Spatial transaction costs and money market intergration in Spain (1825-1874)",
Journal of Economic History,
79,
1094-1128
-
Aslanidis, Nektarios
,
Christiansen, Charlotte
and
Savva, Christos S.
(2016):
Risk-Return Trade-Off for European Stock Markets,
International Review of Financial Analysis,
46,
84-103
-
Aslanidis, Nektarios
and
Christiansen, Charlotte
(2014):
"Quantiles of the realized stock-bond correlation and links to the macroeconomy",
Journal of Empirical Finance,
28,
321-331
-
Aslanidis, Nektarios
and
Fountas, Stilianos
(2014):
"Is real GDP stationary?, Evidence from a panel unit root test with cross-sectional dependence and historical data",
Empirical Economics,
46,
101-108
-
Aslanidis, Nektarios
and
Casas, Isabel
(2013):
"Nonparametric correlation models for portfolio allocation",
Journal of Banking and Finance,
37,
2268–2283
-
Aslanidis, Nektarios
and
C. Christiansen
(2012):
"Smooth transition patterns in the realized stock-bond correlation",
Journal of Empirical Finance,
19,
454 - 464
-
Aslanidis, Nektarios
and
Savva, C.S.
(2011):
"Are there still portfolio diversification benefits in Eastern Europe? Aggregate versus sectoral stock market data",
The Manchester School,
79,
1323-1352
-
Aslanidis, Nektarios
(2010):
"Business cycle synchronization between the CEECs and the Euroarea: Evidence from threshold seemingly unrelated regressions",
The Manchester School,
78,
538-555
-
Aslanidis, Nektarios
and
Cipollini, A.
(2010):
"Leading indicator properties of US high-yield credit spreads",
Journal of Macroeconomics,
32,
145-156
-
Aslanidis, Nektarios
,
Osborn, D.R.
and
Sensier, M.
(2010):
"Explaining co-movements in US and UK stock prices: the role of international information",
International Journal of Finance and Economics,
15,
366-380
-
Savva C.S.
and
Aslanidis, Nektarios
(2010):
"Stock market integration between new EU member states and the Euro-zone",
Empirical Economics,
39(2),
337-351
-
-
Aslanidis, Nektarios
and
A. Xepapadeas
(2008):
"Regime-switching and the shape of the emission-income relationship",
Economic Modelling,
25,
731-739
-
Aslanidis, Nektarios
and
A. Xepapadeas
(2006):
"Smooth transition pollution-income paths",
Ecological Economics,
57,
182-189
-
Aslanidis, Nektarios
and
G. Kouretas
(2005):
"Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece",
Economic Modelling,
22,
665-682
Articles in non-JCR-indexed journals
-
Aslanidis, Nektarios
and
Demiralp, S.
(2020):
"Has the financial crisis affected the real interest rate dynamics in Europe?",
Journal of Business Cycle Research,
16(1),
1-18
-
Aslanidis, Nektarios
,
Christiansen, C.
,
Lambertides, N.
and
Savva, C.
(2019):
"Idiosyncratic volatility puzzle: Influence of macro-finance factors",,
Review of Quantitative Finance and Accounting,
52,
381–401
Book chapters
-
Aslanidis, Nektarios
(2010):
"Environmental Kuznets curves for carbon emissions: A critical survey",
in
J. Meijer
and
A. der Berg
(eds.)
Handbook of Environmental Policy,
Nova Science Publishers, Hauppauge, NY, Fondazione Eni Enrico Mattei Working Paper 336,
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Department of Economics
