Aslanidis , Nektarios
Associate Professor
Specialization Empirical Macroeconomics and Finance, Quantitative Macroeconomic History
Phone 977759848
Office 304
Group qure
PhD University of Manchester


Articles in journals JCR
  • Aslanidis, Nektarios , Bariviera, A.F. and Pérez, Alejandro (2021): "Are cryptocurrencies becoming more interconnected?", Economics Letters, 199, 109725
  • Aslanidis, Nektarios , Christiansen, C. and Savva, C.S. (2021): "Quantile Risk-Return Trade-Off", Risk and Financial Manegement,,
  • Aslanidis, Nektarios and Hartigan, L. (2021): "Is the assumption of constant factor loadings too strong in practice?", Economic Modelling, 98, 100-108
  • Aslanidis, Nektarios and Martínez, Óscar (2020): "Correlation regimes in international equity and bond returns", Economic Modelling, forthcoming,
  • Aslanidis, Nektarios , Bariviera, A.F. and Martínez, Óscar (2019): "An analysis of cryptocurrencies conditional cross correlations", Finance Research Letters, 31, 130-137
  • 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 Iranzo, Susana (2009): "Environment and development: Is there a Kuznets curve for CO2 emissions?", Applied Economics, 41, 803-810
  • 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,