Aslanidis, Nektarios
Associate Professor
PhD: University of Manchester
Despatx: 304
Group: qure
Pho.: 977759848
Email: nektarios.aslanidis(ELIMINAR)@urv.cat
Specialties
- Empirical Macroeconomics and Finance
- Quantitative Macroeconomic History
Profile
Nektarios' main research interests are in Empirical Macroeconomics and Finance, Quantitative Macroeconomic History. He has published several articles in international journals such as the Journal of Economic History, Economics History Review, Journal of International Money and finance, Journal of Economic Behavior and Organization, Economics Letters, the Journal of Banking and Finance and Journal of Empirical Finance. Before joining the University Rovira Virgili, he taught at the University of Crete, University of Sydney, Monash University and University of New South Wales.
Nektarios will be on sabbatical at the University of York during Sep 2024-July 2025.
Research Projects:
2024-2025 Latin America’s experience with the Gold Standard, 1867-1931 (with Matthias Morys, University of York), funded by the Banco de España
Publications
Articles in journals JCR
- Aslanidis, Nektarios; Bariviera, Aurelio F.; Savva, C. (2024): "How do online attention and sentiment affect cryptocurrencies’ correlations?,", Research in International Business and Finance ,forthcoming,
- Aslanidis, Nektarios; Koursaros, D.; Otto, G. (2024): "Asymmetry in Inflation Persistence under Inflation Targeting", The Quarterly Review of Economics and Finance ,forthcoming,
- Tadei, F.; Aslanidis, Nektarios; Martínez Ibáñez, 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; 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.; 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; 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.; López, O.G. (2022): "The link between cryptocurrencies and Google Trends attention", Finance Research Letters ,, 102654
- Aslanidis, Nektarios; Bariviera, Aurelio F.; Pérez Laborda, Alejandro (2021): "Are cryptocurrencies becoming more interconnected?", Economics Letters ,199, 109725
- Aslanidis, Nektarios; Christiansen, C.; Savva, C.S. (2021): "Quantile Risk-Return Trade-Off", Risk and Financial Manegement ,14, 249
- Aslanidis, Nektarios; Hartigan, L. (2021): "Is the assumption of constant factor loadings too strong in practice?", Economic Modelling ,98, 100-108
- Aslanidis, Nektarios; Martínez Ibáñez, Óscar (2021): "Correlation regimes in international equity and bond returns", Economic Modelling ,97, 397-410
- Aslanidis, Nektarios; Bariviera, Aurelio F.; Martínez Ibáñez, Óscar (2019): "An analysis of cryptocurrencies conditional cross correlations", Finance Research Letters ,31, 130-137
- Aslanidis, Nektarios; Christiansen, C.; Cipollini, A. (2019): "Predicting bond betas using macro-finance variables", Finance research Letters ,29, 193-199
- Aslanidis, Nektarios; Christiansen, C.; Savva, C. (2019): "Flight-to-Safety and the Risk-Return Trade-Off: European Evidence", FInance Research Letters ,forthcoming,
- Nogues-Marco P.; Herranz-Loncán A.; 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; Savva, Christos S. (2016): Risk-Return Trade-Off for European Stock Markets, International Review of Financial Analysis ,46, 84-103
- Aslanidis, Nektarios; Christiansen, Charlotte (2014): "Quantiles of the realized stock-bond correlation and links to the macroeconomy", Journal of Empirical Finance ,28, 321-331
- Aslanidis, Nektarios; 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; Casas, Isabel (2013): "Nonparametric correlation models for portfolio allocation", Journal of Banking and Finance ,37, 2268–2283
- Aslanidis, Nektarios; C. Christiansen (2012): "Smooth transition patterns in the realized stock-bond correlation", Journal of Empirical Finance ,19, 454 - 464
- Aslanidis, Nektarios; 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; Cipollini, A. (2010): "Leading indicator properties of US high-yield credit spreads", Journal of Macroeconomics ,32, 145-156
- Aslanidis, Nektarios; Osborn, D.R.; 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.; Aslanidis, Nektarios (2010): "Stock market integration between new EU member states and the Euro-zone", Empirical Economics ,39(2), 337-351
- Aslanidis, Nektarios; Iranzo Sancho, Susana (2009): "Environment and development: Is there a Kuznets curve for CO2 emissions?", Applied Economics ,41, 803-810
- Aslanidis, Nektarios; A. Xepapadeas (2008): "Regime-switching and the shape of the emission-income relationship", Economic Modelling ,25, 731-739
- Aslanidis, Nektarios; A. Xepapadeas (2006): "Smooth transition pollution-income paths", Ecological Economics ,57, 182-189
- Aslanidis, Nektarios; 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 journals not indexed in the JCR
- Aslanidis, Nektarios; 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.; 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", J. Meijer; A. der Berg (eds.) Handbook of Environmental Policy ,Nova Science Publishers, Hauppauge, NY, Fondazione Eni Enrico Mattei Working Paper 336
Projects
Competitive calls
Title:
Principal Investigator: Bernd Theilen; Ricardo Flores-Fillol
Members: Mañé Vernet, Ferran; Ferré Carracedo, Montserrat; Iranzo Sancho, Susana; Aslanidis, Nektarios; Manzano Tovar, Carolina; Vilella Bach, Cori; Llerena Garrés, Francesc; Giménez-Gómez, José-Manuel; jordi.andreu
Reference: PID2019-105982GB-I00_20201116 Start Year: 2020 End Year: 2023
Entity: MICINN - Ministerio de Ciencia e Innovación
Title:
Principal Investigator: Theilen, Bernd
Members: Flores-Fillol, Ricardo; Manzano Tovar, Carolina; Sardà Pons, Jordi; Mañé Vernet, Ferran; Llerena Garrés, Francesc; Vilella Bach, Cori; Aslanidis, Nektarios; Ferré Carracedo, Montserrat; Iranzo Sancho, Susana; Pérez Laborda, Alejandro; Flamand, Sabine; Giménez-Gómez, José-Manuel; Osório Costa, Antonio Miguel
Reference: ECO2016-75410-P Start Year: 2016 End Year: 2019
Entity: MEYC-Ministerio de Economía y Competividad
Title: Diseño institucional bajo la influencia de factores políticos
Principal Investigator: Theilen, Bernd
Members: Manzano Tovar, Carolina; Mañé Vernet, Ferran; Flores-Fillol, Ricardo; Ferré Carracedo, Montserrat; guiomar.ibanez; judit.garcia; Sardà Pons, Jordi; Iranzo Sancho, Susana; Aslanidis, Nektarios; Pérez Laborda, Alejandro; Olga.Slivko; Helmut Herwartz; Xavier Fageda; Volodymyr Bilotkach
Reference: ECO2013-42884-P Start Year: 2014 End Year: 2016
Entity: MEYC - Ministerio de Economía y Competitividad
Title: Quantitative urban and regional economics
Principal Investigator: Arauzo-Carod, Josep-Maria
Members: Aslanidis, Nektarios; Diaz-Serrano, Luis; Iranzo Sancho, Susana; Llop Llop, Maria; Manjón Antolín, Miquel; Mañé Vernet, Ferran; Martínez Ibáñez, Óscar
Reference: 2009SGR-322 Start Year: 2009 End Year: 2013
Entity: AGAUR - Agència de Gestió d'Ajuts Universitaris i de Recerca, Generalitat de Catalunya
Title: Environmental quality, growth and technical change: Cross-country empirical evidence and some lessons for environmental policy
Principal Investigator: Aslanidis, Nektarios
Members: Iranzo Sancho, Susana; Tastos Xepapadeas
Reference: ECO2009-11055 Start Year: 2009 End Year: 2012
Entity: MCIN - Ministerio de Ciencia e Innovación
With public
Title: Improvement in evironmental quality: Is economic growth all it takes?
Principal Investigator: Aslanidis, Nektarios
Members: Iranzo Sancho, Susana
Reference: 2006AIRE/08 Start Year: 2007 End Year: 2010
Entity: URV - Universitat Rovira i Virgili