Universitat Rovira i Virgili
Campus de Excelencia Internacional Cataluña Sur
Centro de Investigación en Economía y Sostenibilidad (ECO-SOS)

Otros miembros

Miembros

Aslanidis, Nektarios

Catedrático
PhD: University of Manchester
Despacho: 304
Grupo: qure
Tel.: 977759848
Email: nektarios.aslanidis(ELIMINAR)@urv.cat

Especialidades
  • Empirical Macroeconomics and Finance
  • Quantitative Macroeconomic History
Perfil

Los principales intereses de investigación de Nektarios se centran en la Historia Macroeconómica Cuantitativa y la Macrofinanza Empírica.

Nektarios cuenta con más de 30 publicaciones en revistas académicas internacionales reconocidas (como Journal of Economic History, Economic History Review, Journal of International Money and Finance, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Economic Behavior and Organization, Annals of Operations Research, entre otras), así como con un gran número de participaciones en congresos académicos internacionales. También ha sido invitado a impartir seminarios en universidades de prestigio, como la University of Nottingham, la University of York, Sciences Po Toulouse, la University of California Davis, la Athens University of Economics and Business, la University of Melbourne, la Monash University, la University of Sydney, la Universitat Pompeu Fabra, la Waseda University (Tokio), la University of Manchester y la Stockholm School of Economics, así como en bancos centrales, incluidos los de Francia, España, Grecia, Chipre, el Reserve Bank of New Zealand y el Banco Central de Estonia.

En 2020, Nektarios y sus coautores recibieron el Premio Hamilton de la Asociación Española de Historia Económica al mejor artículo publicado en revistas académicas internacionales. El premio fue otorgado por el artículo: Nogues-Marco P., A. Herranz-Loncán y N. Aslanidis (2019), The Making of a National Currency. Spatial Transaction Costs and Money Market Integration in Spain (1825–1874), Journal of Economic History 79, 1094–1128.

Además, Nektarios trabajó como investigador en el Centro de Investigación Ente Luigi Einaudi del Banco de Italia (2003), así como en el Banco Central de Estonia (2005). En los últimos cuatro años, Nektarios ha recibido financiación en dos ocasiones para su investigación en historia económica por parte del Banco de España.

Nektarios es miembro del Consejo de Investigación de Estonia / Comité de Expertos en Ciencias Sociales y miembro del Centro Nacional de Ciencia de Polonia / Panel de Expertos del programa PRELUDIUM.

Publicaciones
Artículos en revistas JCR
  • Agoraki, M.E.; Aslanidis, Nektarios; Kouretas, G. (2026): "Explaining Episodes of High Inflation: Demand- and Supply-Side Drivers in Times of Uncertainty", International Journal of Finance & Economics ,doi.org/10.1002/ijfe.70215,
  • Aslanidis, Nektarios; Papadakis, Charalampos (2025): "Cross-country dependence and financial integration in the last 150 years", Empirical Economics ,10.1007/s00181-025-02808-y,
  • 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
Artículos en revistas no indexadas en el 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
Capítulos en libro
  • 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
Proyectos
Convocatorias competitivas

Con organismos públicos

  • Título: Improvement in evironmental quality: Is economic growth all it takes?

    Investigador principal: Aslanidis, Nektarios

    Miembros: Iranzo Sancho, Susana

    Referencia: 2006AIRE/08 Año inicio: 2007 Año final: 2010

    Entidad: URV - Universitat Rovira i Virgili


Curriculum
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