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Centro de Investigación en Economía Industrial y Economía Pública



Miembros

< Volver

Aslanidis , Nektarios

Profesor agregado
PhD: University of Manchester
Despacho: 304
Grupo: qure
Tel.: 977759848
Email: nektarios.aslanidis@urv.cat

Especialidades
  • Empirical Macroeconomics and Finance
  • Quantitative Macroeconomic History
Perfil

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 Banking and Finance, Journal of Empirical Finance and Ecological Economics. Before joining the University Rovira Virgili, he taught at the University of Crete, University of Sydney, Monash University and University of New South Wales. He has been a visiting fellow at the Ente Luigi Einaudi of Bank of Italy, Center for Research in  Econometric Analysis of Time Series (CREATES) of Aarhus University and Cyprus University of Technology.

Publicaciones
Artículos en revistas JCR
  • 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
  • Aslanidis , Nektarios; A. Xepapadeas (2006): "Smooth transition pollution-income paths", Ecological Economics ,57, 182-189
  • Aslanidis , Nektarios; A. Xepapadeas (2008): "Regime-switching and the shape of the emission-income relationship", Economic Modelling ,25, 731-739
  • Aslanidis , Nektarios; Iranzo Sancho, Susana (2009): "Environment and development: Is there a Kuznets curve for CO2 emissions?", Applied Economics ,41, 803-810
  • 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; 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
  • Aslanidis , Nektarios; Cipollini, A. (2010): "Leading indicator properties of US high-yield credit spreads", Journal of Macroeconomics ,32, 145-156
  • 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; 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; C. Christiansen (2012): "Smooth transition patterns in the realized stock-bond correlation", Journal of Empirical Finance ,19, 454 - 464
  • Aslanidis , Nektarios; Casas, Isabel (2013): "Nonparametric correlation models for portfolio allocation", Journal of Banking and Finance ,37, 2268–2283
  • 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; Christiansen, Charlotte (2014): "Quantiles of the realized stock-bond correlation and links to the macroeconomy", Journal of Empirical Finance ,28, 321-331
  • 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, C.; Cipollini, A. (2018): "Predicting bond betas using macro-finance variables", Finance Research Letters ,doi.org/10.1016/j.frl.2018.07.007,
  • Aslanidis , Nektarios; Bariviera, A.F.; Martinez, O. (2019): "An analysis of cryptocurrencies conditional cross correlations", Finance Research Letters ,forthcoming,
Artículos en revistas no indexadas en el JCR
  • 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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