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Aslanidis , Nektarios

Associate Professor
PhD: University of Manchester
Despatx: 304
Group: qure
Pho.: 977759848
Email: nektarios.aslanidis@urv.cat

  • Empirical Macroeconomics and Finance
  • Quantitative Macroeconomic History

Nektarios' main research interests are in Empirical Macroeconomics and Finance, Quantitative Macroeconomic History. He has published several articles in international journals such as the Jounral of Economic History, 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. 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.

Articles in journals 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; Bariviera, A.F.; Martinez, O. (2019): "An analysis of cryptocurrencies conditional cross correlations", Finance Research Letters ,31, 130-137
  • Aslanidis , Nektarios; Christiansen, C.; Savva, C. (2019): "Flight-to-Safety and the Risk-Return Trade-Off: European Evidence", FInance Research Letters ,forthcoming,
  • Aslanidis , Nektarios; Christiansen, C.; Cipollini, A. (2019): "Predicting bond betas using macro-finance variables", Finance research Letters ,29, 193-199
  • 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; Martínez Ibáñez, Óscar (2020): "Correlation regimes in international equity and bond returns", Economic Modelling ,forthcoming,
Articles in journals not indexed in the 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
  • Aslanidis , Nektarios; Demiralp, S. (2020): "Has the financial crisis affected the real interest rate dynamics in Europe?", Journal of Business Cycle Research ,DOI: 10.1007/s41549-020-00041-3.,
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
Competitive calls

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

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