Universitat Rovira i Virgili

Aslanidis, Nektarios

Professor agregat
PhD: University of Manchester
Office: 304
Grup: qure
Tel.: 977759848
Email: nektarios.aslanidis(ELIMINAR)@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 Journal of Economic History, Economics Letters, 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.

Hamilton Prize to the best article published in international journals, awarded by the Spanish Association of Economic History (2020), for the article: Nogues-Marco, P., Herranz-Loncán, A. and Aslandis, N. (2019): The making of a national currency. Spatial transaction costs and money market integration in Spain (1825-1874), Journal of Economic History, 79 (4), pp. 1094-1128

Research Projects:

2021-2022 Near-Money in History: Cryptocurrencies vs. Bills of Exchange (together with Pilar Nogues-Marco, Université de Genève), funded by the Bank of Spain  

Articles en revistes JCR
  • 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 en revistes no indexades 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
Capítols en llibre
  • 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
Convocatories competitives

Amb organismes publics
  • Títol: Improvement in evironmental quality: Is economic growth all it takes?

    Investigador principal: Aslanidis, Nektarios

    Membres: Iranzo Sancho, Susana

    Referència: 2006AIRE/08 Any inici: 2007 Any final: 2010

    Entitat: URV - Universitat Rovira i Virgili