Universitat Rovira i Virgili
Campus of International Excellence Southern Catalonia
Research Centre on Economics and Sustainability (ECO-SOS)

Other staff

Research staff

Aslanidis, Nektarios

Full 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 Quantitative Macroeconomic History and Empirical Macro-Finance.

He served as a Researcher at the Ente Luigi Einaudi Research Center of the Central Bank of Italy (2003), as well as at the Central Bank of Estonia (2005). Over the past four years, Nektarios has received funding twice for his research in economic history from the Central Bank of Spain (funding that is competitive not only at the national but also at the international level).

Nektarios is a member of the Estonian Research Council / Social Sciences Expert Committee and a member of the National Science Centre of Poland / PRELUDIUM Programme Expert Panel.

In addition, Nektarios has more than 30 publications in recognized international academic journals (such as 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, among others), as well as a large number of participations in international academic conferences. He has also been invited to give seminars at distinguished universities, such as the University of Nottingham, University of York, Sciences Po Toulouse, University of California Davis, Athens University of Economics and Business, University of Melbourne, Monash University, University of Sydney, Universitat Pompeu Fabra, Waseda University (Tokyo), University of Manchester, and Stockholm School of Economics, as well as at central banks, including those of France, Spain, Greece, Cyprus, the Reserve Bank of New Zealand, and the Central Bank of Estonia.

In 2020, Nektarios and his co-authors were awarded the Hamilton Prize by the Spanish Economic History Association for the best article published in international academic journals. The award was given for the article: Nogues-Marco P., A. Herranz-Loncán and 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.

Publications
Articles in journals JCR
  • 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
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

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


Curriculum
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