Nektarios Aslanidis

Universitat Rovira Virgili

Tarragona

Spain

SCHOLARLY PAPERS

19

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52

CROSSREF CITATIONS

12

Scholarly Papers (19)

1.

Environmental Kuznets Curves for Carbon Emissions: A Critical Survey

FEEM Working Paper No. 75.2009
Number of pages: 38 Posted: 04 Nov 2009
Nektarios Aslanidis
Universitat Rovira Virgili
Downloads 475 (118,799)
Citation 22

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Environmental Kuznets Curve, Carbon Emissions, Functional Form, Heterogeneity, 'Spurious' Regressions, Spatial Dependence

Smooth Transition Patterns in the Realized Stock Bond Correlation

Number of pages: 29 Posted: 26 Apr 2010 Last Revised: 16 Apr 2012
Nektarios Aslanidis and Charlotte Christiansen
Universitat Rovira Virgili and Aarhus University - CREATES
Downloads 155 (369,297)

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realized stock-bond correlation, smooth transition regressions, correlation regimes, VIX index

Smooth Transition Patterns in the Realized Stock Bond Correlation

CREATES Research Paper 2010-15
Number of pages: 29 Posted: 27 Apr 2010 Last Revised: 16 Apr 2012
Nektarios Aslanidis and Charlotte Christiansen
Universitat Rovira Virgili and Aarhus University - CREATES
Downloads 97 (530,458)
Citation 3

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realized stock-bond correlation, smooth transition regressions, correlation regimes, VIX index

3.

Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy

Number of pages: 35 Posted: 01 Sep 2010 Last Revised: 12 Mar 2014
Nektarios Aslanidis and Charlotte Christiansen
Universitat Rovira Virgili and Aarhus University - CREATES
Downloads 234 (254,800)
Citation 9

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Realized stock-bond correlation, Quantile regressions, Macro-finance variables, Factor analysis

4.

Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors

Number of pages: 32 Posted: 21 Nov 2014 Last Revised: 09 Nov 2017
Universitat Rovira Virgili, Aarhus University - CREATES, Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 226 (263,380)

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Idiosyncratic volatility puzzle; Macro-finance factors; Business cycle

5.

Risk-Return Trade-Off for European Stock Markets

Number of pages: 58 Posted: 29 Jul 2013 Last Revised: 31 Jan 2015
Nektarios Aslanidis, Charlotte Christiansen and Christos S. Savva
Universitat Rovira Virgili, Aarhus University - CREATES and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 183 (319,727)
Citation 3

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European stock markets; Factor model; Macro-finance predictors; Markov switching model; Quantile regressions; Risk-return trade-off

6.

The Effects of High Uncertainty Risk on International Stock Markets

Number of pages: 34 Posted: 24 Feb 2020 Last Revised: 17 Sep 2023
Nektarios Aslanidis, Charlotte Christiansen and Georgios P. Kouretas
Universitat Rovira Virgili, Aarhus University - CREATES and Athens University of Economics and Business
Downloads 158 (363,309)

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International stock returns; economic policy uncertainty; factor models; downside risk

7.

Correlation Regimes in International Equity and Bond Returns

Economic Modelling, Forthcoming
Number of pages: 35 Posted: 10 Feb 2016 Last Revised: 17 Apr 2020
Nektarios Aslanidis and Oscar Martinez
Universitat Rovira Virgili and Rovira i Virgili University
Downloads 153 (373,041)
Citation 1

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International Equity and Bond Comovements, Threshold, State Variables, Stock Market Volatility, Interest Rates

8.

Predicting Bond Betas Using Macro-Finance Variables

Number of pages: 13 Posted: 11 Jan 2017 Last Revised: 21 Jul 2018
Universitat Rovira Virgili, Aarhus University - CREATES and Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and EconomicsUniversity of Palermo - d/SEAS
Downloads 148 (383,502)

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bond betas; Complete Subset Regressions; corporate bonds; government bonds; macro-finance variables; Model Confidence Set

9.

The Integration of West Africa in the Global Economy, 1842-1938

Number of pages: 32 Posted: 11 Jun 2020
Nektarios Aslanidis, Oscar Martinez and Federico Tadei
Universitat Rovira Virgili, Rovira i Virgili University and University of Barcelona
Downloads 141 (398,535)
Citation 2

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Market Integration, West Africa, Commodity Trade, Trade Costs, Threshold Autoregressions

10.

The link between Bitcoin and Google Trends attention

Number of pages: 9 Posted: 15 Jun 2021
Nektarios Aslanidis, Aurelio F. Bariviera and Óscar G. López
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and affiliation not provided to SSRN
Downloads 136 (409,843)
Citation 8

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Cryptocurrencies, Google Trends, transfer entropy, market attention

11.

Weekly Dynamic Conditional Correlations Among Cryptocurrencies and Traditional Assets

Number of pages: 16 Posted: 02 Apr 2020
Nektarios Aslanidis, Aurelio F. Bariviera and Christos S. Savva
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 120 (451,137)
Citation 4

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Day-of-the-Week Effect, Dynamic Conditional Correlation, Bit-Coin, Volatility Seasonality

12.

An Analysis of Cryptocurrencies Conditional Cross Correlations

Number of pages: 11 Posted: 12 Dec 2018 Last Revised: 28 Feb 2019
Nektarios Aslanidis, Aurelio F. Bariviera and Oscar Martinez
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Rovira i Virgili University
Downloads 104 (501,351)
Citation 7

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cryptocurrency, correlation, GARCH, Dynamic Conditional Correlation

13.

Quantile Risk-Return Trade-Off

Number of pages: 22 Posted: 13 May 2021
Nektarios Aslanidis, Charlotte Christiansen and Christos S. Savva
Universitat Rovira Virgili, Aarhus University - CREATES and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 99 (518,749)
Citation 2

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risk-return trade-off; quantile regressions; VIX; stock markets

14.

Flight-to-Safety and the Risk-Return Trade-Off: European Evidence

Number of pages: 16 Posted: 07 Nov 2017 Last Revised: 04 Sep 2019
Nektarios Aslanidis, Charlotte Christiansen and Christos S. Savva
Universitat Rovira Virgili, Aarhus University - CREATES and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 91 (547,584)
Citation 1

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Flight-to-Safety; Risk-Return Trade-Off; European Markets; Stock Market; Bond Market

15.

Asymmetry in Inflation Rates Under Inflation Targeting

Number of pages: 62 Posted: 22 Jun 2017 Last Revised: 19 May 2019
Nektarios Aslanidis, Demetris Koursaros and Glenn Otto
Universitat Rovira Virgili, Cyprus University of Technology - Department of Commerce and UNSW Australia Business School, School of Economics
Downloads 79 (595,904)

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Inflation Targeting, Threshold Autoregression, Asymmetry, Persistence

16.

Is the Assumption of Linearity in Factor Models too Strong in Practice?

UNSW Business School Research Paper No. 2016-03
Number of pages: 24 Posted: 04 Apr 2016
Nektarios Aslanidis and Luke Hartigan
Universitat Rovira Virgili and University of New South Wales (UNSW), UNSW Business School, School of Economics
Downloads 54 (720,962)

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Factor Model Non-linearity, Regime Change, Transition Variables, LM test

17.

Are Cryptocurrencies Becoming More Interconnected?

Number of pages: 15 Posted: 17 Nov 2020
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Universitat Rovira-i-Virgili
Downloads 51 (739,202)
Citation 10

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Cryptocurrencies, Market Linkages, Diversification

Cross-Country Dependence and Financial Integration in the Last 150 Years

Number of pages: 13 Posted: 22 May 2023
Charalampos Papadakis and Nektarios Aslanidis
affiliation not provided to SSRN and Universitat Rovira Virgili
Downloads 19 (1,037,791)

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Financial Integration, Dynamic Panels, Cross-country Dependence, U-shaped pattern

Cross-Country Dependence and Financial Integration in the Last 150 Years

Number of pages: 16 Posted: 14 Aug 2023
Charalampos Papadakis and Nektarios Aslanidis
affiliation not provided to SSRN and Universitat Rovira Virgili
Downloads 13 (1,109,147)

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Financial Integration, Dynamic Panels, Cross-country Dependence, First Era of Globalization, Floating Exchange Rates, U-shaped pattern

19.

The Making of a National Currency. Spatial Transaction Costs and Money Market Integration in Spain (1825-1874)

CEPR Discussion Paper No. DP12453
Number of pages: 36 Posted: 01 Dec 2017 Last Revised: 21 Jan 2019
Universitat Rovira Virgili, University of Barcelona and University of Geneva
Downloads 0 (1,226,485)
Citation 1
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Bills of Exchange, Financial Development, Money Market Convergence, Money Market Efficiency, Money Market Integration, Spanish National Currency, Specie-Point Mechanism, transaction costs