← All authors Nektarios Aslanidis Universitat Rovira i Virgili (per OpenAlex) · ORCID · OpenAlex
35 papers in scope · 34 published · 1 on the econ.EM arXiv · 936 citations · h-index 15 (over the papers listed here)
Papers (1 of 35)
Explaining Episodes of High Inflation: Demand‐ and Supply‐Side Drivers in Times of Uncertainty
published 2026 · International Journal of Finance & Economics
with Maria-Eleni K. Agoraki, Γεώργιος Π. Κουρέτας
Cross-country dependence and financial integration in the last 150 years
published 2025 · Empirical Economics · first circulated 2023
with Charalampos Papadakis
working paper 2025 · arXiv
Asymmetry in inflation persistence under inflation targeting
published 2024 · The Quarterly Review of Economics and Finance
with Demetris Koursaros, Glenn Otto
Do online attention and sentiment affect cryptocurrencies’ correlations?
published 2024 · Research in International Business and Finance · 10 citations
Trade costs and the integration of British West Africa in the global economy, c . 1840–1940
published 2024 · The Economic History Review · 3 citations
with Federico Tadei, Oscar Martínez
The effects of high uncertainty risk on international stock markets
published 2023 · Annals of Operations Research · 2 citations
with Charlotte Christiansen, George P. Kouretas
How has COVID-19 affected the performance of green investment funds?
published 2022 · Journal of International Money and Finance · 41 citations
with Maria-Eleni K. Agoraki, Γεώργιος Π. Κουρέτας
U.S. banks’ lending, financial stability, and text-based sentiment analysis
published 2022 · 34 citations
with Maria-Eleni K. Agoraki, Γεώργιος Π. Κουρέτας
The link between cryptocurrencies and Google Trends attention
published 2022 · Finance research letters · 84 citations · first circulated 2021
Quantile Risk–Return Trade-Off
published 2021 · Journal of risk and financial management · 7 citations
with Charlotte Christiansen, Christos S. Savva
Is the assumption of constant factor loadings too strong in practice?
published 2021 · Economic Modelling · 4 citations
with Luke Hartigan
Correlation regimes in international equity and bond returns
published 2020 · Economic Modelling · 6 citations
with Oscar Martínez
Has the Financial Crisis affected the Real Interest Rate Dynamics in Europe?
published 2020 · Journal of Business Cycle Research · 1 citations
with Selva Demiralp
Are Cryptocurrencies Becoming More Interconnected?
published 2020 · Economics Letters · 8 citations
The Making of a National Currency: Spatial Transaction Costs and Money Market Integration in Spain (1825–1874)
published 2019 · The Journal of Economic History · 15 citations · first circulated 2017
with Pilar Nogués-Marco, Alfonso Herranz-Loncán
Flight-to-safety and the risk-return trade-off: European evidence
published 2019 · Finance research letters · 16 citations
with Charlotte Christiansen, Christos S. Savva
An analysis of cryptocurrencies conditional cross correlations
published 2019 · Finance research letters · 143 citations · first circulated 2018
Predicting bond betas using macro-finance variables
published 2018 · Finance research letters · 13 citations · first circulated 2017
with Charlotte Christiansen, Andrea Cipollini
Idiosyncratic volatility puzzle: influence of macro-finance factors
published 2018 · Review of Quantitative Finance and Accounting · 4 citations · first circulated 2014
with Charlotte Christiansen, Neophytos Lambertides, Christos S. Savva
Risk-return trade-off for European stock markets
published 2016 · International Review of Financial Analysis · 33 citations · first circulated 2013
with Charlotte Christiansen, Christos S. Savva
Quantiles of the realized stock–bond correlation and links to the macroeconomy
published 2014 · Journal of Empirical Finance · 13 citations · first circulated 2010
with Charlotte Christiansen
Nonparametric correlation models for portfolio allocation
published 2013 · Journal of Banking & Finance · 24 citations
with Isabel Casas
Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data
published 2013 · Empirical Economics · 25 citations · first circulated 2012
with Stilianos Fountas
Smooth transition patterns in the realized stock–bond correlation
published 2012 · Journal of Empirical Finance · 63 citations · first circulated 2010
with Charlotte Christiansen
ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA*
published 2011 · Manchester School · 13 citations
with Christos S. Savva
BUSINESS CYCLE SYNCHRONIZATION BETWEEN THE CEEC AND THE EURO-AREA: EVIDENCE FROM THRESHOLD SEEMINGLY UNRELATED REGRESSIONS
published 2010 · Manchester School · 13 citations
Leading indicator properties of US high-yield credit spreads
published 2009 · Journal of Macroeconomics · 1 citations
with Andrea Cipollini
Stock market integration between new EU member states and the Euro-zone
published 2009 · Empirical Economics · 78 citations · first circulated 2008
with Christos S. Savva
Co‐movements between US and UK stock prices: the role of time‐varying conditional correlations
published 2009 · International Journal of Finance & Economics · 29 citations
with Denise R. Osborn, Marianne Sensier
Environment and development: is there a Kuznets curve for CO 2 emissions?
published 2008 · Applied Economics · 136 citations
with Susana Iranzo
Regime switching and the shape of the emission–income relationship
published 2008 · Economic Modelling · 21 citations
with Anastasios Xepapadeas
Economic Growth and Poverty Alleviation: A Reconsideration of Dollar and Kraay
published 2006 · European Journal of Development Research · 42 citations · first circulated 2002
with Edmund Amann, Frederick Nixson, Bernard Walters
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
published 2005 · Economic Modelling · 15 citations · first circulated 2003
with Γεώργιος Π. Κουρέτας
Smooth transition pollution–income paths
published 2005 · Ecological Economics · 39 citations
with Anastasios Xepapadeas
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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