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Nektarios Aslanidis

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This is information that was supplied by Nektarios Aslanidis in registering through RePEc. If you are Nektarios Aslanidis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nektarios
Middle Name:
Last Name: Aslanidis
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RePEc Short-ID: pas139

Email:
Homepage: http://www.urv.cat/creip/qui-som/en_membres/3/aslanidis-nektarios
Postal Address: Associate Professor of Economics Universitat Rovira i Virgili, CREIP Departament d´ Economia FCEE, Avinguda Universitat 1 43204 Reus, Spain
Phone:

Affiliation

Centre de Recerca en Economia Industrial i Economia Pública (CREIP)
Facultat de Ciències Econòmiques i Empresarials
Universitat Rovira I Virgili Tarragona
Location: Reus, Spain
Homepage: http://www.urv.cat/creip/
Email:
Phone: 977 75 98 00
Fax: 977 75 98 10
Postal: Avinguda de la Universitat 1 - 43204 Reus
Handle: RePEc:edi:crurves (more details at EDIRC)

Works

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Working papers

  1. Nektarios Aslanidis & Charlotte Christiansen, 2010. "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers 2010-15, School of Economics and Management, University of Aarhus.
  2. Nektarios Aslanidis & Charlotte Christiansen, 2010. "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers 2010-55, School of Economics and Management, University of Aarhus.
  3. Nektarios Aslanidis & Isabel Casas, 2010. "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers 2010-71, School of Economics and Management, University of Aarhus.
  4. Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier, 2008. "Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations," Centre for Growth and Business Cycle Research Discussion Paper Series 96, Economics, The Univeristy of Manchester.
  5. Andrea Cipollini & Nektarios Aslanidis, 2007. "Leading indicator properties of US high-yield credit spreads," Center for Economic Research (RECent) 006, University of Modena and Reggio E., Dept. of Economics.
  6. Nektarios Aslanidis & Anastasios Xepapadeas, . "Regime Switching and the Shape of the," Working Papers 0206, University of Crete, Department of Economics, revised 31 Mar 2003.

Articles

  1. Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier, 2010. "Co-movements between US and UK stock prices: the role of time-varying conditional correlations," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 366-380.
  2. Christos Savva & Nektarios Aslanidis, 2010. "Stock market integration between new EU member states and the Euro-zone," Empirical Economics, Springer, vol. 39(2), pages 337-351, October.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2008-02-16. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-11-13. Author is listed
  3. NEP-FMK: Financial Markets (2) 2010-05-02 2010-11-13. Author is listed
  4. NEP-FOR: Forecasting (1) 2010-05-02. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2008-02-16. Author is listed
  6. NEP-MST: Market Microstructure (2) 2010-05-02 2010-09-11. Author is listed
  7. NEP-RMG: Risk Management (1) 2010-11-13. Author is listed

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