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Business cycle regimes in CEECs production : a threshold approach

Aslanidis, Nektarios - 2006

Persistent link: https://www.econbiz.de/10003315281

Business cycle regimes in CEECs production : a threshold approach

Aslanidis, Nektarios (contributor) - 2006

Persistent link: https://www.econbiz.de/10003410547

Identifying linear restrictions on the monetary exchange rate model and the uncovered interest parity : cointegration evidence from the Canadian-US dollar

Kouretas, Georgios P. - In: The Canadian journal of economics 30 (1997) 4, pp. 875-890

Persistent link: https://www.econbiz.de/10001234306

Nonparametric correlation models for portfolio allocation

Aslanidis, Nektarios; Casas, Isabel - In: Journal of banking & finance 37 (2013) 7, pp. 2268-2283

Persistent link: https://www.econbiz.de/10009760686

Risk-return trade-off for European stock markets

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - 2013

Persistent link: https://www.econbiz.de/10010190893

Is real GDP stationary? : evidence from a panel unit root test with cross-sectional dependence and historical data

Aslanidis, Nektarios; Fountas, Stilianos - In: Empirical economics : a journal of the Institute for … 46 (2014) 1, pp. 101-108

Persistent link: https://www.econbiz.de/10010246826

Quantiles of the realized stock-bond correlation and links to the macroeconomy

Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 28 (2014), pp. 321-331

Persistent link: https://www.econbiz.de/10011285626

Risk-return trade-off for European stock markets

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: International review of financial analysis 46 (2016), pp. 84-103

Persistent link: https://www.econbiz.de/10011580870

Risk-Return Trade-Off for European Stock Markets

Aslanidis, Nektarios - 2015

This paper adopts factor models with macro-finance predictors to test the intertemporal risk-return relation for 13 European stock markets from 1986 to 2012. We filter out country specific, euro area, and US macro-finance factors from the conditional volatility and return to determine the...

Persistent link: https://www.econbiz.de/10013035291

Idiosyncratic volatility puzzle : influence of macro-finance factors

Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Review of quantitative finance and accounting 52 (2019) 2, pp. 381-401

Persistent link: https://www.econbiz.de/10012171614