Details about Nektarios Aslanidis
Access statistics for papers by Nektarios Aslanidis.
Last updated 2012-02-03. Update your information in the RePEc Author Service.
Short-id: pas139
Jump to Journal Articles
Working Papers
2010
- Modelling asset correlations during the recent FInancial crisis: A semiparametric approach
CREATES Research Papers, School of Economics and Management, University of Aarhus 
- Sign and Quantiles of the Realized Stock-Bond Correlation
CREATES Research Papers, School of Economics and Management, University of Aarhus
- Smooth Transition Patterns in the Realized Stock Bond Correlation
CREATES Research Papers, School of Economics and Management, University of Aarhus
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, Economics, The Univeristy of Manchester
2007
- Leading indicator properties of US high-yield credit spreads
Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics
2003
- Regime Switching and the Shape of the
Working Papers, University of Crete, Department of Economics View citations (3)
Journal Articles
2010
- Co-movements between US and UK stock prices: the role of time-varying conditional correlations
International Journal of Finance & Economics, 2010, 15, (4), 366-380 View citations (1)
- Stock market integration between new EU member states and the Euro-zone
Empirical Economics, 2010, 39, (2), 337-351 View citations (5)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
EconPapers is hosted by the
Örebro University School of Business.