Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Nektarios Aslanidis"'
Publikováno v:
Journal of Economic Behavior & Organization. 197:73-90
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ae072ef5b7fbfd52b0e8f15b99156254
https://doi.org/10.1016/j.jebo.2022.02.025
https://doi.org/10.1016/j.jebo.2022.02.025
Publikováno v:
Journal of international money and finance. 131
This paper adopts quantile regressions to scrutinize the dynamics of green investment funds in relation to the outbreak of the COVID-19 pandemic. We use data on three of the largest green investment funds (BNP PARIBAS Funds Climate Impact, Nordea Glo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5f3fde8a75292c2bc1dcf8ee10389322
https://pubmed.ncbi.nlm.nih.gov/36578465
https://pubmed.ncbi.nlm.nih.gov/36578465
Autor:
Luke Hartigan, Nektarios Aslanidis
Publikováno v:
Economic Modelling. 98:100-108
The assumption of constant loadings when estimating factor models is implicit in all empirical applications used in macroeconomics. We test this assumption explicitly in a general smooth transition loadings setting using a well-studied macroeconomic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c437814fe8b23446137e415a07094bf
https://doi.org/10.1016/j.econmod.2021.02.015
https://doi.org/10.1016/j.econmod.2021.02.015
Autor:
Nektarios Aslanidis, Oscar Martinez
Publikováno v:
Economic Modelling. 97:397-410
Measuring comovements across international financial markets is important for policy purposes and portfolio management. We develop a new approach to analyse such comovements in relation to key state variables, such as equity market volatility and sho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04c112dabbb43a558fb6d5417393c9ad
https://doi.org/10.1016/j.econmod.2020.04.009
https://doi.org/10.1016/j.econmod.2020.04.009
Autor:
Selva Demiralp, Nektarios Aslanidis
Publikováno v:
Journal of Business Cycle Research. 16:1-18
We investigate the effects of the financial crisis on the stationarity of real interest rates for a group of Euro area countries. We use a new unit root test developed by Pesaran et al. (J Econom 115(1): 53–74, 2013) that allows for multiple unobse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a9b6377a60e664ee7c3a2e3ce97f587a
https://doi.org/10.1007/s41549-020-00041-3
https://doi.org/10.1007/s41549-020-00041-3
Publikováno v:
SSRN Electronic Journal.
This paper shows that Bitcoin is not correlated to a general uncertainty index as measured by the Google Trends data of Castelnuovo and Tran (2017). Instead, Bitcoin is linked to a Google Trends attention measure specific for the cryptocurrency marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f422384c50b0ae464b9ddb0ac453610b
https://doi.org/10.2139/ssrn.3866250
https://doi.org/10.2139/ssrn.3866250
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 6
Aslanidis, N, Christiansen, C & Savva, C S 2021, ' Quantile Risk–Return Trade-Off ', Journal of Risk and Financial Management, vol. 14, no. 6, 249 . https://doi.org/10.3390/jrfm14060249
Journal of Risk and Financial Management, Vol 14, Iss 249, p 249 (2021)
Volume 14
Issue 6
Aslanidis, N, Christiansen, C & Savva, C S 2021, ' Quantile Risk–Return Trade-Off ', Journal of Risk and Financial Management, vol. 14, no. 6, 249 . https://doi.org/10.3390/jrfm14060249
Journal of Risk and Financial Management, Vol 14, Iss 249, p 249 (2021)
We investigate the risk–return trade-off on the US and European stock markets. We investigate the non-linear risk–return trade-off with a special eye to the tails of the stock returns using quantile regressions. We first consider the US stock mar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::31dc11a740078e43e41f4ec985390486
https://doi.org/10.2139/ssrn.3844597
https://doi.org/10.2139/ssrn.3844597
Publikováno v:
Finance Research Letters. 47:102654
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a38a435f5affb828eccfef9f46e8afde
https://doi.org/10.1016/j.frl.2021.102654
https://doi.org/10.1016/j.frl.2021.102654
Publikováno v:
Aslanidis, N, Christiansen, C & Savva, C S 2020, ' Flight-to-Safety and the Risk-Return Trade-Off: European Evidence ', Finance Research Letters, vol. 35, 101294 . https://doi.org/10.1016/j.frl.2019.09.009
This paper investigates flight-to-safety from stocks to bonds in six European markets. We use quantile regressions to identify flight-to-safety episodes. The conditional risk-return trade-off on the stock markets is negative. Flight-to-safety episode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bc44b562ca1005916c9e09dbe484bcd1
https://hdl.handle.net/20.500.14279/19089
https://hdl.handle.net/20.500.14279/19089
