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CREATES research paper
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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
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2
Flight to safety from European stock markets
Aslanidis, Nektarios
;
Christiansen, Charlotte
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2017
Persistent link: https://www.econbiz.de/10011750377
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3
Idiosyncratic volatility puzzle : influence of macro-finance factors
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2014
Persistent link: https://www.econbiz.de/10010433247
Saved in:
4
Modelling asset correlations during the recent financial crisis : a semiparametric approach
Aslanidis, Nektarios
;
Casas, Isabel
-
2010
Persistent link: https://www.econbiz.de/10008688578
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5
Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios
;
Christiansen, Charlotte
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2010
Persistent link: https://www.econbiz.de/10003956890
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6
Sign and quantiles of the realized stock-bond correlation
Aslanidis, Nektarios
;
Christiansen, Charlotte
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2010
Persistent link: https://www.econbiz.de/10008651648
Saved in:
7
Risk-return trade-off for European stock markets
Aslanidis, Nektarios
;
Christiansen, Charlotte
;
Savva, …
-
2013
Persistent link: https://www.econbiz.de/10010190893
Saved in:
8
Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios
;
Christiansen, Charlotte
-
2012
Persistent link: https://www.econbiz.de/10009562832
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