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Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
Aslanidis, Nektarios; Kouretas, Georgios P. - In: Economic modelling 22 (2005) 4, pp. 665-682
Persistent link: https://www.econbiz.de/10003039922
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Uncertainty and Downside Risk in International Stock Returns
Aslanidis, Nektarios - 2020
We conduct an international analysis of the cross-sectional risk premiums of uncertainty risk factors in addition to traditional risk factors. We consider the stock markets in five regions separately. Internationally, uncertainty has negative risk premiums which is similar to previous findings...
Persistent link: https://www.econbiz.de/10012843478
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Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
Aslanidis, Nektarios; Kouretas, Georgios P. - In: Economic modelling 22 (2005) 4, pp. 665-682
Persistent link: https://www.econbiz.de/10006235860
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How has COVID-19 affected the performance of green investment funds?
Agoraki, Maria-Eleni K.; Aslanidis, Nektarios; … - In: Journal of international money and finance 131 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014248822
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US banks' lending, financial stability, and text-based sentiment analysis
Agoraki, Maria-Eleni K.; Aslanidis, Nektarios; … - In: Journal of economic behavior & organization : JEBO 197 (2022), pp. 73-90
Persistent link: https://www.econbiz.de/10013383144
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Business cycle synchronization between the CEEC and the euro-area : evidence from threshold seemingly unrelated regressions
Aslanidis, Nektarios - In: The Manchester School 78 (2010) 6, pp. 538-555
Persistent link: https://www.econbiz.de/10008903553
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Business cycle regimes in CEECs production : a threshold approach
Aslanidis, Nektarios - 2006
Persistent link: https://www.econbiz.de/10003315281
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Business cycle regimes in CEECs production : a threshold approach
Aslanidis, Nektarios (contributor) - 2006
Persistent link: https://www.econbiz.de/10003410547
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Wages, flexible exchange rates and commercial policy
Kouretas, Georgios P. - In: Economia internazionale 46 (1993) 2, pp. 225-246
Persistent link: https://www.econbiz.de/10001153276
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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