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Nicholas Apergis

University of Piraeus

Professor

Karaoli and Dimitriou 80

80 KARAOLI & DIMITRIOU STREET

Piraeus, Attiki 18534

Greece

  • University of Piraeus

SCHOLARLY PAPERS

42

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CITATIONS
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11

Scholarly Papers (42)

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1.

The Relationship between Foreign Direct Investment and Economic Growth: Evidence from Transitional Countries

Number of pages: 19 Posted: 01 Jun 2007
Nicholas Apergis, Katerina Lyroudi and Thanasis Vamvakidis
University of Piraeus, University of Macedonia - Accounting and Finance and International Monetary Fund (IMF)
Downloads 1,271 (10,614)
Citation 2

Abstract:

Foreign Direct Investment (FDI), economic growth, transition economies, panel cointegration, panel causality

2.

Bank Profitability Over Different Business Cycles Regimes: Evidence from Panel Threshold Models

Number of pages: 20 Posted: 11 Jun 2007
Nicholas Apergis
University of Piraeus
Downloads 439 (48,033)

Abstract:

profitability, business cycles, Greek banks, panel threshold models

3.

Food Price Volatility and Macroeconomic Factors: Evidence from GARCH and GARCH-X Estimates

Journal of Agricultural and Applied Economics Vol. 43, No. 1, 2011
Number of pages: 14 Posted: 11 Jun 2007 Last Revised: 26 Apr 2015
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN
Downloads 392 (56,780)

Abstract:

relative food prices, volatility, macroeconomic fundamentals, GARCH and GARCH-X models

Abstract:

FDI inward and FDI outward, panel unit root tests, panel cointegration test, structural breaks

5.

Credit Default Swaps and Stock Prices: Further Evidence within and Across Markets from Mean and Volatility Transmission with a MVGARCH-M Model and Newer Data

Number of pages: 27 Posted: 19 Jan 2009
Andreas Lake and Nicholas Apergis
Eurobank-Ergasias EFG and University of Piraeus
Downloads 213 (112,207)

Abstract:

stock market, CDS market, mean and volatility spillovers, EC and MVGARCH-M models

6.

Technology, Human Capital and Productivity Growth: Should We Care About Threshold Effects? Evidence from a Panel of EU Industries

Number of pages: 19 Posted: 01 Jun 2007
Nicholas Apergis
University of Piraeus
Downloads 210 (113,730)

Abstract:

productivity growth, R&D, human capital, threshold effects, manufacturing industries, EU countries, panel data

7.

Credit Rating Changes’ Impact on Banks: Evidence from the US Banking Industry

Number of pages: 49 Posted: 02 Jul 2010 Last Revised: 05 Jan 2012
Nicholas Apergis, James E. Payne and Chris Tsoumas
University of Piraeus, affiliation not provided to SSRN and Hellenic Open University
Downloads 185 (110,750)

Abstract:

Credit rating changes, banks, market discipline

8.

Foreign Direct Investment Inward and Foreign Direct Investment Outward: Evidence from Panel Data

Number of pages: 21 Posted: 03 Jun 2007 Last Revised: 04 Feb 2008
Nicholas Apergis, Costas Katrakilidis and Nicholas Tambakis
University of Piraeus, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 174 (141,850)

Abstract:

FDI inward, FDI outward, transitional economies, panel cointegration, panel causality

9.

Private and Government Consumption in Transitional Economies: A Panel Data Analysis

Number of pages: 26 Posted: 01 Jun 2007
Nicholas Apergis and Katerina Lyroudi
University of Piraeus and University of Macedonia
Downloads 167 (143,315)

Abstract:

Private & government consumption, Ricardian Equivalence, Transitional Economies, Panel Data

10.

An Examination of Okun's Law: Evidence from Regional Areas in Greece

Applied Economics, Vol. 35, No. 10, 2003
Number of pages: 6 Posted: 23 Jun 2008
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN
Downloads 147 (155,169)
Citation 2

Abstract:

11.

Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension

Number of pages: 30 Posted: 01 Jun 2007
Nicholas Apergis and Stephen M. Miller
University of Piraeus and University of Nevada, Las Vegas - Department of Economics
Downloads 117 (190,468)

Abstract:

Consumption, Stock market, Wealth effect, Asymmetry

12.

Stylized Facts of Greek Business Cycles: New Evidence from Aggregate and Across Regimes Data

Number of pages: 35 Posted: 01 Jun 2007
Nicholas Apergis and Alexandros Panethimitakis
University of Piraeus and University of Athens
Downloads 86 (232,719)

Abstract:

Business cycles, stylized facts, real wages, variance decompositions, Greek economy

13.

Optimal Hedge Ratio Estimation During the Credit Crisis: An Application of Higher Moments

Frontiers in Finance and Economics, Vol. 9, No. 2, 64-84
Number of pages: 21 Posted: 19 Dec 2012
Nicholas Apergis and Alexandros Gabrielsen
University of Piraeus and Credit Suisse AG
Downloads 82 (223,163)
Citation 1

Abstract:

Optimal hedge ratios, conditional volatility, skewness and kurtosis, higher moments, equity indices

14.

Testing for Regime Changes in Greek Sovereign Debt Crisis

Number of pages: 27 Posted: 01 Feb 2011
Nicholas Apergis, Emmanuel C. Mamatzakis and Christos Staikouras
University of Piraeus, University of Macedonia and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 82 (237,748)

Abstract:

Threshold Cointegration, Greek Sovereign Debt, Spreads Over Bund, CDS, ML Estimation

15.

Agricultural Price Volatiltiy Spillover Effects: The Case Of Greece

European Review of Agricultural Economics, Vol. 30, Iss. 3, pp. 389-406, 2006
Number of pages: 18 Posted: 23 Jun 2008
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN
Downloads 82 (224,700)
Citation 4

Abstract:

agricultural prices, volatiltiy, GARCH process

16.

The Bank Lending Channel and Lunar Phases: Evidence from a Panel of European Banks

Number of pages: 22 Posted: 07 Mar 2011
Nicholas Apergis and Alexandros Gabrielsen
University of Piraeus and Credit Suisse AG
Downloads 80 (244,726)

Abstract:

Lunar phases, bank lending channel, European banks, GMM methodology

17.

Old Wine in a New Bottle: Are Financial Variables Omitted Variables in the Production Function?

Number of pages: 13 Posted: 15 Jun 2007
Nicholas Apergis
University of Piraeus
Downloads 70 (263,992)

Abstract:

money, credit, production function, GMM estimations, G7 panel

18.

What are the Driving Factors Behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland

Levy Economics Institute, Working Papers Series
Number of pages: 26 Posted: 11 May 2012
Nicholas Apergis and Emmanuel C. Mamatzakis
University of Piraeus and University of Sussex - School of Business, Management and Economics
Downloads 68 (263,992)

Abstract:

Sovereign Debt Crisis, Spreads, CDS, FAVAR Model, Greece and Ireland

19.

The Bank Lending Channel and Monetary Policy Rules for European Banks: Further Extensions

The B.E. Journal of Macroeconomics, January 2015
Number of pages: 36 Posted: 02 Aug 2012 Last Revised: 31 Aug 2016
Nicholas Apergis, Stephen M. Miller and Effrosyni Alevizopoulou
University of Piraeus, University of Nevada, Las Vegas - Department of Economics and University of Piraeus
Downloads 61 (268,130)

Abstract:

Monetary policy rules, bank lending channel, European banks, GMM methodology

20.

Weather Conditions and Bank Loans Efficiency in US Banking: A Panel VAR Approach

Number of pages: 47 Posted: 10 Sep 2011
Nicholas Apergis, Panayotis Artikis and Emmanuel C. Mamatzakis
University of Piraeus, University of Piraeus and University of Sussex - School of Business, Management and Economics
Downloads 58 (281,153)

Abstract:

Bank loan efficiency, weather, panel VAR, causality

21.

Mean Spillover Effects in Agricultural Prices: The Case of Greece

Agribusiness: An International Journal Vol. 19, No. 4, 2003
Number of pages: 13 Posted: 24 Jun 2008
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN
Downloads 58 (281,153)
Citation 1

Abstract:

22.

Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering

North American Journal of Economics and Finance, July 2014
Number of pages: 37 Posted: 24 Dec 2010 Last Revised: 18 Mar 2015
Nicholas Apergis, Christina Christou and Stephen M. Miller
University of Piraeus, University of Piraeus - Department of Banking and Financial Management and University of Nevada, Las Vegas - Department of Economics
Downloads 52 (297,623)

Abstract:

equity markets convergence, industry effects, international equity markets, panel convergence methodology

23.

Convergence Patterns in Financial Development: Evidence from Club Convergence

Empirical Economics, 43(3), December 2012
Number of pages: 40 Posted: 24 Dec 2010 Last Revised: 04 Feb 2013
Nicholas Apergis, Christina Christou and Stephen M. Miller
University of Piraeus, University of Piraeus - Department of Banking and Financial Management and University of Nevada, Las Vegas - Department of Economics
Downloads 40 (316,049)

Abstract:

economic growth, financial development, convergence clustering approach, financial indicators

24.

Mood Effects in Optimal Debt Contracts

Number of pages: 31 Posted: 05 Feb 2012 Last Revised: 21 Mar 2012
Nicholas Apergis and Dimitris Voliotis
University of Piraeus and University of Piraeus - Department of Banking and Financial Management
Downloads 33 (327,668)

Abstract:

mood effects, rank-dependent probabilities

25.

Forecasting Fiscal Variables: Only a Strong Growth Plan Can Sustain the Greek Austerity Programs - Evidence from Simultaneous and Structural Models

Number of pages: 24 Posted: 16 May 2013
Nicholas Apergis and Arusha V. Cooray
University of Piraeus and University of Nottingham
Downloads 18 (401,654)

Abstract:

primary balance, public debt, structural modeling, Greece

26.

Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility

International Finance, Vol. 10, Issue 2, pp. 131-152, Summer 2007
Number of pages: 22 Posted: 11 Dec 2007
Nicholas Apergis and Stephen M. Miller
University of Piraeus and University of Nevada, Las Vegas - Department of Economics
Downloads 11 (482,497)

Abstract:

27.

Forcasting Fiscal Variables: Only a Strong Growth Plan Can Sustain the Greek Austerity Programs - Evidence from Simultaneous and Structural Models

CAMA Working Paper 25/2013
Number of pages: 24 Posted: 08 Jun 2013
Nicholas Apergis and Arusha V. Cooray
University of Piraeus and University of Nottingham
Downloads 9 (477,266)

Abstract:

primary balance, public debt, structural modeling, Greece

28.

Financial Structure and Industrial Structure

Downloads 2 (531,181)

Financial Structure and Industrial Structure

Bulletin of Economic Research, Vol. 63, No. 2, pp. 109-139, 2011
Number of pages: 31 Posted: 16 Mar 2011
Angelos A. Antzoulatos, Nicholas Apergis and Chris Tsoumas
University of Piraeus - Department of Banking and Financial Management, University of Piraeus and Hellenic Open University
Downloads 2 (557,809)

Abstract:

financial structure, industrial structure, panel cointegration

Financial Structure and Industrial Structure

Bulletin of Economic Research, Forthcoming
Posted: 04 Mar 2008 Last Revised: 03 Mar 2010
Angelos A. Antzoulatos, Nicholas Apergis and Chris Tsoumas
University of Piraeus - Department of Banking and Financial Management, University of Piraeus and Hellenic Open University

Abstract:

Financial Structure, Industrial Structure, Panel Co-integration

29.

Monetary Policy and Macroprudential Policy: New Evidence from a World Panel of Countries

Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 3, pp. 395-410, 2017
Number of pages: 16 Posted: 25 Apr 2017
Nicholas Apergis
University of Piraeus
Downloads 0 (540,136)

Abstract:

30.

Does More Complex Language in FOMC Decisions Impact Financial Markets?

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 31 Posted: 01 Feb 2016
Lee A. Smales and Nicholas Apergis
Curtin University - School of Economics and Finance and University of Piraeus
Downloads 0 (362,543)

Abstract:

Monetary policy decisions, Financial markets, Federal Reserve, Linguistic complexity, FOMC statements

31.

International Earnings to Price Ratio Convergence: Evidence from the European Union

The International Journal of Business and Finance Research, v. 9 (5) p. 37-55
Number of pages: 20 Posted: 29 Jan 2016
Nicholas Apergis, Christis Hassapis, Christina Christou and Steve Johnson
University of Piraeus, University of Cyprus, University of Piraeus and Sam Houston State University
Downloads 0 (497,558)

Abstract:

Earnings-Price Ratios; Club Convergence; Clustering Procedure; European Markets

32.

Does Happiness Converge?

Journal of Happiness Studies, Volume 16, Issue 1, pp 67-76
Posted: 08 Apr 2014 Last Revised: 03 Feb 2016
Nicholas Apergis and Yannis Georgellis
University of Piraeus and University of Kent, Canterbury - Kent Business School

Abstract:

Panel convergence, Happiness, Life satisfaction, European Union

33.

Economic Freedom and Income Inequality Revisited: Evidence from a Panel Error Correction Model

Contemporary Economic Policy, Vol. 32, Issue 1, pp. 67-75, 2014
Number of pages: 9 Posted: 20 Nov 2013
Nicholas Apergis, Oguzhan C. Dincer and James E. Payne
University of Piraeus, Illinois State University - Department of Economics and Illinois State University
Downloads 0 (553,449)

Abstract:

34.

Dynamic Linkages between FDI Inflows and Domestic Investment: A Panel Cointegration Approach

Atlantic Economic Journal, 34, pp. 385-394, 2006
Posted: 07 Jan 2013
Nicholas Apergis, Constantinos Katrakilidis and Nicholas Tabakis
University of Piraeus, Aristotle University of Thessaloniki - Department of Economics and Alexander Technological Educational Institute of Thessaloniki - Department of Agricultural Development and Agribusiness Management

Abstract:

FDI inflows, domestic investment, panel cointegration

35.

Exchange Rate Volatility and Inward Foreign Direct Investment in Greece: The Prospect of Emu Membership

International Review of Economics and Business (RISEC), Vol 49, No. 4, 2002
Posted: 26 Jun 2008
Nicholas Apergis, Dimitrios Kyrkilis and Anthony N. Rezitis
University of Piraeus, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

FDI, EMU, exchange rate volatility

36.

Cost Structure, Technological Change and Productivity Growth in the Greek Banking Sector

International Advances in Economic Research, Vol. 10, No. 1, 2004
Posted: 25 Jun 2008
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN

Abstract:

Banks, Cost structure, Economies of scale, Technical change, Productivity growth, Greece

37.

Operational Efficiecny in the Greek Banking Industry: Evidence from the Stochastic Frontier Approach and Error Decomposition

International Review of Economics and Business (RISEC), Vol. 50, No. 4, 2003
Posted: 24 Jun 2008
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN

Abstract:

Operational efficiency, Banks, Stochastic frontier, Error decompositions, Greece

38.

Food Price Volatiltiy and Macroeconomic Factor Volatiltiy: 'Heat Waves' or 'Meteor Sowers'?

Applied Economics Letters, Vol. 10, pp. 155-160, 2003
Posted: 23 Jun 2008
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN

Abstract:

39.

Asymmetric Cross-Market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets

Manchester School, Vol. 69, pp. 81-96 , 2001
Posted: 23 Jun 2008
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN

Abstract:

40.

Housing Prices and Macroeconomic Factors in Greece: Prospects within the EMU

Applied Economics Letters, Vol. 10, No. 9, 2003
Posted: 23 Jun 2008
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and affiliation not provided to SSRN

Abstract:

41.

Old Wine in a New Bottle: Growth Convergence Dynamics in the EU

Atlantic Economic Journal, Vol. 38, No. 2, pp. 169-181
Posted: 05 Mar 2008 Last Revised: 14 Mar 2011
Nicholas Apergis, Ekaterini Panopoulou and Chris Tsoumas
University of Piraeus, University of Kent, Canterbury - Kent Business School and Hellenic Open University

Abstract:

Growth convergence, growth factors, transition paths, EU countries, logt test

42.

A Survey on the Feldstein-Horioka Puzzle: What Has Been Done and Where We Stand

Research in Economics, Vol. 63, pp. 64-76
Posted: 22 Jun 2007 Last Revised: 14 Mar 2011
Nicholas Apergis and Chris Tsoumas
University of Piraeus and Hellenic Open University

Abstract:

Feldstein-Horioka puzzle, survey

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