Nicholas Apergis

University of Piraeus

Professor

Karaoli and Dimitriou 80

80 KARAOLI & DIMITRIOU STREET

Piraeus, Attiki 18534

Greece

SCHOLARLY PAPERS

42

DOWNLOADS
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SSRN RANKINGS

Top 7,442

in Total Papers Downloads

4,898

CITATIONS
Rank 24,139

SSRN RANKINGS

Top 24,139

in Total Papers Citations

11

Scholarly Papers (42)

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.
Downloads 213 (112,207)

Abstract:

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

6.
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
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
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
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

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
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
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