Nicholas Apergis

University of Piraeus

Professor

Karaoli and Dimitriou 80

80 KARAOLI & DIMITRIOU STREET

Piraeus, Attiki 18534

Greece

University of Derby

Kedleston Road

Derby, Derbyshire DE22 1GB

United Kingdom

  • University of Piraeus

  • University of Derby

SCHOLARLY PAPERS

52

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CROSSREF CITATIONS

43

Scholarly Papers (52)

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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 1,577 (16,417)
Citation 5

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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 532 (74,215)

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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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development
Downloads 482 (83,668)

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

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

5.

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 (deceased)
Downloads 251 (170,572)

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Credit rating changes, banks, market discipline

6.

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 247 (173,183)

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

7.

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 237 (180,194)

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

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 191 (220,136)

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

9.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development
Downloads 184 (227,343)
Citation 1

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10.

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 179 (232,757)

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

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 135 (292,955)
Citation 1

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Consumption, Stock market, Wealth effect, Asymmetry

12.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development
Downloads 124 (312,207)
Citation 1

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agricultural prices, volatiltiy, GARCH process

13.

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 National and Kapodistrian University of Athens
Downloads 122 (315,931)

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

14.

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 119 (321,591)

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

15.

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 97 (369,126)

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

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 96 (371,494)

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

17.

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 93 (378,987)

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

18.

Dynamic Connectedness between COVID-19 News Sentiment, Capital and Commodity Markets

Number of pages: 10 Posted: 05 Mar 2021 Last Revised: 26 Sep 2021
Nicholas Apergis, Ioannis Chatziantoniou and David Gabauer
University of Piraeus, Hellenic Mediterranean University and Software Competence Center Hagenberg
Downloads 91 (384,172)

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COVID-19 sentiment news; volatility indices; TVP-VAR; dynamic connectedness; joint connectedness.

19.

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 91 (384,172)

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

20.

The Effects of Trump Trade Policy on China’s Economic Performance

Number of pages: 20 Posted: 11 Jul 2019
Mario Arturo Ruiz Estrada, Donghyun Park, Minsoo Lee and Nicholas Apergis
Universidad de San Carlos de Guatemala - Facultad de Ciencias Economicas, Asian Development Bank - Economic Research, Asian Development Bank and University of Piraeus
Downloads 87 (394,872)

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China, U.S., trade, tariff, protectionism, trade policy, policy modeling

21.

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 84 (403,272)
Citation 1

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

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 82 (408,963)
Citation 18

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

23.

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

Number of pages: 47 Posted: 10 Sep 2011
Nicholas Apergis, Panagiotis Artikis and Emmanuel C. Mamatzakis
University of Piraeus, University of Piraeus and University of Sussex - School of Business, Management and Economics
Downloads 80 (414,861)

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Bank loan efficiency, weather, panel VAR, causality

24.

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 80 (414,861)
Citation 2

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

25.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development
Downloads 73 (436,703)

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26.

Does More Complex Language in FOMC Decisions Impact Financial Markets?

Asian Finance Association (AsianFA) 2016 Conference, Journal of International Financial Markets, Institutions and Money, Vol. 51, 2017
Number of pages: 31 Posted: 01 Feb 2016 Last Revised: 27 Oct 2020
Lee A. Smales and Nicholas Apergis
University of Western Australia and University of Piraeus
Downloads 70 (446,605)
Citation 1

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

27.

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 62 (475,023)

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mood effects, rank-dependent probabilities

28.

Borrower- and Lender-Based Macroprudential Policies: What Works Best Against Bank Systemic Risk?

Number of pages: 65 Posted: 27 Jun 2022
Nicholas Apergis, Ahmet Faruk Aysan and Yassine Bakkar
University of Piraeus, Hamad Bin Khalifa University - Center for Islamic Economics and Finance and Queen’s University Belfast
Downloads 44 (551,670)

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Systemic risk; Macroprudential policies; Complementarity; Monetary policy; Financial stability

29.

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 Embassy of Sri Lanka, Oslo
Downloads 35 (598,899)

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primary balance, public debt, structural modeling, Greece

30.

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 23 (677,634)

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

31.

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 Embassy of Sri Lanka, Oslo
Downloads 16 (733,495)

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primary balance, public debt, structural modeling, Greece

32.

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 15 (742,191)

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33.

Modelling Australian Electricity Prices Using Indicator Saturation

Number of pages: 38 Posted: 01 Mar 2022
Nicholas Apergis, Wei-Fong Pan, James Reade and Shixuan Wang
University of Piraeus, Business School, Sun Yat-sen University, University of Reading and University of Reading
Downloads 9 (798,139)

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Australian National Electricity Market, Electricity Prices, Indicator Saturation, Price Spikes

34.

Financial Structure and Industrial Structure

Downloads 3 (861,533)

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 (deceased)
Downloads 3 (897,433)

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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 (deceased)

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Financial Structure, Industrial Structure, Panel Co-integration

35.

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 2 (874,405)
Citation 3

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36.

Bank Credit, Public Financial Incentives, Tax Financial Incentives and Export Performance During the Global Financial Crisis

The World Economy, Vol. 43, Issue 1, pp. 114-145, 2020
Number of pages: 32 Posted: 07 Jun 2020
Luke Emeka Okafor, Mita Bhattacharya and Nicholas Apergis
affiliation not provided to SSRN, affiliation not provided to SSRN and University of Piraeus
Downloads 1 (888,791)

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bank credit, export performance, financial development, firm size, public financial incentives, tax financial incentives

37.

The Role of the Debt‐Service Ratio as a Leading Indicator of Households Consumption

The Manchester School, Vol. 87, Issue 6, pp. 821-847, 2019
Number of pages: 27 Posted: 29 May 2020
Nicholas Apergis
University of Piraeus
Downloads 1 (888,791)

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38.

The Behaviour of Interest Rate Spreads Prior to and after the Financial Crisis: Evidence Across OECD Countries

The Manchester School, Vol. 86, Issue 5, pp. 559-585, 2018
Number of pages: 27 Posted: 26 Sep 2018
Nicholas Apergis and Arusha Cooray
University of Piraeus and UNSW Australia Business School, School of Economics
Downloads 1 (888,791)

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39.

The integration of share repurchases into investment decision-making: Evidence from Japan

Nicholas Apergis, Ioannis Chasiotis, Andreas G. Georgantopoulos, Dimitrios Konstantios, The integration of share repurchases into investment decision-making: Evidence from Japan, International Review of Financial Analysis,Volume 78,2021,101950,ISSN 1057-5219, https://doi.org/10.1016/j.irfa.2021.1, International Review of Financial Analysis, Vol. 78, 2021
Posted: 20 Dec 2021
Nicholas Apergis, Ioannis Chasiotis, Andreas G. Georgantopoulos and Dimitrios Konstantios
University of Piraeus, University of the Peloponnese, National and Kapodistrian University of Athens and University of Piraeus

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Share repurchases Corporate investment Japan Corporate payout policy Corporate governance Financial flexibility

40.

Endogenous Entry and Realized Prices in National 3G Spectrum Auctions

Quello Center Working Paper
Posted: 13 Feb 2019
Gary Madden, Johannes M. Bauer and Nicholas Apergis
Curtin University - School of Economics and Finance, Michigan State University-Department of Media and Information and University of Piraeus

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spectrum auctions; prices paid; endogenous entry

41.

Health Behaviour Convergence: Evidence from Fractional (Long Memory) Convergence and British Microdata

The Manchester School, Vol. 86, Issue 1, pp. 76-99, 2018
Number of pages: 24 Posted: 14 Dec 2017
Nicholas Apergis
University of Piraeus
Downloads 0 (905,643)

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42.

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

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Panel convergence, Happiness, Life satisfaction, European Union

43.

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 (905,643)
Citation 6

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44.

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

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FDI inflows, domestic investment, panel cointegration

45.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development

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FDI, EMU, exchange rate volatility

46.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development

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

47.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development

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

48.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development

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49.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development

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50.

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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development

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51.

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, Essex Business School and Hellenic Open University (deceased)

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

52.

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 (deceased)

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Feldstein-Horioka puzzle, survey

Other Papers (1)

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1.

Regional Unemployment and Employee Loyalty: Evidence from 12 UK Regions

Apergis, N., & Georgellis, Y. (2017). Regional unemployment and employee loyalty: evidence from 12 UK regions. Regional Studies, 1-11.
Posted: 02 Aug 2017 Last Revised: 23 Dec 2017
Nicholas Apergis and Yannis Georgellis
University of Piraeus and University of Kent

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Employee loyalty, wage curve, regional unemployment, WERS