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

48

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43

Scholarly Papers (48)

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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 1,562 (14,163)
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 504 (69,047)

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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 464 (76,457)

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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
Downloads 250 (151,069)

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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 241 (156,478)

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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 235 (160,336)

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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 189 (196,499)

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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 178 (207,129)

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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 Agricultural University of Athens - Department of Agricultural Economics and Rural Development
Downloads 175 (210,221)
Citation 1

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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 132 (264,894)
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 122 (281,019)
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 118 (287,869)

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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 116 (291,290)

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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 96 (330,938)

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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 94 (335,451)

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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 92 (340,034)

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

18.

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
Akademia Ekonomiczno-Humanistyczna w Warszawie, Asian Development Bank - Economic Research, Asian Development Bank and University of Piraeus
Downloads 85 (357,145)

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

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 85 (357,145)

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

20.

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 (359,712)
Citation 1

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

21.

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 (370,225)
Citation 2

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

22.

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 78 (375,688)

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Bank loan efficiency, weather, panel VAR, causality

23.

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 78 (375,688)
Citation 18

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

24.

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 72 (392,933)

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25.

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 61 (428,416)

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mood effects, rank-dependent probabilities

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 60 (432,010)
Citation 1

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

27.

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 34 (542,578)

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primary balance, public debt, structural modeling, Greece

28.

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 22 (615,225)

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

29.

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 (657,237)

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primary balance, public debt, structural modeling, Greece

30.

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 12 (687,314)
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31.

Financial Structure and Industrial Structure

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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 (801,263)
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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

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Financial Structure, Industrial Structure, Panel Co-integration

32.

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 (778,604)
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33.

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 1 (778,604)
Citation 3
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34.

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

35.

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
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36.

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

37.

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
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38.

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

39.

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 (795,614)
Citation 6
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40.

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

41.

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

42.

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

43.

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

44.

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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45.

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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46.

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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47.

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

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

48.

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

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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