Investigating the impact of auto loans on unemployment: The US experience
Journal article
Apergis, Emmanuel, Apergis, Nicholas and Young, Weiwei 2020. Investigating the impact of auto loans on unemployment: The US experience. Applied Economics. https://doi.org/10.1080/00036846.2020.1789548
| Authors | Apergis, Emmanuel, Apergis, Nicholas and Young, Weiwei |
|---|---|
| Abstract | This paper explores the impact of automobile loan debt on US unemployment. Individuals with heterogeneous economic positions deem automobiles as important durable goods for unemployment exit and expected wage increases. The methodological approach makes use of an Autoregressive Distributed Lag (ARDL) Bound Testing modelling approach to document a negative and significant relationship between auto loans and unemployment. The results survive certain robustness tests, while they seem to confirm certain theoretical arguments posed in the literature, such as that the credit mechanism that dominates the transmission mechanism of monetary policy (credit shocks have a profound significant link with unemployment), while they seem to mitigate the role of alternative theories (where levered households suffer from a ‘debt overhang’ problem that distorts their preferences, making them demand high wages, and the ‘vacancy-posting’ effect) which imply that loans lead to high unemployment. The findings seem to provide significant recommendations to monetary policy makers on strengthening the banking services industry, providing an alternative to monetary policy for labour market intervention. |
| Keywords | Research Subject Categories::SOCIAL SCIENCES; Auto loans; unemployment; US; ARDL modelling |
| Year | 2020 |
| Journal | Applied Economics |
| Publisher | Taylor & Francis |
| ISSN | 0003-6846 |
| 1466-4283 | |
| Digital Object Identifier (DOI) | https://doi.org/10.1080/00036846.2020.1789548 |
| Web address (URL) | http://hdl.handle.net/10545/625073 |
| http://creativecommons.org/licenses/by-nc-nd/4.0/ | |
| hdl:10545/625073 | |
| Publication dates | 28 Jul 2020 |
| Publication process dates | |
| Deposited | 13 Aug 2020, 13:51 |
| Accepted | 24 Jun 2020 |
| Rights | Attribution-NonCommercial-NoDerivatives 4.0 International |
| Contributors | University of Derby and University of Huddersfield |
| File | |
| File | File Access Level Open |
| File | File Access Level Open |
Permalink -
https://repository.derby.ac.uk/item/94yy7/investigating-the-impact-of-auto-loans-on-unemployment-the-us-experience
Download files
51
total views36
total downloads0
views this month0
downloads this month
Export as
Related outputs
COVID-19 pandemic, stock returns, and volatility: the role of the vaccination program in Canada
Apergis, Nicholas, Mustafa, G. and Malik, Shafaq 2022. COVID-19 pandemic, stock returns, and volatility: the role of the vaccination program in Canada. Applied Economics. https://doi.org/10.1080/00036846.2022.2036688US partisan conflict uncertainty and oil prices
Apergis, Nicholas, Hayat, Tasawar and Saeed, Tareq 2021. US partisan conflict uncertainty and oil prices. Energy Policy.. 150, p. 112118. https://doi.org/10.1016/j.enpol.2020.112118US economic policy uncertainty spillovers to commodity returns: fresh evidence through Granger causality in quantiles
Apergis, Nicholas, Hayat, Tasawar and Saeed, Tareq 2021. US economic policy uncertainty spillovers to commodity returns: fresh evidence through Granger causality in quantiles. Economic Notes.Impact of economic policy uncertainty on CO2 emissions: evidence from top ten carbon emitter countries
Anser, Muhammad Khalid, Apergis, Nicholas and Syed, Qasim Raza 2021. Impact of economic policy uncertainty on CO2 emissions: evidence from top ten carbon emitter countries. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-021-12782-4Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets
Tsionas, Mike G. and Apergis, Nicholas 2021. Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2467The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey
Apergis, Nicholas, Bulut, Umit, Ucler, Gulbahar and Ozsahin, Serife 2021. The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. The Manchester School. https://doi.org/10.1111/manc.12361Responses of carbon emissions to corruption across Chinese provinces
Ren, Yi-Shuai, Ma, Chao-Qun, Apergis, Nicholas and Sharp, Basil 2021. Responses of carbon emissions to corruption across Chinese provinces. Energy Economics. 98, p. 105241. https://doi.org/10.1016/j.eneco.2021.105241The asymmetric relationship of oil prices and production on drilling rig trajectory
Apergis, Nicholas, Ewing, Bradley T. and Payne, James E. 2021. The asymmetric relationship of oil prices and production on drilling rig trajectory. Resources Policy. 71, p. 101990. https://doi.org/10.1016/j.resourpol.2021.101990An analysis of the impact of unconventional oil and gas activities on public health: New evidence across Oklahoma counties
Apergis, Nicholas, Mustafa, Ghulam and Ghosh Dastidar, Sayantan 2021. An analysis of the impact of unconventional oil and gas activities on public health: New evidence across Oklahoma counties. Energy Economics. https://doi.org/10.1016/j.eneco.2021.105223The role of macroeconomic and geopolitical news on gold returns and volatility
Apergis, Nicholas, Hayat, Tasawar and Saeed, Tareq 2021. The role of macroeconomic and geopolitical news on gold returns and volatility. Economics and Business Letters. https://doi.org/10.17811/ebl.10.1.2021.72-80Forecasting US overseas travelling with univariate and multivariate models
Apergis, Nicholas 2021. Forecasting US overseas travelling with univariate and multivariate models. Journal of Forecasting. https://doi.org/10.1002/for.2760The impact of economic freedom on the gender pay gap: evidence from a survey of UK households
Apergis, Nicholas and Lynch, Nicola 2020. The impact of economic freedom on the gender pay gap: evidence from a survey of UK households. Journal of Economic Studies. https://doi.org/10.1108/JES-09-2020-0444The influence of economic policy uncertainty and geopolitical risk on U.S. citizens overseas air passenger travel by regional destination
Apergis, Nicholas and Payne, James 2020. The influence of economic policy uncertainty and geopolitical risk on U.S. citizens overseas air passenger travel by regional destination. Tourism Economics. https://doi.org/10.1177/1354816620981199The determinants of aggregate fluctuations: The role of firm‐borrowing channels
Ghosh Dastidar, Sayantan and Apergis, Nicholas 2021. The determinants of aggregate fluctuations: The role of firm‐borrowing channels. The Manchester School. pp. 1-29. https://doi.org/10.1111/manc.12385Holidays and economic growth: Evidence from a panel of Indian states
Ghosh Dastidar, Sayantan and Apergis, Nicholas 2021. Holidays and economic growth: Evidence from a panel of Indian states. Economics of Transition and Institutional Change. https://doi.org/10.1111/ecot.12282Florida metropolitan housing markets: examining club convergence and geographical market segmentation
Apergis, Nicholas and Payne, James 2020. Florida metropolitan housing markets: examining club convergence and geographical market segmentation. Journal of Housing Research. https://doi.org/10.1080/10527001.2019.1769966Evaluating tail risks for the US economic policy uncertainty
Apergis, Nicholas 2020. Evaluating tail risks for the US economic policy uncertainty. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2354Cyclicality of commodity markets with respect to us economic policy uncertainty based on granger causality in quantiles
Apergis, Nicholas, Hayat, Tasawar and Saeed, Tareq 2020. Cyclicality of commodity markets with respect to us economic policy uncertainty based on granger causality in quantiles. Economic Notes. https://doi.org/10.1111/ecno.12179Fracking and asset prices: The role of health indicators for house prices across Oklahoma’s counties
Apergis, Nicholas, Ghosh Dastidar, Sayantan and Mustafa, Ghulam 2020. Fracking and asset prices: The role of health indicators for house prices across Oklahoma’s counties. Social Indicators Research. https://doi.org/10.1007/s11205-020-02544-zA novel hybrid approach to forecast crude oil futures using intraday data
Apergis, Nicholas, Manickavasagam, Jeevananthan and Visalakshmi, S. 2020. A novel hybrid approach to forecast crude oil futures using intraday data. Technological Forecasting and Social Change. https://doi.org/10.1016/j.techfore.2020.120126Do global sentiment shocks spillover towards emerging and frontier markets?
Apergis, Nicholas and Rehman, Mobeen 2020. Do global sentiment shocks spillover towards emerging and frontier markets? Journal of Economic Studies. https://doi.org/10.1108/JES-12-2018-0418How do human rights violations affect poverty and income distribution?
Apergis, Nicholas and Cooray, Arusha 2019. How do human rights violations affect poverty and income distribution? International Economics. 161, pp. 56-65. https://doi.org/10.1016/j.inteco.2019.11.003Corruption, rentier states and economic growth: Where do the GCC Countries stand?
Apergis, Nicholas and Ali, Mohamed Sami Ben 2020. Corruption, rentier states and economic growth: Where do the GCC Countries stand? in: Springer.Asymmetric effects of inflation instability and GDP growth volatility on environmental quality in Pakistan
Apergis, Nicholas, Ullah, Sana, Usman, Ahmed and Chishti, Muhammad Zubair 2020. Asymmetric effects of inflation instability and GDP growth volatility on environmental quality in Pakistan. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-020-09258-2Industry momentum and reversals in stock markets
Apergis, Nicholas, Plakandaras, Vasilios and Pragidis, Ioannis 2020. Industry momentum and reversals in stock markets. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2314Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model
Apergis, Nicholas and Polemis, Michael 2020. Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model. Journal of Energy Markets. https://doi.org/10.21314/JEM.2020.210Credit supply conditions and business cycles: New evidence from bank lending survey data
Apergis, Nicholas and Chatziantoniou, Ioannis 2020. Credit supply conditions and business cycles: New evidence from bank lending survey data. Research in International Business and Finance. https://doi.org/10.1016/j.ribaf.2020.101332Persistence in silver prices and the influence of solar energy
Apergis, Nicholas, Gil-Alana, Luis and Carmona-González, Nieves 2020. Persistence in silver prices and the influence of solar energy. Resources Policy. https://doi.org/10.1016/j.resourpol.2020.101857The impacts of R&D investment and stock markets on clean energy uses and CO2 emissions in a panel of OECD economies
Apergis, Nicholas, Alam, Md. Samsul, Paramati, Sudharshan Reddy and Fang, Jianchun 2020. The impacts of R&D investment and stock markets on clean energy uses and CO2 emissions in a panel of OECD economies. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2049Natural disasters and housing prices: Fresh evidence from a global country sample
Apergis, Nicholas 2020. Natural disasters and housing prices: Fresh evidence from a global country sample. International Real Estate Review.Energy consumption, carbon dioxide emissions and economic growth: Fresh evidence from 57 countries and panel quantile regressions
Apergis, Nicholas, Altinoz, Buket and Aslan, Alper 2020. Energy consumption, carbon dioxide emissions and economic growth: Fresh evidence from 57 countries and panel quantile regressions. Energy Research Letters. https://doi.org/10.46557/001c.17075The role of Covid-19 for Chinese stock returns: evidence from a GARCHX model
Apergis, Nicholas and Apergis, Emmanuel 2020. The role of Covid-19 for Chinese stock returns: evidence from a GARCHX model. Asia-Pacific Journal of Accounting & Economics. https://doi.org/10.1080/16081625.2020.1816185U.S. monetary policy and herding: Evidence from commodity markets
Apergis, Nicholas, Christou, Christina, Hayat, Tasawar and Saeed, Tareq 2020. U.S. monetary policy and herding: Evidence from commodity markets. Atlantic Economic Journal.. https://doi.org/10.1007/s11293-020-09680-4Threshold effects of housing affordability and financial development on the house price-consumption nexus
Apergis, Nicholas, Coskun, Esra and Coskun, Yener 2020. Threshold effects of housing affordability and financial development on the house price-consumption nexus. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2242Inflation expectations, volatility and Covid-19: Evidence from the US inflation swap rates
Apergis, Nicholas and Apergis, Emmanuel 2020. Inflation expectations, volatility and Covid-19: Evidence from the US inflation swap rates. Applied Economics Letters. https://doi.org/10.1080/13504851.2020.1813245The role of fiscal policy in the link between income inequality and banking crises
Apergis, Nicholas 2020. The role of fiscal policy in the link between income inequality and banking crises. Applied Economics Letters. https://doi.org/10.1080/13504851.2020.1808570Airbnb and hotel revenues in popular Greek destinations
Apergis, Nicholas, Hayat, Tasawar and Saeed, Tareq 2020. Airbnb and hotel revenues in popular Greek destinations. Journal of Economic Studies. https://doi.org/10.1108/JES-11-2019-0512Convergence in cryptocurrency prices? The role of market microstructure
Apergis, Nicholas, Koutmos, Dimitrios and Payne, James 2020. Convergence in cryptocurrency prices? The role of market microstructure. Finance Research Letters. https://doi.org/10.1016/j.frl.2020.101685Dependence structure in the Australian electricity markets: New evidence from regular vine copulae
Apergis, Nicholas, Gozgor, Giray, Lau, Chi Keung and Wang, Shixuan 2020. Dependence structure in the Australian electricity markets: New evidence from regular vine copulae. Energy Economics. https://doi.org/10.1016/j.eneco.2020.104834Greenhouse gas emissions convergence in Spain: Evidence from the club clustering approach
Apergis, Nicholas and Garzón, Antonio 2020. Greenhouse gas emissions convergence in Spain: Evidence from the club clustering approach. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-020-08214-4Do fiscal shocks explain bond yield in high and low debt economies
Apergis, Nicholas, Rehman, Mobeen and Cooray, Arusha 2020. Do fiscal shocks explain bond yield in high and low debt economies. Journal of Economic Studies. https://doi.org/10.1108/JES-05-2019-0229Monetary policy and commodity markets: unconventional versus conventional impact and the role of economic uncertainty
Apergis, Nicholas, Chatzianoniou, Ioannis and Cooray, Arusha 2020. Monetary policy and commodity markets: unconventional versus conventional impact and the role of economic uncertainty. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2020.101536Convergence of per capita carbon dioxide emissions among developing countries: evidence from stochastic and club convergence tests
Apergis, Nicholas and Payne, James 2020. Convergence of per capita carbon dioxide emissions among developing countries: evidence from stochastic and club convergence tests. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-020-09506-5Can the Covid-19 pandemic and oil prices drive the US partisan conflict index?
Apergis, Nicholas and Apergis, Emmanuel 2020. Can the Covid-19 pandemic and oil prices drive the US partisan conflict index? Energy Research Letters. https://doi.org/10.46557/001c.13144The monetary policy transmission mechanism and the role of money market funds in the Eurozone
Apergis, Nicholas, Hayat, Tasawar and Saeed, Tareq 2020. The monetary policy transmission mechanism and the role of money market funds in the Eurozone. Economics Bulletin.The asymmetric relationships between pollution, energy use and oil prices in Vietnam: Some behavioural implications for energy policy-making
Apergis, Nicholas and Gangopadhyay, Partha 2020. The asymmetric relationships between pollution, energy use and oil prices in Vietnam: Some behavioural implications for energy policy-making. Energy Policy.. https://doi.org/10.1016/j.enpol.2020.111430Long-term unemployment: a question of skill obsolescence (updating existing skills) or technological shift (acquiring new skills)?
Apergis, Nicholas and Apergis, Emmanuel 2020. Long-term unemployment: a question of skill obsolescence (updating existing skills) or technological shift (acquiring new skills)? Journal of Economic Studies. https://doi.org/10.1108/JES-12-2018-0424Health care expenditure and environmental pollution: a cross-country comparison across different income groups
Apergis, Nicholas, Bhattacharya, Mita and Hadhri, Walid 2020. Health care expenditure and environmental pollution: a cross-country comparison across different income groups. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-019-07457-0Carbon dioxide emissions intensity convergence: Evidence from central American countries
Apergis, Nicholas and Payne, James 2020. Carbon dioxide emissions intensity convergence: Evidence from central American countries. Frontiers in Energy Research. https://doi.org/10.3389/fenrg.2019.00158A new methodological perspective on the impact of energy consumption on economic growth: time series evidence based on the Fourier approximation for solar energy in the US
Apergis, Nicholas and Bulut, Unit 2020. A new methodological perspective on the impact of energy consumption on economic growth: time series evidence based on the Fourier approximation for solar energy in the US. GeoJournal. https://doi.org/10.1007/s10708-020-10171Environmentalism in the EU-28 context: the impact of governance quality on environmental energy efficiency
Apergis, Nicholas and Garćıa, Claudia 2019. Environmentalism in the EU-28 context: the impact of governance quality on environmental energy efficiency. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-019-06600-1The role of government intervention in financial development: micro‐evidence from China
Apergis, Nicholas, Fu, Tong, Feng, Lingbing, Tao, Hu and Yan, Wu 2019. The role of government intervention in financial development: micro‐evidence from China. Accounting and Finance. https://doi.org/10.1111/acfi.12559The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries
Apergis, Nicholas and Poufinas, Thomas 2020. The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries. The North American journal of Economics and Finance. https://doi.org/10.1016/j.najef.2020.101217Sensitivity of economic policy uncertainty to investor sentiment
Rehman, Mobeen Ur and Apergis, Nicholas 2019. Sensitivity of economic policy uncertainty to investor sentiment. Studies in Economics and Finance. 36 (2), pp. 114-129. https://doi.org/10.1108/sef-01-2019-0040Monetary policy and the gender pay gap: Evidence from UK households
Apergis, Nicholas, Hayat, Tasawar and Kadasah, Nasser 2019. Monetary policy and the gender pay gap: Evidence from UK households. Applied Economics Letters. https://doi.org/10.1080/13504851.2019.1602702Modeling the time varying volatility of housing returns: Further evidence from the U.S. Metropolitan condominium markets
Apergis, Nicholas and Payne, James 2019. Modeling the time varying volatility of housing returns: Further evidence from the U.S. Metropolitan condominium markets. Review of Financial Economics. https://doi.org/10.1002/rfe.1063Contagion across US and EU financial markets: Evidence from the CDS markets
Apergis, Nicholas, Christou, Christina and Kynigakis, Jason 2019. Contagion across US and EU financial markets: Evidence from the CDS markets. Journal of International Money and Finance. https://doi.org/10.1016/j.jimonfin.2019.04.006Convergence in condominium prices of major U.S. metropolitan areas
Apergis, Nicholas and Payne, James 2019. Convergence in condominium prices of major U.S. metropolitan areas. International Journal of Housing Markets and Analysis.Prediction of financial distress for multinational corporations: Panel estimations across countries.
Apergis, Nicholas, Bhattacharya, Mita and Inekwe, John 2019. Prediction of financial distress for multinational corporations: Panel estimations across countries. Applied Economics. https://doi.org/10.1080/00036846.2019.1589646Financial Deepening and Economic Growth Linkages: A Panel Data Analysis
Apergis, Nicholas, Fillipidis, Ioannis and Economidou, Claire 2007. Financial Deepening and Economic Growth Linkages: A Panel Data Analysis. Review of World Economics.Food price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'?
Apergis, Nicholas and Rezitis, Antonios 2010. Food price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'? Applied Economics Letter.Renewable energy consumption and economic growth: Evidence from a panel of OECD countries
Apergis, Nicholas and Payne, James 2010. Renewable energy consumption and economic growth: Evidence from a panel of OECD countries. Energy Policy..Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility
Apergis, Nicholas and Miller, Stephen 2007. Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility. International Finance.The emissions, energy consumption, and growth nexus: Evidence from the commonwealth of independent states
Apergis, Nicholas and Payne, James 2010. The emissions, energy consumption, and growth nexus: Evidence from the commonwealth of independent states. Energy Policy..Are shocks to natural gas consumption temporary or permanent? Evidence from a panel of U.S. states
Apergis, Nicholas, Loomis, David and Payne, James 2010. Are shocks to natural gas consumption temporary or permanent? Evidence from a panel of U.S. states. Energy Policy..International technology spillovers, human capital and productivity linkages: evidence from the industrial sector
Apergis, Nicholas, Economidou, Claire and Filippidis, Ioannis 2009. International technology spillovers, human capital and productivity linkages: evidence from the industrial sector. Empirica.Testing Purchasing Power Parity: results from a new foreign exchange market
Apergis, Nicholas 2010. Testing Purchasing Power Parity: results from a new foreign exchange market. Applied Economics Letters.FINANCIAL STRUCTURE AND INDUSTRIAL STRUCTURE
Apergis, Nicholas, Antzoulatos, Angelos and Tsoumas, Chris 2010. FINANCIAL STRUCTURE AND INDUSTRIAL STRUCTURE. Bulletin of Economic Research.Integration properties of disaggregated solar, geothermal and biomass energy consumption in the U.S.
Apergis, Nicholas and Tsoumas, Chris 2011. Integration properties of disaggregated solar, geothermal and biomass energy consumption in the U.S. Energy Policy..CO2 emissions, energy usage, and output in Central America
Apergis, Nicholas and Payne, James 2009. CO2 emissions, energy usage, and output in Central America. Energy Policy..Innovation, Technology Transfer and Labor Productivity Linkages: Evidence from a Panel of Manufacturing Industries
Apergis, Nicholas, Economidou, Claire and Fillipidis, Ioannis 2008. Innovation, Technology Transfer and Labor Productivity Linkages: Evidence from a Panel of Manufacturing Industries. Review of World Economics.On the causal dynamics between emissions, nuclear energy, renewable energy, and economic growth
Apergis, Nicholas, Payne, James, Menyah, Kojo and Wolde-Rufael, Yemane 2010. On the causal dynamics between emissions, nuclear energy, renewable energy, and economic growth. Ecological Economics.Money supply, consumption and deregulation: the case of Greece
Apergis, Nicholas, Varelas, Erotokritos and Velentzas, Kostas 2000. Money supply, consumption and deregulation: the case of Greece. Applied Economics Letters.Accounting information and excess stock returns: the role of the cost of capital – new evidence from US firm-level data
Apergis, Nicholas, Artikis, George, Eleftheriou, Sofia and Sorros, John 2011. Accounting information and excess stock returns: the role of the cost of capital – new evidence from US firm-level data. Applied Financial Economics.The efficient hypothesis and deregulation: the Greek case
Apergis, Nicholas and Eleftheriou, Sofia 1997. The efficient hypothesis and deregulation: the Greek case. Applied Economics.Convergence in U.S. house prices by state: evidence from the club convergence and clustering procedure
Apergis, Nicholas and Payne, James 2012. Convergence in U.S. house prices by state: evidence from the club convergence and clustering procedure. Letters in Spatial and Resource Sciences.Live free or bribe: On the causal dynamics between economic freedom and corruption in U.S. states
Apergis, Nicholas, Dincer, Oguzhan and Payne, James 2012. Live free or bribe: On the causal dynamics between economic freedom and corruption in U.S. states. European Journal of Political Economy.Price Concentration: New Evidence from Greek Industries and the Cournot Model
Apergis, Nicholas and Monastiriotis, Vasilios 2013. Price Concentration: New Evidence from Greek Industries and the Cournot Model. Economic Papers.The relationship between international financial reporting standards, carbon emissions, and R&D expenditures: Evidence from European manufacturing firms
Apergis, Nicholas, Eleftheriou, Sofia and Payne, James 2013. The relationship between international financial reporting standards, carbon emissions, and R&D expenditures: Evidence from European manufacturing firms. Ecological Economics.On the causal dynamics between renewable and non-renewable energy consumption and economic growth in developed and developing countries
Apergis, Nicholas and Payne, James 2011. On the causal dynamics between renewable and non-renewable energy consumption and economic growth in developed and developing countries. Energy Systems.Coal consumption and economic growth: Evidence from a panel of OECD countries
Apergis, Nicholas and Payne, James 2010. Coal consumption and economic growth: Evidence from a panel of OECD countries. Energy Policy..Employment news and exchange rates: policy implications for the European Union
Apergis, Nicholas 2000. Employment news and exchange rates: policy implications for the European Union. Applied Economics Letters.Monetary policy design and the buffer–stock hypothesis: further evidence from European Union countries
Apergis, Nicholas 1999. Monetary policy design and the buffer–stock hypothesis: further evidence from European Union countries. Applied Economics Letters.On the dynamics of poverty and income inequality in US states
Apergis, Nicholas, Dincer, Oguzhan and Payne, James 2011. On the dynamics of poverty and income inequality in US states. Journal of Economic Studies.Budget deficits and exchange rates: further evidence from cointegration and causality tests
Apergis, Nicholas 1998. Budget deficits and exchange rates: further evidence from cointegration and causality tests. Journal of Economic Studies.Structural breaks and petroleum consumption in US states: Are shocks transitory or permanent?
Apergis, Nicholas and Payne, James 2010. Structural breaks and petroleum consumption in US states: Are shocks transitory or permanent? Energy Policy..Tax‐spend nexus in Greece: are there asymmetries?
Apergis, Nicholas, Payne, James and Saunoris, James 2012. Tax‐spend nexus in Greece: are there asymmetries? Journal of Economic Studies.The Feldstein-Horioka puzzle and exchange rate regimes: Evidence from cointegration tests
Apergis, Nicholas and Alexakis, Panagiotis 1994. The Feldstein-Horioka puzzle and exchange rate regimes: Evidence from cointegration tests. Journal of Policy Modeling.Do market fundamentals determine the Dollar–Euro exchange rate?
Apergis, Nicholas, Zestos, George and Shaltayev, Dimitry 2012. Do market fundamentals determine the Dollar–Euro exchange rate? Journal of Policy Modeling.Inflation uncertainty, money demand, and monetary deregulation: Evidence from a univariate ARCH model and cointegration tests
Apergis, Nicholas 1997. Inflation uncertainty, money demand, and monetary deregulation: Evidence from a univariate ARCH model and cointegration tests. Journal of Policy Modeling.Stock returns and inflation volatility: Evidence from developed and emerging capital markets
Apergis, Nicholas, Alexakis, Panagiotis and Winder, Robert 1996. Stock returns and inflation volatility: Evidence from developed and emerging capital markets. International Advances in Economic Research.The relationship between corruption and income inequality in U.S. states: evidence from a panel cointegration and error correction model
Apergis, Nicholas, Dincer, Oguzhan and Payne, James 2010. The relationship between corruption and income inequality in U.S. states: evidence from a panel cointegration and error correction model. Public Choice.ARCH effects and cointegration: Is the foreign exchange market efficient?
Apergis, Nicholas and Alexakis, Panagiotis 1996. ARCH effects and cointegration: Is the foreign exchange market efficient? Journal of Banking and Finance.Monetary volatility, real volatility, and real exchange rate
Apergis, Nicholas and Katrakilidis, Costas 1996. Monetary volatility, real volatility, and real exchange rate. International Advances in Economic Research.Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure
Apergis, Nicholas, Christou, Christina and Payne, James 2011. Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure. Atlantic Economic Journal..Inflation volatility and stock prices: Evidence from ARCH effects
Apergis, Nicholas, Alexakis, Panagiotis and Xanthakis, Emmanuel 1996. Inflation volatility and stock prices: Evidence from ARCH effects. International Advances in Economic Research.Domestic and eurocurrency yields: Any exchange rate link? Evidence from a VAR model
Apergis, Nicholas 1997. Domestic and eurocurrency yields: Any exchange rate link? Evidence from a VAR model. Journal of Policy Modeling.Current account deficit sustainability: The case of Greece
Apergis, Nicholas, Katrakilidis, Costas and Tabakis, Nicholas 1998. Current account deficit sustainability: The case of Greece. International Advances in Economic Research.Measuring Price Elasticity of Aggregate Demand in Greece: 1961-1995
Apergis, Nicholas and Eleftheriou, Sofia 2000. Measuring Price Elasticity of Aggregate Demand in Greece: 1961-1995. Public Finance Review.Interest rates, inflation, and stock prices: the case of the Athens Stock Exchange
Apergis, Nicholas and Eleftheriou, Sofia 2002. Interest rates, inflation, and stock prices: the case of the Athens Stock Exchange. Journal of Policy Modeling.Reassessing the role of buffer stock money under oil price shocks
Apergis, Nicholas 2001. Reassessing the role of buffer stock money under oil price shocks. Atlantic Economic Journal..New Evidence on the Information and Predictive Content of the Baltic Dry Index
Apergis, Nicholas and Payne, James 2013. New Evidence on the Information and Predictive Content of the Baltic Dry Index. International Journal of Financial Studies.Old Wine in a New Bottle: Growth Convergence Dynamics in the EU
Apergis, Nicholas 2010. Old Wine in a New Bottle: Growth Convergence Dynamics in the EU. Atlantic Economic Journal..Integration of international capital markets: further evidence from EMS and non-EMS membership
Alexakis, Panagiotis, Apergis, Nicholas and Xanthakis, Emmanuel 1997. Integration of international capital markets: further evidence from EMS and non-EMS membership. ournal of International Financial Markets, Institutions and Money.Health expenses and economic growth: convergence dynamics across the Indian States
Apergis, Nicholas and Padhi, Puja 2013. Health expenses and economic growth: convergence dynamics across the Indian States. International Journal of Health Care Finance and Economics.The role of fixed capital depreciations for TFP growth: evidence from firm level panel data estimates
Apergis, Nicholas and Sorros, John 2013. The role of fixed capital depreciations for TFP growth: evidence from firm level panel data estimates. Journal of Economics and Finance.Public and Private Investments in Greece: Complementary or Substitute ‘Goods’?
Apergis, Nicholas 2002. Public and Private Investments in Greece: Complementary or Substitute ‘Goods’? Bulletin of Economic Research.Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets
Apergis, Nicholas and Payne, James 2013. Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets. Review of Financial Economics.An examination of Okun's law: evidence from regional areas in Greece
Apergis, Nicholas and Rezitis, Antonios 2010. An examination of Okun's law: evidence from regional areas in Greece. Applied Economics.Asymmetric Cross‐market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets
Apergis, Nicholas and Rezitis, Antonios 2002. Asymmetric Cross‐market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets. The Manchester School.The domestic Balassa–Samuelson effect of inflation for the Greek economy
Apergis, Nicholas 2012. The domestic Balassa–Samuelson effect of inflation for the Greek economy. Applied Economics.Mean spillover effects in agricultural prices: Evidence from changes in policy regimes
Apergis, Nicholas and Rezitis, Antonios 2003. Mean spillover effects in agricultural prices: Evidence from changes in policy regimes. nternational Advances in Economic Research.The inflation–output volatility trade-off: a case where anti-inflation monetary policy turns out to be successful, a historical assessment
Apergis, Nicholas 2003. The inflation–output volatility trade-off: a case where anti-inflation monetary policy turns out to be successful, a historical assessment. Journal of Policy Modeling.Stock returns and volatility: Evidence from the Athens Stock market index
Apergis, Nicholas and Eleftheriou, Sofia 2001. Stock returns and volatility: Evidence from the Athens Stock market index. Journal of Economics and Finance.Cost structure, technological change, and productivity growth in the Greek banking sector
Apergis, Nicholas and Rezitis, Antonios 2004. Cost structure, technological change, and productivity growth in the Greek banking sector. International Advances in Economic Research.Mean spillover effects in agricultural prices: The case of Greece
Apergis, Nicholas and Rezitis, Antonios 2003. Mean spillover effects in agricultural prices: The case of Greece. Agribusiness.Convergence in public expenditures across EU countries: evidence from club convergence
Apergis, Nicholas, Christou, Christina and Hassapis, Christis 2013. Convergence in public expenditures across EU countries: evidence from club convergence. Economics and Finance Research."Meteor showers" and "heat waves" in Greek financial markets.
Apergis, Nicholas, Katrakilidis, Costas and Papastamatis, Stamatis 1997. "Meteor showers" and "heat waves" in Greek financial markets. International Advances in Economic Research. https://doi.org/10.1007/BF02295214Macroeconomic rationality and Lucas’ misperceptions model: further evidence from 41 countries.
Apergis, Nicholas and Miller, Stephen 2004. Macroeconomic rationality and Lucas’ misperceptions model: further evidence from 41 countries. Journal of Economics and Business. https://doi.org/10.1016/j.jeconbus.2003.10.002The dynamic linkage between renewable energy, tourism, CO2 emissions, economic growth, foreign direct investment, and trade.
Apergis, Nicholas, Jebli, Mehdi Ben and Youssef, Slim Ben 2019. The dynamic linkage between renewable energy, tourism, CO2 emissions, economic growth, foreign direct investment, and trade. Latin American Economic Review. https://doi.org/10.1186/s40503-019-0063-7A new macro stress testing approach for financial realignment in the Eurozone
Apergis, Nicholas, Apergis, Emmanuel and Apergis, Hercules 2019. A new macro stress testing approach for financial realignment in the Eurozone. Journal of International Financial Markets, Institutions & Money. https://doi.org/10.1016/j.intfin.2019.02.002An estimation of the natural rate of unemployment in Greece.
Apergis, Nicholas 2005. An estimation of the natural rate of unemployment in Greece. Journal of Policy Modeling. https://doi.org/10.1016/j.jpolmod.2005.01.001Testing the intertemporal substitution hypothesis: The impact of income uncertainty on savings
Apergis, Nicholas and Katrakilidis, Costas 2001. Testing the intertemporal substitution hypothesis: The impact of income uncertainty on savings. Review of World Economics. https://doi.org/10.1007/BF02707630What opportunity cost of holding real balances? The case of Greece 1978–1993.
Apergis, Nicholas 2006. What opportunity cost of holding real balances? The case of Greece 1978–1993. Applied Economics Letters. https://doi.org/10.1080/758540811Stock price reactions to wire news from the European Central Bank: evidence from changes in the sentiment tone and international market indexes.
Apergis, Nicholas and Pragidis, Ioannis 2019. Stock price reactions to wire news from the European Central Bank: evidence from changes in the sentiment tone and international market indexes. Atlantic Economic Journal.. https://doi.org/10.1007/s11294-019-09721-yCan gold prices forecast the Australian dollar movements?
Apergis, Nicholas 2014. Can gold prices forecast the Australian dollar movements? International Review of Economics and Finance.Causality between energy consumption and GDP in the U.S.: evidence from wavelet analysis.
Aslan, Alper, Apergis, Nicholas and Yildirim, Selim 2013. Causality between energy consumption and GDP in the U.S.: evidence from wavelet analysis. Frontiers in Energy.Country and industry convergence of equity markets: International evidence from club convergence and clustering.
Apergis, Nicholas, Christou, Christina and Miller, Stephen 2014. Country and industry convergence of equity markets: International evidence from club convergence and clustering. The North American journal of Economics and Finance.Does Happiness Converge?
Apergis, Nicholas and Georgellis, Yiannis 2014. Does Happiness Converge? Journal of Happiness Studies.Banking development and energy consumption: Evidence from a panel of Middle Eastern countries
Aslan, Alper, Apergis, Nicholas and Topcu, Mert 2014. Banking development and energy consumption: Evidence from a panel of Middle Eastern countries. Energy.The role of FOMC minutes for US asset prices before and after the 2008 crisis: Evidence from GARCH volatility modeling.
Apergis, Nicholas 2014. The role of FOMC minutes for US asset prices before and after the 2008 crisis: Evidence from GARCH volatility modeling. The Quarterly Review of Economics and Finance.Accounting standards convergence dynamics: International evidence from club convergence and clustering
Apergis, Nicholas, Christou, Christina and Hassapis, Christis 2014. Accounting standards convergence dynamics: International evidence from club convergence and clustering. Accounting Research Journal.Convergence in provincial‐level South African house prices: evidence from the club convergence and clustering procedure.
Apergis, Nicholas, Simo‐Kengne, Beatrice and Gupta, Ragan 2015. Convergence in provincial‐level South African house prices: evidence from the club convergence and clustering procedure. Review of Urban & Regional Development Studies.The bank lending channel and monetary policy rules for Eurozone banks: further extensions
Apergis, Nicholas, Miller, Stephen and Alevizopoulou, Effrosyni 2014. The bank lending channel and monetary policy rules for Eurozone banks: further extensions. The B.E. Journal of Macroeconomics.An empirical note on entrepreneurship and unemployment: Further evidence from U.S. States
Apergis, Nicholas and Payne, James 2016. An empirical note on entrepreneurship and unemployment: Further evidence from U.S. States. Journal of Entrepreneurship and Public Policy. https://doi.org/10.1108/JEPP-10-2015-0029Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model
Apergis, Nicholas and Payne, James 2014. Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model. Energy Economics. https://doi.org/10.1016/j.eneco.2014.01.003Financial portfolio choice: Do business cycle regimes matter? Panel evidence from international household surveys.
Apergis, Nicholas 2014. Financial portfolio choice: Do business cycle regimes matter? Panel evidence from international household surveys. Journal of International Financial Markets, Institutions & Money. https://doi.org/10.1016/j.intfin.2014.10.007The oil curse, institutional quality, and growth in MENA countries: Evidence from time-varying cointegration
Apergis, Nicholas and Payne, James 2014. The oil curse, institutional quality, and growth in MENA countries: Evidence from time-varying cointegration. Energy Economics.The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions
Apergis, Nicholas 2014. The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions. Journal of International Money and Finance.Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries
Apergis, Nicholas, El-Montasser, Ghassen, Sekyere, Emmanuel and Gupta, Rangan 2014. Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries. Energy Economics.Inflation and Uncertainty: Does the EMS P a rticipation Play Any Role?
Apergis, Nicholas 1998. Inflation and Uncertainty: Does the EMS P a rticipation Play Any Role? Journal of Economic Integration.Monetary policy rules and the equity risk premium: Evidence from the US experience.
Apergis, Nicholas and Payne, James 2018. Monetary policy rules and the equity risk premium: Evidence from the US experience. Review of Financial Economics. https://doi.org/10.1002/rfe.1021The determinants of business start-ups in tertiary education: evidence for Greece through a panel data approach
Apergis, Nicholas and Fafaliou, Irene 2011. The determinants of business start-ups in tertiary education: evidence for Greece through a panel data approach. Journal of Economics and Finance.The impact of fracking activities on Oklahoma’s housing prices: a panel cointegration analysis.
Apergis, Nicholas 2019. The impact of fracking activities on Oklahoma’s housing prices: a panel cointegration analysis. Energy Policy..Downstream integration of natural gas prices across U.S. states: Evidence from deregulation regime shifts.
Apergis, Nicholas, Bowden, Nicholas and Payne, James 2015. Downstream integration of natural gas prices across U.S. states: Evidence from deregulation regime shifts. Energy Economics. https://doi.org/10.1016/j.eneco.2015.01.020Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes.
Apergis, Nicholas 2015. Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2015.01.003Explosive bubbles in the US–China exchange rate? Evidence from right-tailed unit root tests.
Fry, John, Apergis, Nicholas and El Montasser, Ghassen 2016. Explosive bubbles in the US–China exchange rate? Evidence from right-tailed unit root tests. China Economic Journal. https://doi.org/10.1080/17538963.2015.1125591Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs.
Apergis, Nicholas, Aye, Goodness, Barros, Carlos Pestana, Gupta, Ragan and Wanke, Peter 2015. Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs. Energy Economics. https://doi.org/10.1016/j.eneco.2015.05.022Does stock market liquidity explain real economic activity? New evidence from two large European stock markets.
Apergis, Nicholas, Artikis, Panagiotis and Kyriazis, Dimitrios 2015. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. Journal of International Financial Markets, Institutions & Money. https://doi.org/10.1016/j.intfin.2015.05.002Asymmetric interest rate pass-through in the U.S., the U.K. and Australia: New evidence from selected individual banks.
Apergis, Nicholas and Cooray, Arusha 2015. Asymmetric interest rate pass-through in the U.S., the U.K. and Australia: New evidence from selected individual banks. Journal of Macroeconomics. https://doi.org/10.1016/j.jmacro.2015.04.010Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions.
Apergis, Nicholas and Voliotis, Dimitrios 2015. Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2015.06.002Forecasting Credit Default Swaps (CDSs) spreads with newswire messages: Evidence from European countries under financial distress.
Apergis, Nicholas 2015. Forecasting Credit Default Swaps (CDSs) spreads with newswire messages: Evidence from European countries under financial distress. Economics Letters. https://doi.org/10.1016/j.econlet.2015.08.032Agriculture, trade openness and emissions: an empirical analysis and policy options.
Rafiq, Shudhasattwa, Salim, Ruhul and Apergis, Nicholas 2015. Agriculture, trade openness and emissions: an empirical analysis and policy options. Australian Journal of Agricultural and Resource Economics. https://doi.org/10.1111/1467-8489.12131Financial experts on the board: does it matter for the profitability and risk of the u.k. banking industry?
Apergis, Nicholas 2019. Financial experts on the board: does it matter for the profitability and risk of the u.k. banking industry? Journal of Financial Research..Dynamics of U.S. state cigarette consumption: evidence from panel error correction modeling.
Apergis, Nicholas, Goel, Rajeev and Payne, James 2014. Dynamics of U.S. state cigarette consumption: evidence from panel error correction modeling. Atlantic Economic Journal..Economic Freedom and Income Inequality: Evidence from a Panel of Global Economies— A Linear and a Non‐Linear Long‐Run Analysis
Apergis, Nicholas and Cooray, Arusha 2015. Economic Freedom and Income Inequality: Evidence from a Panel of Global Economies— A Linear and a Non‐Linear Long‐Run Analysis. Manchester School.Structural breaks and electricity prices: Further evidence on the role of climate policy uncertainties in the Australian electricity market.
Apergis, Nicholas and Lau, Chi Keung 2015. Structural breaks and electricity prices: Further evidence on the role of climate policy uncertainties in the Australian electricity market. Energy Economics.Environmental Kuznets curves: New evidence on both panel and country-level CO2 emissions.
Apergis, Nicholas 2015. Environmental Kuznets curves: New evidence on both panel and country-level CO2 emissions. Energy Economics.A time series analysis of oil production, rig count and crude oil price: Evidence from six U.S. oil producing regions.
Apergis, Nicholas, Ewing, Bradley and Payne, James 2016. A time series analysis of oil production, rig count and crude oil price: Evidence from six U.S. oil producing regions. Energy.Oil reserve life and the influence of crude oil prices: An analysis of Texas reserves.
Apergis, Nicholas, Ewing, Bradley and Payne, James 2016. Oil reserve life and the influence of crude oil prices: An analysis of Texas reserves. Energy Economics.The influence of FOMC member characteristics on the monetary policy decision-making process.
Apergis, Nicholas and Smales, Lee 2015. The influence of FOMC member characteristics on the monetary policy decision-making process. Journal of Banking and Finance.The effect of foreign direct investment and stock market growth on clean energy use across a panel of emerging market economies.
Apergis, Nicholas, Paramati, Sudharshan Reddy and Ummalla, Mallesh 2016. The effect of foreign direct investment and stock market growth on clean energy use across a panel of emerging market economies. Energy Economics.Asymmetric oil shocks and external balances of major oil exporting and importing countries.
Apergis, Nicholas, Sgro, Pasquale and Rafiq, Shudhasattwa 2016. Asymmetric oil shocks and external balances of major oil exporting and importing countries. Energy Economics.Mood effects in optimal debt contracts.
Apergis, Nicholas and Voliotis, Dimitrios 2016. Mood effects in optimal debt contracts. Journal of Behavioral and Experimental Finance..Media sentiment and CDS spread spillovers: evidence from the GIIPS countries.
Apergis, Nicholas, Lau, Chi Keung Marco and Yarovaya, Larisa 2016. Media sentiment and CDS spread spillovers: evidence from the GIIPS countries. International Review of Financial Analysis.Asymmetric information and employment: evidence from the U.S. banking sector.
Apergis, Nicholas, Fafaliou, Irene and Stefanitsis, marinos 2016. Asymmetric information and employment: evidence from the U.S. banking sector. The Journal of Economic Asymmetries..Monetary policy and macroprudential policy: new evidence from a world panel of countries.
Apergis, Nicholas 2017. Monetary policy and macroprudential policy: new evidence from a world panel of countries. Oxford Bulletin of Economics and Statistics..Financing clean energy projects through domestic and foreign capital: the role of political cooperation among the EU, the G20 and OECD countries
Paramati, Sudharshan Reddy, Apergis, Nicholas and Ummalla, Mallesh 2016. Financing clean energy projects through domestic and foreign capital: the role of political cooperation among the EU, the G20 and OECD countries. Energy Economics. https://doi.org/10.1016/j.eneco.2016.11.001Integration of regional electricity markets in Australia: a price convergence assessment
Apergis, Nicholas, Fontini, Fulvio and Inchauspe, Julian 2016. Integration of regional electricity markets in Australia: a price convergence assessment. Energy Economics. https://doi.org/10.1016/j.eneco.2016.06.022The role of rare earth prices in renewable energy consumption: the actual driver for a renewable energy world
Apergis, Nicholas and Apergis, Emmanuel 2016. The role of rare earth prices in renewable energy consumption: the actual driver for a renewable energy world. Energy Economics. https://doi.org/10.1016/j.eneco.2016.12.015New evidence on the ability of asset prices and real economic activity forecast errors to predict inflation forecast errors.
Apergis, Nicholas 2016. New evidence on the ability of asset prices and real economic activity forecast errors to predict inflation forecast errors. Journal of Forecasting. https://doi.org/10.1002/for.2453Per capita carbon dioxide emissions across U.S. states by sector and fossil fuel source: evidence from club convergence tests
Apergis, Nicholas and Payne, James E. 2017. Per capita carbon dioxide emissions across U.S. states by sector and fossil fuel source: evidence from club convergence tests. Energy Economics. https://doi.org/10.1016/j.eneco.2016.11.027Health behaviour convergence: evidence from fractional (long memory) convergence and British microdata.
Apergis, Nicholas 2017. Health behaviour convergence: evidence from fractional (long memory) convergence and British microdata. The Manchester School. https://doi.org/10.1111/manc.12185How deviations from FOMC’s monetary policy decisions from a benchmark monetary policy rule affect bank profitability: evidence from U.S. banks
Apergis, Nicholas and Lau, Chi Keung Marco 2017. How deviations from FOMC’s monetary policy decisions from a benchmark monetary policy rule affect bank profitability: evidence from U.S. banks. Journal of Financial Economic Policy. https://doi.org/10.1108/JFEP-02-2017-0008Do gold prices respond to real interest rates? Evidence from the Bayesian Markov switching VECM model
Apergis, Nicholas, Apergis, Hercules, Cooray, Arusha and Khraief, Naceur 2019. Do gold prices respond to real interest rates? Evidence from the Bayesian Markov switching VECM model. Journal of International Financial Markets, Institutions & Money. https://doi.org/10.1016/j.intfin.2018.12.014Good volatility, bad volatility: what drives the asymmetric connectedness of Australian electricity markets?
Apergis, Nicholas, Baruník, Jozef and Lau, Chi Keung Marco 2017. Good volatility, bad volatility: what drives the asymmetric connectedness of Australian electricity markets? Energy Economics. https://doi.org/10.1016/j.eneco.2017.06.010Convergence of health care expenditures across the US States: a reconsideration.
Apergis, Nicholas, Chang, Tsangyao, Christou, Christina and Gupta, Ragan 2016. Convergence of health care expenditures across the US States: a reconsideration. Social Indicators Research. https://doi.org/10.1007/s11205-016-13577An application of nonparametric regression to missing data in large market surveys
Madden, Gary, Apergis, Nicholas, Rappoport, Paul and Banerjee, Anniruddha 2017. An application of nonparametric regression to missing data in large market surveys. Journal of Applied Statistics. https://doi.org/10.1080/02664763.2017.1369498Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach.
Apergis, Nicholas, Bonato, Matteo, Gupta, Ragan and Kyei, Clement 2017. Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach. Defence and Peace Economics. https://doi.org/10.1080/10242694.2017.1292097Can (unusual) weather conditions in New York predict South African stock returns?
Apergis, Nicholas and Gupta, Ragan 2017. Can (unusual) weather conditions in New York predict South African stock returns? Research in International Business and Finance. https://doi.org/10.1016/j.ribaf.2017.04.052Do energy prices affect U.S. investor sentiment?
Apergis, Nicholas, Cooray, Arusha and Rehman, Mobeen Ur 2017. Do energy prices affect U.S. investor sentiment? Journal of Behavioral Finance. https://doi.org/10.1080/15427560.2017.1373354US political corruption: identifying the channels of bribes for firms' financial policies.
Apergis, Nicholas and Apergis, Emmanuel 2017. US political corruption: identifying the channels of bribes for firms' financial policies. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2017.09.010Does more complex language in FOMC decisions impact financial markets?
Smales, Lee and Apergis, Nicholas 2017. Does more complex language in FOMC decisions impact financial markets? Journal of International Financial Markets, Institutions & Money. https://doi.org/10.1016/j.intfin.2017.08.003The impact of greenhouse gas emissions on personal well-being: evidence from a panel of 58 countries and aggregate and regional country samples.
Apergis, Nicholas 2016. The impact of greenhouse gas emissions on personal well-being: evidence from a panel of 58 countries and aggregate and regional country samples. Journal of Happiness Studies. https://doi.org/10.1007/s10902-016-9809-yThe role of the debt-service ratio as a leading indicator of households consumption.
Apergis, Nicholas 2019. The role of the debt-service ratio as a leading indicator of households consumption. Manchester School.The behaviour of interest rate spreads prior to and after the financial crisis: evidence across OECD countries.
Apergis, Nicholas and Cooray, Arusha 2018. The behaviour of interest rate spreads prior to and after the financial crisis: evidence across OECD countries. The Manchester School. https://doi.org/10.1111/manc.12216Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism
Apergis, Nicholas and Rehman, Mobeen Ur 2018. Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism. Journal of Behavioral Finance. https://doi.org/10.1080/15427560.2018.1431885Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model.
Apergis, Nicholas, Gozgor, Giray, Lau, Chi Keung Marco and Wang, Shixuan 2018. Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model. Energy Economics. https://doi.org/10.1016/j.eneco.2018.10.038Does convergence really matter for the environment? An application based on club convergence and on the ecological footprint concept for the EU countries.
Ulucak, Recep and Apergis, Nicholas 2017. Does convergence really matter for the environment? An application based on club convergence and on the ecological footprint concept for the EU countries. Environmental Science & Policy. https://doi.org/10.1016/j.envsci.2017.11.002The role of stock markets on environmental degradation: A comparative study of developed and emerging market economies across the globe
Paramati, Sudharshan Reddy, Alam, Md. Samsul and Apergis, Nicholas 2017. The role of stock markets on environmental degradation: A comparative study of developed and emerging market economies across the globe. Emerging Markets Review. https://doi.org/10.1016/j.ememar.2017.12.004Effects of export concentration on CO2 emissions in developed countries: an empirical analysis.
Apergis, Nicholas, Can, Muhlis, Gozgor, Giray and Lau, Chi Keung Marco 2018. Effects of export concentration on CO2 emissions in developed countries: an empirical analysis. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-018-1634-xDoes renewable energy consumption and health expenditures decrease carbon dioxide emissions? Evidence for sub-Saharan Africa countries.
Apergis, Nicholas, Jebli, Mehdi Ben and Youssef, Slim Ben 2018. Does renewable energy consumption and health expenditures decrease carbon dioxide emissions? Evidence for sub-Saharan Africa countries. Renewable Energy. https://doi.org/10.1016/j.renene.2018.05.043Globalisation, economic growth and energy consumption in the BRICS region: the importance of asymmetries.
Shahbaz, Muhammad, Shahzad, Syed Jawad Hussain, Alam, Shaista and Apergis, Nicholas 2018. Globalisation, economic growth and energy consumption in the BRICS region: the importance of asymmetries. Journal of International Trade & Economic Development. https://doi.org/10.1080/09638199.2018.1481991