College of Business, Law and Social Sciences


TypeCollege
UniversityUniversity of Derby
DeanAndrea Ward
Director of ResearchHassan Yazdifar

Latest research outputs

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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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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..

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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..

Journal article

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.

Journal article

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..

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

Journal article

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.

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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.

Journal article

"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/BF02295214

Journal article

Macroeconomic 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.2003.10.002

Journal article

Do employment services need to be neoliberal
Nunn, Alex 2018. Do employment services need to be neoliberal. in: Routledge.

Book chapter

The 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/s40503-019-0063-7

Journal article

The adoption of operational environmental sustainability approaches in the Thai manufacturing sector
Piyathanavong, V., Garza-Reyes, J.A., Kumar, V., Maldonado-Guzman, G., Kumar Mangla, S. 2019. The adoption of operational environmental sustainability approaches in the Thai manufacturing sector. Journal of Cleaner Production. https://doi.org/10.1016/j.jclepro.2019.02.093

Journal article

A 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.2019.02.002

Journal article

An 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.2005.01.001

Journal article

Testing 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/BF02707630

Journal article

What 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/10.1080/758540811

Journal article

Whatever happened to repeat victimisation?
Pease, Ken, Ignatans, Dainis and Batty, Lauren 2018. Whatever happened to repeat victimisation? Crime Prevention and Community Safety.

Journal article

The challenges of GSCM implementation in the UK manufacturing SMEs
Nadeem, S. 2019. The challenges of GSCM implementation in the UK manufacturing SMEs. IEEE. https://doi.org/10.1109/poms.2018.8629449

Conference paper

Stock 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-y

Journal article

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