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Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests

Apergēs, Nikolaos; Gavriilidis, Konstantinos; Gupta, Rangan - In: Tourism economics : the business and finance of tourism … 29 (2023) 6, pp. 1484-1498

Persistent link: https://www.econbiz.de/10014384510

Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach

Apergēs, Nikolaos; Bonato, Matteo; Gupta, Rangan; … - In: Defence and peace economics 29 (2018) 6, pp. 684-696

Persistent link: https://www.econbiz.de/10011957107

Dependence structures between sovereign credit default swaps and global risk factors in BRICS countries

Rikhotso, Prayer M.; Simo-Kengne, Beatrice D. - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-22

This study investigates the tail dependence structures of sovereign credit default swaps (CDSs) and three global risk factors in BRICS countries using a copula approach, which is popular for capturing the “true” tail dependence based on the “distribution-adjusted” joint marginals. The...

Persistent link: https://www.econbiz.de/10013161740

Risk, uncertainty and exchange rate behavior in South Africa

Simo-Kengne, Beatrice D.; Ababio, Kofi A.; Mba, Jules; … - In: Journal of African business 19 (2018) 2, pp. 262-278

Persistent link: https://www.econbiz.de/10011930407

Inflation uncertainty, money demand and monetary deregulation : evidence from an ARCH model

Apergēs, Nikolaos - In: Economic annals 40 (1996) 130, pp. 7-16

Persistent link: https://www.econbiz.de/10001496274

Inflation uncertainty, money demand, and monetary deregulation : evidence from a univariate ARCH model and cointegration tests

Apergēs, Nikolaos - In: Journal of policy modeling : JPMOD ; a social science … 19 (1997) 3, pp. 279-293

Persistent link: https://www.econbiz.de/10001224549

Forecasting energy prices : quantile-based risk models

Apergēs, Nikolaos - In: Journal of forecasting 42 (2023) 1, pp. 17-33

Persistent link: https://www.econbiz.de/10013465758

The long-term role of non-traditional banking in profitability and risk profiles : evidence from a panel of US banking institutions

Apergēs, Nikolaos - In: Journal of international money and finance 45 (2014), pp. 61-73

Persistent link: https://www.econbiz.de/10010391041

Evaluating tail risks for the U.S. economic policy uncertainty

Apergēs, Nikolaos - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 3971-3989

Persistent link: https://www.econbiz.de/10013461301

Does inflation uncertainty matter in foreign direct investment decisions? : An empirical investigation for Portugal, Spain and Greece

Apergēs, Nikolaos; Katrakilides, K. - In: Rivista internazionale di scienze economiche e … 45 (1998) 4, pp. 729-744

Persistent link: https://www.econbiz.de/10001255760