Details about Nektarios A. Michail

Access statistics for papers by Nektarios A. Michail.

Last updated 2023-12-12. Update your information in the RePEc Author Service.

Short-id: pmi1016

Working Papers

2023

1. Missed payments, renegotiations, and household consumption
   Working Papers, Central Bank of Cyprus
   See also Journal Article Missed Payments, Renegotiations, and Household Consumption, South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region (2022) (2022)
2. The inefficiency of Quantitative Easing in the Euro Area
   Working Papers, Central Bank of Cyprus
3. The pass through of monetary policy to euro area bank interest rates
   Working Papers, Central Bank of Cyprus

2022

4. Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data
   Working Paper Series, European Central Bank View citations (3)
5. Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data
   Working Papers, Central Bank of Cyprus View citations (2)
   See also Journal Article Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data, Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre (2022) View citations (1) (2022)
6. The relationship between shipping freight rates and inflation in the Euro Area
   Working Papers, Central Bank of Cyprus View citations (10)
   See also Journal Article The relationship between shipping freight rates and inflation in the Euro Area, International Economics, CEPII research center (2022) View citations (8) (2022)

2021

7. Does Household Behaviour Depend on Monetary Policy? Evidence from Cyprus
   Working Papers, Central Bank of Cyprus View citations (3)
8. Inflation expectations and their role in Eurosystem forecasting
   Occasional Paper Series, European Central Bank View citations (7)

2018

9. Business investment in EU countries
   Occasional Paper Series, European Central Bank View citations (2)
10. Does Housing Wealth Affect Consumption? The Case of Cyprus
    Working Papers, Central Bank of Cyprus View citations (2)
    See also Journal Article Does Housing Wealth Affect Consumption? The Case of Cyprus, Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre (2018) View citations (2) (2018)
11. To Create or to Redistribute? That is the Question
    Working Papers, Central Bank of Cyprus

2017

12. Credit, House Prices and the Macroeconomy in Cyprus
    Working Papers, Central Bank of Cyprus View citations (2)
    See also Journal Article Credit, House Prices and the Macroeconomy in Cyprus, South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region (2019) View citations (6) (2019)

2016

13. Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns
    Working Papers, Central Bank of Cyprus
14. Estimates of Public, Housing and Other Private Sectors’ Net Capital Stocks for the Cyprus Economy: 1995Q1-2015Q4
    Working Papers, Central Bank of Cyprus
    See also Journal Article Estimates of Public, Housing and Other Private Sectors Net Capital Stocks for the Cyprus Economy: 1995Q1-2015Q4, Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre (2016) (2016)
15. Examining the Time-Variation of Inflation Persistence in Ten Euro Area Countries
    Working Papers, Central Bank of Cyprus
16. The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour
    Working Papers, Central Bank of Cyprus View citations (1)

2015

17. Examining the Stability of Okun’s Coefficient
    Working Papers, Central Bank of Cyprus View citations (1)
    See also Journal Article EXAMINING THE STABILITY OF OKUN'S COEFFICIENT, Bulletin of Economic Research, Wiley Blackwell (2019) View citations (1) (2019)

2014

18. Back to Basics: Is Statistical Significance all that Matters?
    Working Papers, Central Bank of Cyprus View citations (1)

Journal Articles

2024

1. Can commodity prices predict stock market returns? The case of dry bulk shipping companies
   Journal of Shipping and Trade, 2024, 9, (1), 1-14
2. Oil prices and the euro exchange rate
   International Economics and Economic Policy, 2024, 21, (4), 969-983
3. Volatility Spillovers among the Major Commodities: A Review
   JRFM, 2024, 17, (8), 1-36 View citations (1)

2023

4. Determinants of Ship Management Revenues: The Case of Cyprus
   Economies, 2023, 11, (7), 1-12
5. Liquefied Natural Gas Prices and Their Relationship with a Country’s Energy Mix: A Case Study for Greece
   Energies, 2023, 16, (22), 1-16 View citations (1)
6. Sales and promotions and the great recession deflation
   Empirical Economics, 2023, 64, (1), 349-392

2022

7. Buy together, but recycle alone: sentiment-driven herding behavior in oceanic dry bulk shipping
   Review of Behavioral Finance, 2022, 15, (4), 534-549
8. Can Monetary Policy Affect Bank Behaviour? Evidence from Bank Credit Standards
   (Changes in Bank Lending Standards and the Macroeconomy)
   CESifo Economic Studies, 2022, 68, (2), 184-199
9. Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data
   Cyprus Economic Policy Review, 2022, 16, (1), 37-49 View citations (1)
   See also Working Paper Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data, Working Papers (2022) View citations (2) (2022)
10. Geopolitical Risk and the LNG-LPG Trade
    Peace Economics, Peace Science, and Public Policy, 2022, 28, (3), 243-265 View citations (7)
11. Missed Payments, Renegotiations, and Household Consumption
    South-Eastern Europe Journal of Economics, 2022, 20, (1), 31-50
    See also Working Paper Missed payments, renegotiations, and household consumption, Working Papers (2023) (2023)
12. The relationship between shipping freight rates and inflation in the Euro Area
    International Economics, 2022, (172), 40-49 View citations (8)
    Also in International Economics, 2022, 172, (C), 40-49 (2022) View citations (7)
    See also Working Paper The relationship between shipping freight rates and inflation in the Euro Area, Working Papers (2022) View citations (10) (2022)

2021

13. A reply to “Estimating a bilateral J‐curve between the UK and the euro area: An asymmetric analysis”
    Manchester School, 2021, 89, (6), 658-661
14. Are central banks to blame? Monetary policy and bank lending behavior
    Bulletin of Economic Research, 2021, 73, (4), 762-779
15. Container shipping trade and real GDP growth: A panel vector autoregressive approach
    Economics Bulletin, 2021, 41, (2), 304-315 View citations (2)
16. Electricity consumption and economic activity in Cyprus using an asymmetric cointegration technique
    Cyprus Economic Policy Review, 2021, 15, (2), 26-41
17. Public Debt Thresholds: An Analysis for Cyprus
    Cyprus Economic Policy Review, 2021, 15, (1), 75-85
18. Sentiment-Augmented Supply and Demand Equations for the Dry Bulk Shipping Market
    Economies, 2021, 9, (4), 1-14
19. Tell me where to stop: thresholds in the bank lending and output growth relationship
    Empirical Economics, 2021, 60, (4), 1845-1873 View citations (2)
20. The impact of conflict on the exchange rate of developing economies
    Review of Development Economics, 2021, 25, (2), 916-930 View citations (2)

2020

21. Convergence of consumption patterns in the European Union
    Empirical Economics, 2020, 58, (3), 979-994 View citations (7)
22. Income and Wealth Inequality in Cyprus: Empirical evidence from the Household Finance and Consumption Survey
    Cyprus Economic Policy Review, 2020, 14, (2), 50-60 View citations (3)
23. What Determines Bank Lending Standards in Cyprus?
    Cyprus Economic Policy Review, 2020, 14, (1), 16-26

2019

24. A cointegrating stock trading strategy: application to listed tanker shipping companies
    Journal of Shipping and Trade, 2019, 4, (1), 1-10 View citations (2)
25. Credit, House Prices and the Macroeconomy in Cyprus
    South-Eastern Europe Journal of Economics, 2019, 17, (1), 33-55 View citations (6)
    See also Working Paper Credit, House Prices and the Macroeconomy in Cyprus, Working Papers (2017) View citations (2) (2017)
26. EXAMINING THE STABILITY OF OKUN'S COEFFICIENT
    Bulletin of Economic Research, 2019, 71, (3), 240-256 View citations (1)
    See also Working Paper Examining the Stability of Okun’s Coefficient, Working Papers (2015) View citations (1) (2015)
27. Stock market predictability 2000-2014: the effect of the great recession
    International Journal of Banking, Accounting and Finance, 2019, 10, (2), 162-180
28. The impact of foreign demand on Cyprus house prices
    Cyprus Economic Policy Review, 2019, 13, (2), 48-71 View citations (3)
29. What if they had not Gone Negative? A Counterfactual Assessment of the Impact from Negative Interest Rates
    Oxford Bulletin of Economics and Statistics, 2019, 81, (1), 1-19 View citations (10)

2018

30. Does Housing Wealth Affect Consumption? The Case of Cyprus
    Cyprus Economic Policy Review, 2018, 12, (2), 67-86 View citations (2)
    See also Working Paper Does Housing Wealth Affect Consumption? The Case of Cyprus, Working Papers (2018) View citations (2) (2018)
31. Effects of fiscal consolidation on business confidence in the Euro Area
    Economics and Business Letters, 2018, 7, (2), 76-83
32. Estimating a Bilateral J‐curve between the UK and the Euro Area
    Manchester School, 2018, 86, (6), 757-769
33. Real effects of banking crises: Imports of capital goods by developing countries
    Review of Development Economics, 2018, 22, (3), 1343-1359 View citations (4)

2017

34. Modelling house price volatility states in Cyprus with switching ARCH models
    Cyprus Economic Policy Review, 2017, 11, (1), 69-82 View citations (3)
35. Size Effects of Fiscal Policy and Business Confidence in the Euro Area
    IJFS, 2017, 5, (4), 1-15 View citations (2)

2016

36. Estimates of Public, Housing and Other Private Sectors Net Capital Stocks for the Cyprus Economy: 1995Q1-2015Q4
    Cyprus Economic Policy Review, 2016, 10, (1), 71-85
    See also Working Paper Estimates of Public, Housing and Other Private Sectors’ Net Capital Stocks for the Cyprus Economy: 1995Q1-2015Q4, Working Papers (2016) (2016)

Books

2021

1. Money, Credit, and Crises
   Springer Books, Springer View citations (1)

Chapters

2023

1. Commodity Prices and Dry Bulk Shipping Stock Returns
   Springer

2021

2. A Brief History of Money and Credit
   Springer
3. Banking and the Economy
   Springer
4. Banking in Crisis
   Springer
5. Banking in the Twentieth Century
   Springer
6. Epilogue: The Future
   Springer
7. Financial Instability
   Springer
8. Investment Banking
   Springer
9. Modern Crisis-Dealing Practices
   Springer
10. Money and Banking
    Springer
11. Money and Inflation
    Springer
12. Securitization
    Springer
13. Shadow Banking
    Springer