Details about Nektarios A. Michail

Access statistics for papers by Nektarios A. Michail.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pmi1016

Working Papers

2022

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

2021

4. Does Household Behaviour Depend on Monetary Policy? Evidence from Cyprus
   Working Papers, Central Bank of Cyprus View citations (2)
5. Inflation expectations and their role in Eurosystem forecasting
   Occasional Paper Series, European Central Bank View citations (4)

2018

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

2017

9. Credit, House Prices and the Macroeconomy in Cyprus
   Working Papers, Central Bank of Cyprus View citations (2)
   See also Journal Article in South-Eastern Europe Journal of Economics (2019)

2016

10. Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns
    Working Papers, Central Bank of Cyprus
11. 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 in Cyprus Economic Policy Review (2016)
12. Examining the Time-Variation of Inflation Persistence in Ten Euro Area Countries
    Working Papers, Central Bank of Cyprus
13. 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

14. Examining the Stability of Okun’s Coefficient
    Working Papers, Central Bank of Cyprus View citations (1)
    See also Journal Article in Bulletin of Economic Research (2019)

2014

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

Journal Articles

2023

1. Determinants of Ship Management Revenues: The Case of Cyprus
   Economies, 2023, 11, (7), 1-12
2. Sales and promotions and the great recession deflation
   Empirical Economics, 2023, 64, (1), 349-392

2022

3. Buy together, but recycle alone: sentiment-driven herding behavior in oceanic dry bulk shipping
   Review of Behavioral Finance, 2022, 15, (4), 534-549
4. 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
5. 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 (2022)
6. Geopolitical Risk and the LNG-LPG Trade
   Peace Economics, Peace Science, and Public Policy, 2022, 28, (3), 243-265
7. Missed Payments, Renegotiations, and Household Consumption
   South-Eastern Europe Journal of Economics, 2022, 20, (1), 31-50
8. The relationship between shipping freight rates and inflation in the Euro Area
   International Economics, 2022, 172, (C), 40-49 View citations (3)
   Also in International Economics, 2022, (172), 40-49 (2022) View citations (1)
   See also Working Paper (2022)

2021

9. 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
10. Are central banks to blame? Monetary policy and bank lending behavior
    Bulletin of Economic Research, 2021, 73, (4), 762-779
11. Container shipping trade and real GDP growth: A panel vector autoregressive approach
    Economics Bulletin, 2021, 41, (2), 304-315 View citations (2)
12. Electricity consumption and economic activity in Cyprus using an asymmetric cointegration technique
    Cyprus Economic Policy Review, 2021, 15, (2), 26-41
13. Public Debt Thresholds: An Analysis for Cyprus
    Cyprus Economic Policy Review, 2021, 15, (1), 75-85
14. Sentiment-Augmented Supply and Demand Equations for the Dry Bulk Shipping Market
    Economies, 2021, 9, (4), 1-0
15. Tell me where to stop: thresholds in the bank lending and output growth relationship
    Empirical Economics, 2021, 60, (4), 1845-1873 View citations (1)
16. The impact of conflict on the exchange rate of developing economies
    Review of Development Economics, 2021, 25, (2), 916-930

2020

17. Convergence of consumption patterns in the European Union
    Empirical Economics, 2020, 58, (3), 979-994 View citations (4)
18. 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)
19. What Determines Bank Lending Standards in Cyprus?
    Cyprus Economic Policy Review, 2020, 14, (1), 16-26

2019

20. A cointegrating stock trading strategy: application to listed tanker shipping companies
    Journal of Shipping and Trade, 2019, 4, (1), 1-10 View citations (2)
21. 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 (2017)
22. EXAMINING THE STABILITY OF OKUN'S COEFFICIENT
    Bulletin of Economic Research, 2019, 71, (3), 240-256 View citations (1)
    See also Working Paper (2015)
23. Stock market predictability 2000-2014: the effect of the great recession
    International Journal of Banking, Accounting and Finance, 2019, 10, (2), 162-180
24. The impact of foreign demand on Cyprus house prices
    Cyprus Economic Policy Review, 2019, 13, (2), 48-71 View citations (3)
25. 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 (8)

2018

26. 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 (2018)
27. Effects of fiscal consolidation on business confidence in the Euro Area
    Economics and Business Letters, 2018, 7, (2), 76-83
28. Estimating a Bilateral J‐curve between the UK and the Euro Area
    Manchester School, 2018, 86, (6), 757-769
29. Real effects of banking crises: Imports of capital goods by developing countries
    Review of Development Economics, 2018, 22, (3), 1343-1359 View citations (3)

2017

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

2016

32. 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 (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