Access Statistics for Dimitrios P. Louzis

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A financial systemic stress index for Greece	0	0	1	61	1	1	4	175
A financial systemic stress index for Greece	0	0	0	35	0	0	4	145
Are realized volatility models good candidates for alternative Value at Risk prediction strategies?	0	0	0	75	0	2	3	228
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios	1	2	11	1,152	2	8	38	3,511
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach	0	1	1	118	0	1	3	176
Macroeconomic forecasting and structural changes in steady states	0	0	0	34	0	0	1	74
Measuring return and volatility spillovers in euro area financial markets	0	0	0	113	1	2	7	298
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income	0	0	2	90	0	0	4	233
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	50	0	0	2	95
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility	0	0	0	5	0	0	2	39
The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting	0	0	0	65	0	1	2	165
Total Working Papers	1	3	15	1,798	4	15	70	5,139

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A methodology for constructing a financial systemic stress index: An application to Greece	0	0	1	108	1	1	6	319
Greek GDP revisions and short-term forecasting	0	0	0	17	0	0	0	49
Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables	2	3	7	55	2	5	19	169
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios	2	6	62	1,247	19	54	249	3,938
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs	0	0	0	5	1	1	2	45
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models	0	0	0	9	0	0	1	18
Measuring spillover effects in Euro area financial markets: a disaggregate approach	0	0	2	24	0	0	6	94
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity	0	0	0	4	0	1	1	27
Realized volatility models and alternative Value-at-Risk prediction strategies	0	0	4	61	0	1	8	180
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	17	0	1	1	47
Steady‐state modeling and macroeconomic forecasting quality	0	0	4	28	0	1	9	83
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach	1	1	4	142	1	2	6	400
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility	0	0	0	19	0	0	1	97
The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting	0	0	0	0	0	1	4	65
The economic value of flexible dynamic correlation models	0	0	0	12	0	1	1	67
The impact of economic uncertainty and inflation uncertainty on the Greek economy	0	0	0	9	0	0	1	29
Total Journal Articles	5	10	84	1,757	24	69	315	5,627

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Statistics updated 2025-04-04