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	0	1	4	175
A financial systemic stress index for Greece	0	0	0	35	0	0	3	145
Are realized volatility models good candidates for alternative Value at Risk prediction strategies?	0	0	0	75	0	1	2	228
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios	1	2	12	1,153	6	10	39	3,517
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach	0	0	1	118	0	0	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	0	2	7	298
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income	0	0	1	90	0	0	2	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	0	1	165
Total Working Papers	1	2	15	1,799	6	14	66	5,145

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	0	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	0	2	7	55	0	4	18	169
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios	7	11	60	1,254	17	54	239	3,955
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs	0	0	0	5	0	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	1	24	0	0	4	94
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity	0	0	0	4	0	0	1	27
Realized volatility models and alternative Value-at-Risk prediction strategies	1	1	4	62	4	5	11	184
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	17	1	2	2	48
Steady‐state modeling and macroeconomic forecasting quality	0	0	4	28	1	2	9	84
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach	0	1	4	142	0	1	5	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	0	3	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	1	1	1	10	1	1	2	30
Total Journal Articles	9	16	82	1,766	24	72	305	5,651

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Statistics updated 2025-05-12