Access Statistics for Dimitrios P. Louzis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A financial systemic stress index for Greece 0 0 2 37 0 4 13 158
A financial systemic stress index for Greece 0 0 1 62 0 4 13 189
Are realized volatility models good candidates for alternative Value at Risk prediction strategies? 0 0 1 76 1 8 16 245
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios 2 5 20 1,174 3 23 75 3,597
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach 0 0 1 119 1 6 15 191
Macroeconomic forecasting and structural changes in steady states 1 1 3 37 2 5 11 85
Measuring return and volatility spillovers in euro area financial markets 0 0 1 114 0 8 20 318
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income 0 0 0 90 3 5 10 243
Steady-state priors and Bayesian variable selection in VAR forecasting 0 1 2 52 0 3 10 106
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 1 3 6 46
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 5 7 172
Total Working Papers 3 7 31 1,831 11 74 196 5,350

Journal Article File Downloads Abstract Views
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 1 2 110 0 2 15 334
Greek GDP revisions and short-term forecasting 0 0 0 17 0 0 8 57
Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables 0 0 0 55 2 18 26 195
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios 18 48 126 1,389 52 175 458 4,449
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs 0 0 0 5 1 2 7 52
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models 0 0 0 9 0 1 7 25
Measuring spillover effects in Euro area financial markets: a disaggregate approach 0 0 0 24 2 4 11 105
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity 0 0 1 5 0 3 13 40
Realized volatility models and alternative Value-at-Risk prediction strategies 0 0 0 62 3 8 15 199
Steady-state priors and Bayesian variable selection in VAR forecasting 0 0 0 17 0 1 6 55
Steady‐state modeling and macroeconomic forecasting quality 0 0 0 28 1 4 12 96
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach 1 1 4 147 2 7 23 424
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility 0 0 1 20 1 11 30 127
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 4 13 78
The economic value of flexible dynamic correlation models 0 0 0 12 1 6 15 82
The impact of economic uncertainty and inflation uncertainty on the Greek economy 0 0 0 10 0 2 12 42
Total Journal Articles 19 50 134 1,910 65 248 671 6,360

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Statistics updated 2026-06-04