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 1 62 1 2 13 191
A financial systemic stress index for Greece 1 1 1 38 3 4 14 162
Are realized volatility models good candidates for alternative Value at Risk prediction strategies? 0 0 1 76 2 2 17 247
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios 2 4 21 1,178 5 13 77 3,610
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach 0 0 1 119 0 1 15 192
Macroeconomic forecasting and structural changes in steady states 0 0 2 37 1 2 12 87
Measuring return and volatility spillovers in euro area financial markets 0 0 0 114 1 3 19 321
Modelling house price dynamics in Greece 0 1 1 1 0 1 1 1
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income 0 0 0 90 1 3 13 246
Steady-state priors and Bayesian variable selection in VAR forecasting 0 0 1 52 2 3 10 109
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 2 8 48
The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting 0 0 0 65 1 2 9 174
Trend inflation and inflation expectations in high dimensional vector autoregressions 0 0 0 0 0 0 6 6
Total Working Papers 3 6 29 1,837 18 38 214 5,394

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 0 1 110 0 0 12 334
Greek GDP revisions and short-term forecasting 0 0 0 17 0 1 9 58
Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables 0 0 0 55 2 2 27 197
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios 6 18 121 1,407 27 89 463 4,538
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs 0 0 0 5 0 1 6 53
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models 0 0 0 9 0 1 7 26
Measuring spillover effects in Euro area financial markets: a disaggregate approach 0 0 0 24 0 0 9 105
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity 0 0 1 5 1 1 12 41
Realized volatility models and alternative Value-at-Risk prediction strategies 0 0 0 62 0 1 14 200
Steady-state priors and Bayesian variable selection in VAR forecasting 0 0 0 17 14 14 20 69
Steady‐state modeling and macroeconomic forecasting quality 0 0 0 28 1 1 13 97
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach 0 0 3 147 0 1 23 425
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 3 31 130
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 12 79
The economic value of flexible dynamic correlation models 0 0 0 12 0 1 16 83
The impact of economic uncertainty and inflation uncertainty on the Greek economy 0 0 0 10 1 2 12 44
Total Journal Articles 6 18 127 1,928 47 119 686 6,479

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Statistics updated 2026-09-10