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	0	61	0	0	4	178
A financial systemic stress index for Greece	0	0	2	37	0	0	4	148
Are realized volatility models good candidates for alternative Value at Risk prediction strategies?	0	1	1	76	1	4	8	234
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios	2	4	12	1,161	3	12	46	3,545
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach	1	1	2	119	1	4	6	181
Macroeconomic forecasting and structural changes in steady states	0	0	1	35	0	0	1	75
Measuring return and volatility spillovers in euro area financial markets	0	0	1	114	2	2	8	304
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income	0	0	0	90	3	4	4	237
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	1	51	0	3	7	102
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	1	2	41
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	3	6	20	1,814	10	30	91	5,210

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	109	1	2	6	324
Greek GDP revisions and short-term forecasting	0	0	0	17	1	1	1	50
Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables	0	0	4	55	1	2	9	172
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios	12	27	83	1,313	41	101	309	4,176
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs	0	0	0	5	0	1	4	48
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models	0	0	0	9	0	0	1	19
Measuring spillover effects in Euro area financial markets: a disaggregate approach	0	0	0	24	1	2	4	98
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity	0	0	0	4	0	0	3	29
Realized volatility models and alternative Value-at-Risk prediction strategies	0	0	1	62	0	3	10	189
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	17	1	2	5	51
Steady‐state modeling and macroeconomic forecasting quality	0	0	0	28	1	2	4	86
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach	0	0	5	144	1	4	10	406
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility	1	1	1	20	3	9	11	108
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	68
The economic value of flexible dynamic correlation models	0	0	0	12	2	3	4	70
The impact of economic uncertainty and inflation uncertainty on the Greek economy	0	0	1	10	2	3	6	35
Total Journal Articles	13	28	96	1,829	55	136	391	5,929

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Statistics updated 2025-12-06