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	1	1	1	62	2	7	11	185
A financial systemic stress index for Greece	0	0	2	37	2	5	8	153
Are realized volatility models good candidates for alternative Value at Risk prediction strategies?	0	0	1	76	3	4	10	237
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios	2	8	16	1,167	10	25	60	3,567
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach	0	1	1	119	4	5	9	185
Macroeconomic forecasting and structural changes in steady states	0	1	2	36	2	5	6	80
Measuring return and volatility spillovers in euro area financial markets	0	0	1	114	2	8	14	310
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income	0	0	0	90	1	4	5	238
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	1	51	1	1	8	103
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	2	2	4	43
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	1	166
Total Working Papers	3	11	25	1,822	29	67	136	5,267

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	3	5	10	328
Greek GDP revisions and short-term forecasting	0	0	0	17	3	7	7	56
Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables	0	0	2	55	2	4	10	175
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios	9	31	89	1,332	32	105	339	4,240
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs	0	0	0	5	2	2	6	50
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models	0	0	0	9	2	2	3	21
Measuring spillover effects in Euro area financial markets: a disaggregate approach	0	0	0	24	2	3	6	100
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity	0	1	1	5	3	7	9	36
Realized volatility models and alternative Value-at-Risk prediction strategies	0	0	1	62	2	2	12	191
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	17	2	4	8	54
Steady‐state modeling and macroeconomic forecasting quality	0	0	0	28	5	7	10	92
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach	2	2	5	146	6	12	18	417
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility	0	1	1	20	4	10	18	115
The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting	0	0	0	0	6	6	9	74
The economic value of flexible dynamic correlation models	0	0	0	12	5	8	10	76
The impact of economic uncertainty and inflation uncertainty on the Greek economy	0	0	1	10	1	6	10	39
Total Journal Articles	11	35	101	1,851	80	190	485	6,064

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Statistics updated 2026-02-12