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	2	2	6	178
A financial systemic stress index for Greece	0	2	2	37	0	3	5	148
Are realized volatility models good candidates for alternative Value at Risk prediction strategies?	0	0	0	75	1	1	4	230
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios	0	3	13	1,157	2	11	44	3,533
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach	0	0	1	118	0	1	3	177
Macroeconomic forecasting and structural changes in steady states	0	1	1	35	0	1	2	75
Measuring return and volatility spillovers in euro area financial markets	0	1	1	114	1	4	9	302
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income	0	0	0	90	0	0	0	233
Steady-state priors and Bayesian variable selection in VAR forecasting	1	1	1	51	2	3	5	99
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	40
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	8	20	1,808	8	26	81	5,180

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	1	1	109	0	3	7	322
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	0	4	55	0	1	9	170
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios	9	23	74	1,286	25	84	273	4,075
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs	0	0	0	5	0	2	4	47
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models	0	0	0	9	0	1	2	19
Measuring spillover effects in Euro area financial markets: a disaggregate approach	0	0	1	24	0	2	6	96
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity	0	0	0	4	0	2	3	29
Realized volatility models and alternative Value-at-Risk prediction strategies	0	0	3	62	0	2	11	186
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	17	0	0	3	49
Steady‐state modeling and macroeconomic forecasting quality	0	0	1	28	0	0	4	84
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach	0	1	5	144	0	1	6	402
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	2	3	99
The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting	0	0	0	0	1	2	5	67
The economic value of flexible dynamic correlation models	0	0	0	12	0	0	1	67
The impact of economic uncertainty and inflation uncertainty on the Greek economy	0	0	1	10	0	2	4	32
Total Journal Articles	9	25	90	1,801	26	104	341	5,793

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Statistics updated 2025-09-05