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	36	2	2	4	147
A financial systemic stress index for Greece	0	0	1	61	0	1	4	176
Are realized volatility models good candidates for alternative Value at Risk prediction strategies?	0	0	0	75	0	1	3	229
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios	2	4	12	1,156	7	18	41	3,529
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach	0	0	1	118	1	1	4	177
Macroeconomic forecasting and structural changes in steady states	1	1	1	35	1	1	2	75
Measuring return and volatility spillovers in euro area financial markets	0	0	0	113	2	2	7	300
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income	0	0	0	90	0	0	1	233
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	50	1	2	4	97
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	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	4	6	16	1,804	14	29	73	5,168

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	1	1	1	109	2	2	6	321
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	5	55	0	0	12	169
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios	7	23	64	1,270	31	84	245	4,022
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs	0	0	0	5	0	0	2	45
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models	0	0	0	9	1	1	2	19
Measuring spillover effects in Euro area financial markets: a disaggregate approach	0	0	1	24	1	1	5	95
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity	0	0	0	4	1	1	2	28
Realized volatility models and alternative Value-at-Risk prediction strategies	0	1	3	62	0	4	9	184
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	17	0	2	3	49
Steady‐state modeling and macroeconomic forecasting quality	0	0	2	28	0	1	7	84
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach	1	2	6	144	1	2	7	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	1	1	2	98
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	1	4	66
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	1	1	10	2	3	4	32
Total Journal Articles	9	28	83	1,785	41	103	311	5,730

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Statistics updated 2025-07-04