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 1 1 62 3 5 13 188
A financial systemic stress index for Greece 0 0 2 37 2 5 11 156
Are realized volatility models good candidates for alternative Value at Risk prediction strategies? 0 0 1 76 3 6 12 240
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios 3 7 20 1,172 9 26 72 3,583
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach 0 0 1 119 2 6 11 187
Macroeconomic forecasting and structural changes in steady states 0 0 2 36 1 3 7 81
Measuring return and volatility spillovers in euro area financial markets 0 0 1 114 1 3 13 311
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income 0 0 0 90 0 1 5 238
Steady-state priors and Bayesian variable selection in VAR forecasting 1 1 2 52 2 3 10 105
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 3 5 44
The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting 0 0 0 65 3 4 5 170
Total Working Papers 4 9 30 1,828 27 65 164 5,303

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 1 109 1 8 14 333
Greek GDP revisions and short-term forecasting 0 0 0 17 0 4 8 57
Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables 0 0 0 55 1 5 9 178
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios 17 35 111 1,358 60 126 396 4,334
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs 0 0 0 5 0 2 5 50
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models 0 0 0 9 1 6 7 25
Measuring spillover effects in Euro area financial markets: a disaggregate approach 0 0 0 24 0 3 7 101
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity 0 0 1 5 2 6 12 39
Realized volatility models and alternative Value-at-Risk prediction strategies 0 0 1 62 0 2 11 191
Steady-state priors and Bayesian variable selection in VAR forecasting 0 0 0 17 1 3 8 55
Steady‐state modeling and macroeconomic forecasting quality 0 0 0 28 0 5 9 92
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach 0 2 4 146 1 7 18 418
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 2 7 21 118
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 6 9 74
The economic value of flexible dynamic correlation models 0 0 0 12 2 7 11 78
The impact of economic uncertainty and inflation uncertainty on the Greek economy 0 0 1 10 1 3 12 41
Total Journal Articles 17 37 120 1,877 72 200 557 6,184

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Statistics updated 2026-04-09