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	2	37	0	0	4	148
A financial systemic stress index for Greece	0	0	0	61	0	2	4	178
Are realized volatility models good candidates for alternative Value at Risk prediction strategies?	1	1	1	76	3	4	7	233
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios	1	2	12	1,159	5	11	45	3,542
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach	0	0	1	118	2	3	5	180
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	0	1	7	302
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income	0	0	0	90	1	1	1	234
Steady-state priors and Bayesian variable selection in VAR forecasting	0	1	1	51	3	5	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	2	4	19	1,811	14	28	84	5,200

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	1	6	323
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	1	1	8	171
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios	6	24	74	1,301	30	85	281	4,135
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs	0	0	0	5	1	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	1	3	97
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	2	62	1	3	11	189
Steady-state priors and Bayesian variable selection in VAR forecasting	0	0	0	17	1	1	4	50
Steady‐state modeling and macroeconomic forecasting quality	0	0	0	28	1	1	3	85
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach	0	0	5	144	1	3	9	405
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	3	6	8	105
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	68
The economic value of flexible dynamic correlation models	0	0	0	12	1	1	2	68
The impact of economic uncertainty and inflation uncertainty on the Greek economy	0	0	1	10	1	1	4	33
Total Journal Articles	6	24	87	1,816	44	107	352	5,874

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Statistics updated 2025-11-08