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 0 1 62 0 1 14 190
A financial systemic stress index for Greece 0 0 0 37 1 1 11 159
Are realized volatility models good candidates for alternative Value at Risk prediction strategies? 0 0 1 76 0 1 16 245
Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios 1 4 19 1,176 1 11 74 3,605
Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach 0 0 1 119 1 2 15 192
Macroeconomic forecasting and structural changes in steady states 0 1 2 37 0 3 11 86
Measuring return and volatility spillovers in euro area financial markets 0 0 0 114 0 2 19 320
Modelling house price dynamics in Greece 0 1 1 1 0 1 1 1
Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income 0 0 0 90 0 5 12 245
Steady-state priors and Bayesian variable selection in VAR forecasting 0 0 2 52 1 1 10 107
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 2 7 47
The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting 0 0 0 65 1 1 8 173
Trend inflation and inflation expectations in high dimensional vector autoregressions 0 0 0 0 0 1 6 6
Total Working Papers 1 6 27 1,834 5 32 204 5,376

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 1 110 0 0 12 334
Greek GDP revisions and short-term forecasting 0 0 0 17 0 1 9 58
Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables 0 0 0 55 0 2 25 195
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios 6 30 124 1,401 31 114 461 4,511
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs 0 0 0 5 1 2 6 53
Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models 0 0 0 9 0 1 7 26
Measuring spillover effects in Euro area financial markets: a disaggregate approach 0 0 0 24 0 2 9 105
Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity 0 0 1 5 0 0 11 40
Realized volatility models and alternative Value-at-Risk prediction strategies 0 0 0 62 0 4 14 200
Steady-state priors and Bayesian variable selection in VAR forecasting 0 0 0 17 0 0 6 55
Steady‐state modeling and macroeconomic forecasting quality 0 0 0 28 0 1 12 96
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach 0 1 3 147 1 3 23 425
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 3 30 129
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 1 13 79
The economic value of flexible dynamic correlation models 0 0 0 12 0 2 16 83
The impact of economic uncertainty and inflation uncertainty on the Greek economy 0 0 0 10 1 1 11 43
Total Journal Articles 6 31 130 1,922 36 137 665 6,432

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Statistics updated 2026-08-07