Dimitrios P. Louzis : Citation Profile


Are you Dimitrios P. Louzis?

Bank of Greece

7

H index

7

i10 index

348

Citations

RESEARCH PRODUCTION:

14

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 38
   Journals where Dimitrios P. Louzis has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 8 (2.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo262
   Updated: 2020-09-14    RAS profile: 2019-03-08    
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Relations with other researchers


Works with:

Vouldis, Angelos (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitrios P. Louzis.

Is cited by:

Anastasiou, Dimitrios (6)

Labondance, Fabien (4)

Jakubík, Petr (4)

Masih, Abul (4)

Novales, Alfonso (4)

Hubert, Paul (4)

Jacolin, Luc (4)

NOAH, Alphonse (4)

Creel, Jerome (4)

Fengler, Matthias (3)

Vouldis, Angelos (3)

Cites to:

Bollerslev, Tim (34)

Diebold, Francis (31)

Andersen, Torben (26)

Engle, Robert (21)

Hansen, Peter (21)

Laurent, Sébastien (18)

Lunde, Asger (15)

Korobilis, Dimitris (15)

Giot, Pierre (14)

Degiannakis, Stavros (14)

Koop, Gary (14)

Main data


Where Dimitrios P. Louzis has published?


Journals with more than one article published# docs
Empirical Economics3
Applied Economics2
Economics Bulletin2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Working Papers / Bank of Greece7
MPRA Paper / University Library of Munich, Germany2

Recent works citing Dimitrios P. Louzis (2020 and 2019)


YearTitle of citing document
2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. (2019). Fantazzini, Dean ; Bazhenov, T. In: Russian Journal of Industrial Economics. RePEc:ach:journl:y:2019:id:724.

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2020Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347.

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2020Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

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2019Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland. (2019). Borsuk, Marcin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:89-106.

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2019Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece. (2019). Anastasiou, Dimitrios ; Malandrakis, Ioannis ; Bragoudakis, Zacharias. In: Working Papers. RePEc:bog:wpaper:260.

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2019Housing wealth, household debt and financial assets: are there implications for consumption?. (2019). Papapetrou, Evangelia ; Palaios, Panagiotis ; Manou, Konstantina. In: Working Papers. RePEc:bog:wpaper:263.

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2020Financial Vulnerability and Economic Dynamics in Malaysia. (2020). Puah, Chin-Hong ; Arip, Affendy M ; Kuek, Tai-Hock. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:55-73.

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2020Italy in the Eurozone. (2020). Kogler, Michael ; Winterberg, Hannah ; Kirschner, Linda ; Keuschnigg, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8416.

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2020Banking Crisis Prediction: Emerging Crisis Determinants in Indonesian Banks. (2020). Musdholifah, Musdholifah ; Wulandari, Yulita ; Hartono, Ulil. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-13.

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2019Risk preference and efficiency in Chinese banking. (2019). Wu, Yanrui ; Yu, Zhiqian ; Wang, Bing ; Zhu, Ning. In: China Economic Review. RePEc:eee:chieco:v:53:y:2019:i:c:p:324-341.

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2019Optimal credit guarantee ratio for small and medium-sized enterprises’ financing: Evidence from Asia. (2019). Taghizadeh-Hesary, Farhad ; Yoshino, Naoyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:342-356.

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2020Optimal targeted reduction in reserve requirement ratio in China. (2020). Wei, Xiaoyun ; Han, Liyan ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:1-15.

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2019The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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2020Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546.

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2020Mandatory disclosure tone and bank risk-taking: Evidence from Europe. (2020). del Gaudio, Belinda L ; Verdoliva, Vincenzo ; Sampagnaro, Gabriele ; Megaravalli, Amith V. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302538.

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2019Measuring financial systemic stress for Turkey: A search for the best composite indicator. (2019). Ozturk, Huseyin ; Chadwick, Meltem Gulenay. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:151-172.

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2019What drives credit risk in the Indian banking industry? An empirical investigation. (2019). Kumar, Sunil ; Goswami, Anju ; Gulati, Rachita. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:42-62.

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2019A parsimonious parametric model for generating margin requirements for futures. (2019). Alexander, Carol ; Sumawong, Anannit ; Kaeck, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:1:p:31-43.

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2019Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2019). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129.

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2019European bank loan loss provisioning and technological innovative progress. (2019). Dadoukis, Aristeidis ; Simper, Richard ; Bryce, Cormac. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:119-130.

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2019Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

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2020Credit risk and the business cycle: What do we know?. (2020). Magkonis, Georgios ; Zekente, Kalliopi-Maria ; Chortareas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307579.

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2019Geographic diversification and credit risk in microfinance. (2019). Mersland, Roy ; Beisland, Leif Atle ; Zamore, Stephen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302407.

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2019Corporate governance and financial stability in US banks: Do indirect interlocks matter?. (2019). Salama, Aly ; Abdelbadie, Roba Ashraf. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:85-105.

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2020Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks. (2020). Shams, Syed ; Gunasekarage, Abeyratna ; Bose, Sudipta ; Ovi, Nafisa. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:1:s1815566920300047.

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2019Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

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2019Econometric model of non-performing loans determinants. (2019). Pavlovic, Dejana ; Sekulic, Dejan ; Cvijanovi, Drago ; Radivojevi, Nikola ; Maksimovi, Goran ; Jovic, Srdjan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:481-488.

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2020Financial stability and real estate price fluctuation in China. (2020). Liu, Chao ; Wang, Chao ; Zhao, QI ; Zheng, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316851.

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2019Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms. (2019). Apergis, Nicholas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:34-40.

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2019Bank regulation and efficiency: Evidence from transition countries. (2019). Piesse, Jenifer ; Djalilov, Khurshid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:308-322.

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2020Competition and diversification in the European Banking Sector. (2020). Cpraru, Bogdan ; Pintilie, Nicoleta-Livia ; Ihnatov, Iulian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531917308668.

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2019The Impact of Non-Performing Loans on the Profitability of Listed Euro-Mediterranean Commercial Banks*. (2019). Grima, Simon ; Spiteri, Jonathan ; Psaila, Ayrton. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vii:y:2019:i:4:p:166-196.

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2019The financial stability index (6) – Estimated by the Institute of Financial Studies. (2019). Stancu, Ion ; Panait, Iulian . In: Scientific Papers. RePEc:fst:wpaper:0025.

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2019Developments in Risk Management in Islamic Finance: A Review. (2019). Misman, Faridah Najuna ; Bhatti, Ishaq M ; al Rahahleh, Naseem. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:37-:d:207447.

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2019Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. (2019). Aman, Asia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:158-:d:272145.

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2020The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks. (2020). Bhatti, Ishaq M ; Misman, Faridah Najuna. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:89-:d:354365.

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2019Financial Structure and Systemic Risk of Banks: Evidence from Chinese Reform. (2019). Ahn, Kwangwon ; Kim, Daniel Sungyeon ; Ji, Guseon. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3721-:d:246506.

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2019Determinants of Banks’ Net Interest Margin: Evidence from the Euro Area during the Crisis and Post-Crisis Period. (2019). Gallo, Manuela ; Aristei, David ; Angori, Gabriele. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3785-:d:247271.

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2019The Effect of Housing Prices on Bank Performance in Korea. (2019). Park, Yuen Jung ; Kim, Jungmu ; Ok, Youngkyung. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6242-:d:284464.

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2019Sustainable Visual Analysis for Bank Non-Performing Loans and Government Debt Distress. (2019). Kim, Jong-Min ; Liu, Yumin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:131-:d:301083.

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2019Industry-Specific and Macroeconomic Determinants of Non-Performing Loans: A Comparative Analysis of ARDL and VECM. (2019). Sarker, Niluthpaul ; Bhowmik, Probir Kumar ; Zheng, Changjun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:325-:d:303730.

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2020Analysis of Tail Dependence between Sovereign Debt Distress and Bank Non-Performing Loans. (2020). Ren, Guang-Qian ; Zhong, Rui ; Kim, Jong-Min ; Liu, Yu-Min . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:747-:d:311096.

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2020Sustainability in the Banking Sector: A Predictive Model for the European Banking Union in the Aftermath of the Financial Crisis. (2020). Gutierrez-Lopez, Cristina ; Abad-Gonzalez, Julio . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2566-:d:336411.

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2019The intertwining of credit and banking fragility. (2019). Labondance, Fabien ; Creel, Jerome ; Hubert, Paul. In: Post-Print. RePEc:hal:journl:hal-02894259.

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2019Systemic Sustainability of European Banking Activity: A Multi-Perspective Approach. (2019). Pop, Ionut Daniel. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:9:y:2019:i:3:p:49-58.

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2020Credit information sharing and loan default in developing countries: the moderating effect of banking market concentration and national governance quality. (2020). Ntim, Collins ; Fosu, Samuel ; Adegbite, Emmanuel ; Agyei-Boapeah, Henry ; Danso, Albert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00836-1.

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2019Portfolio Cleaning of Problem Project Loans in Hungary – Experiences Related to the Systemic Risk Buffer, as a Targeted Macroprudential Instrument. (2019). Zsigo, Marton ; Rariga, Erzsebet-Judit ; Faykiss, Peter. In: Financial and Economic Review. RePEc:mnb:finrev:v:18:y:2019:i:3:p:52-82.

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2020Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?. (2020). Kostrzewa, Konrad ; Borsuk, Marcin. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:3:p:211-238.

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2019Determinants of CDS trading on major banks. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Working Papers Dissertations. RePEc:pdn:dispap:51.

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2019Risk allocation through securitization - Evidence from non-performing loans. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Working Papers Dissertations. RePEc:pdn:dispap:58.

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2019An Assessment of the Stability and Diversity of the Nigerian Financial Service Sector. (2019). Adekunle, Wasiu ; Orekoya, Samuel ; Adegboro, Opeyemi Oluwole. In: MPRA Paper. RePEc:pra:mprapa:100995.

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2019Does Excess Bank Liquidity Impact Non-Performing Loan? A Study on Bangladeshi Economy. (2019). Amir, Md Khaled. In: MPRA Paper. RePEc:pra:mprapa:101150.

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2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. (2019). Fantazzini, Dean ; Bazhenov, Timofey. In: MPRA Paper. RePEc:pra:mprapa:93544.

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2019Non-performing loans in European systemic and non-systemic banks. (2019). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:94008.

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2019Does diversification affect the quality of loan portfolio?Panel Granger-causality evidence from US banks. (2019). Tran, Dung ; Ho, Sy-Hoa. In: MPRA Paper. RePEc:pra:mprapa:98186.

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2020The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal. In: MPRA Paper. RePEc:pra:mprapa:99376.

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2020A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne. In: Working Papers. RePEc:pre:wpaper:202011.

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2020TACIT KNOWLEDGE SHARING MODEL FOR BANKS: REMEDIAL MEASURE OF LIKELIHOOD OF DEFAULT. (2020). Qazi, Tehmina Fiaz ; Basit, Abdul ; Lodhi, Suleman Aziz ; Khan, Abdul Aziz. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:9:y:2020:i:1:p:32-50.

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2019The intertwining of credit and banking fragility. (2019). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7cesh5fts89ft984viovct5djb.

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2020A dominance approach for comparing the performance of VaR forecasting models. (2020). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00990-4.

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2019Effects of economic variables on NPLs depending on the economic cycle. (2019). Climent-Serrano, Salvador. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1362-y.

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2019Does abnormal lending behavior increase bank riskiness? Evidence from Turkey. (2019). Zulfiqar, Bushra ; FAREED, Zeeshan ; SHAHZAD, Farrukh ; Ikram, Muhammad ; Habiba, Umme. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0152-2.

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2019Determinants of non-performing loans: What do we know? A systematic review and avenues for future research. (2019). Manz, Florian. In: Management Review Quarterly. RePEc:spr:manrev:v:69:y:2019:i:4:d:10.1007_s11301-019-00156-7.

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2020Policy uncertainty and loan loss provisions in the banking industry. (2020). Zhang, Janus Jian ; Saffar, Walid. In: Review of Accounting Studies. RePEc:spr:reaccs:v:25:y:2020:i:2:d:10.1007_s11142-019-09530-y.

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2020Identifying the Financial Cycle in Slovakia. (2020). Suster, Martin ; Kupkovic, Patrik. In: Working and Discussion Papers. RePEc:svk:wpaper:1070.

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2019A dominance approach for comparing the performance of VaR forecasting models. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1923.

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2019Volatility specifications versus probability distributions in VaR forecasting. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1926.

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2019Non-Performing Loans in Central and Southeast Europe. (2019). Pindyuk, Olga ; Bykova, Alexandra. In: wiiw Policy Notes. RePEc:wii:pnotes:pn:32.

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2020Determinants of Nonperforming Loans in Emerging Markets: Evidence from the MENA Region. (2020). Naili, Maryem ; Jabbouri, Imad. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500267.

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Works by Dimitrios P. Louzis:


YearTitleTypeCited
2018Greek GDP revisions and short-term forecasting In: Economic Bulletin.
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article0
2010Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios In: Working Papers.
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paper226
2012Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 226
article
2013Measuring return and volatility spillovers in euro area financial markets In: Working Papers.
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paper11
2013A financial systemic stress index for Greece In: Working Papers.
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paper19
2013A financial systemic stress index for Greece.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 19
paper
2014Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach In: Working Papers.
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paper0
2015Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income In: Working Papers.
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paper28
2015Steady-state priors and Bayesian variable selection in VAR forecasting In: Working Papers.
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paper1
2016Steady-state priors and Bayesian variable selection in VAR forecasting.(2016) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 1
article
2016Macroeconomic forecasting and structural changes in steady states In: Working Papers.
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paper0
2012Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach In: Economics Bulletin.
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article0
2015The economic value of flexible dynamic correlation models In: Economics Bulletin.
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article0
2012A methodology for constructing a financial systemic stress index: An application to Greece In: Economic Modelling.
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article23
2014Realized volatility models and alternative Value-at-Risk prediction strategies In: Economic Modelling.
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article14
2011Are realized volatility models good candidates for alternative Value at Risk prediction strategies? In: MPRA Paper.
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paper0
2011The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting In: MPRA Paper.
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2013The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting.(2013) In: Journal of Forecasting.
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article
2015Measuring spillover effects in Euro area financial markets: a disaggregate approach In: Empirical Economics.
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article5
2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs In: Empirical Economics.
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article0
2018Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables In: Empirical Economics.
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2012Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility In: Applied Economics.
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article5
2017Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity In: Applied Economics.
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article1
2019Steady‐state modeling and macroeconomic forecasting quality In: Journal of Applied Econometrics.
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article1

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