9
H index
8
i10 index
604
Citations
Bank of Greece | 9 H index 8 i10 index 604 Citations RESEARCH PRODUCTION: 16 Articles 11 Papers RESEARCH ACTIVITY: 11 years (2010 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/plo262 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitrios P. Louzis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Bulletin | 3 |
Empirical Economics | 3 |
Applied Economics | 2 |
Economic Modelling | 2 |
Economics Bulletin | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Bank of Greece | 7 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | The Influence of Bank Performance, Market Condition and Economic Growth on Non-Performing Loansa. (2023). Ferreira, Candida. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:77-98. Full description at Econpapers || Download paper |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8. Full description at Econpapers || Download paper |
2023 | Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x. Full description at Econpapers || Download paper |
2023 | Forecasting VIX using two-component realized EGARCH model. (2023). Liu, LI ; Zhao, AN ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000578. Full description at Econpapers || Download paper |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper |
2023 | Political career concerns and bank lending in China. (2023). Wu, Yiping ; Pang, Baoqing ; Tian, Yunlin. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000055. Full description at Econpapers || Download paper |
2023 | Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x. Full description at Econpapers || Download paper |
2023 | Effect of COVID-19 on non-performing loans in China. (2023). Zhang, Jie ; Liu, Jinjing ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005499. Full description at Econpapers || Download paper |
2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper |
2023 | Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204. Full description at Econpapers || Download paper |
2023 | Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers || Download paper |
2023 | Evaluating the validity of regulatory interest rate risk measures – a simulation approach. (2023). Platte, Daniel ; Claussen, Catharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001383. Full description at Econpapers || Download paper |
2023 | Banking regulation and banks’ risk-taking behavior: The role of investors’ protection. (2023). Dias, Jose Carlos ; Dutra, Tiago M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:124-148. Full description at Econpapers || Download paper |
2023 | The consequences of bank loan growth: Evidence from Asia. (2023). Vithessonthi, Chaiporn. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:252-270. Full description at Econpapers || Download paper |
2023 | Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173. Full description at Econpapers || Download paper |
2023 | Environmental behavioral perceptions under uncertainty of alternative economic futures. (2023). Petrakis, Panagiotis E ; Papaioannou, Konstantina ; Kanzola, Anna-Maria. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523001130. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5. Full description at Econpapers || Download paper |
2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
2023 | Non-performing loans and bank lending behaviour. (2023). Rant, Vasja ; Marin, Matej ; Gjei, Ardit. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00111-z. Full description at Econpapers || Download paper |
2023 | Impact of Macroeconomic and Banking Indicators on Lending Rates - A Global Perspective. (2023). Anghel, Cristian ; Niescu, Dan Costin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:64-77. Full description at Econpapers || Download paper |
2023 | The utilization of CAMEL framework in analyzing the financial soundness of commercial banks in Malaysia: Pre and in the time of Covid 19. (2023). Abdul, Muhammad Ridzuan ; Saddam, Siti Zaitun ; Zainudin, Ahmad Danial ; Nizar, Nurhuda. In: Information Management and Business Review. RePEc:rnd:arimbr:v:15:y:2023:i:2:p:186-196. Full description at Econpapers || Download paper |
2023 | Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0. Full description at Econpapers || Download paper |
2023 | The spirit is willing, but the institutions are weak: disclosure of corporate social responsibility and the financial sector in transition. (2023). Hartwell, Christopher ; Djalilov, Khurshid. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00224-1. Full description at Econpapers || Download paper |
2023 | Does country risk impact the banking sectors’ non-performing loans? Evidence from BRICS emerging economies. (2023). Athari, Seyed Alireza ; Farmanesh, Panteha ; Saliba, Chafic. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00494-2. Full description at Econpapers || Download paper |
2023 | The impact of macroeconomic and institutional environment on NPL of developing and developed countries. (2023). Singhal, Nikita ; Goyal, Shikha ; Verma, Subhash Kumar ; Mishra, Nandita. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00216-1. Full description at Econpapers || Download paper |
2023 | Factors influencing commercial bank profitability in Bangladesh: a panel data approach. (2023). Rahman, Md Mufidur ; Akther, Taslima. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00247-8. Full description at Econpapers || Download paper |
2023 | The effect of Economic Policy Uncertainty on the credit risk of US commercial banks. (2023). Lobo, Julio ; Paulevianez, Jessica ; Ordencruz, Carmen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3420-3436. Full description at Econpapers || Download paper |
2023 | The rollout of internal credit risk models: Implications for the novel partial-use philosophy. (2023). Woyand, Corinna ; Schlam, Carina. In: Discussion Papers. RePEc:zbw:bubdps:072023. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Greek GDP revisions and short-term forecasting In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2017 | Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models In: Economic Bulletin. [Full Text][Citation analysis] | article | 5 |
2021 | The impact of economic uncertainty and inflation uncertainty on the Greek economy In: Economic Bulletin. [Full Text][Citation analysis] | article | 5 |
2010 | Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios In: Working Papers. [Full Text][Citation analysis] | paper | 397 |
2012 | Macroeconomic 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 397 | article | |
2013 | Measuring return and volatility spillovers in euro area financial markets In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2013 | A financial systemic stress index for Greece In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2013 | A financial systemic stress index for Greece.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2014 | Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
2015 | Steady-state priors and Bayesian variable selection in VAR forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Steady-state priors and Bayesian variable selection in VAR forecasting.(2016) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | Macroeconomic forecasting and structural changes in steady states In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2015 | The economic value of flexible dynamic correlation models In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2012 | A methodology for constructing a financial systemic stress index: An application to Greece In: Economic Modelling. [Full Text][Citation analysis] | article | 37 |
2014 | Realized volatility models and alternative Value-at-Risk prediction strategies In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
2011 | Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility In: Post-Print. [Full Text][Citation analysis] | paper | 6 |
2012 | Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2011 | Are realized volatility models good candidates for alternative Value at Risk prediction strategies? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting In: MPRA Paper. [Full Text][Citation analysis] | paper | 18 |
2013 | The Role of High?Frequency Intra?daily Data, Daily Range and Implied Volatility in Multi?period Value?at?Risk Forecasting.(2013) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2015 | Measuring spillover effects in Euro area financial markets: a disaggregate approach In: Empirical Economics. [Full Text][Citation analysis] | article | 15 |
2017 | Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2018 | Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables In: Empirical Economics. [Full Text][Citation analysis] | article | 9 |
2017 | Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2019 | Steady?state modeling and macroeconomic forecasting quality In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
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