Dimitrios P. Louzis : Citation Profile


Are you Dimitrios P. Louzis?

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.
   Cites by year: 54
   Journals where Dimitrios P. Louzis has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 9 (1.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo262
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


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:

Brei, Michael (7)

Creel, Jerome (7)

Jacolin, Luc (7)

Anastasiou, Dimitris (7)

Labondance, Fabien (7)

Hubert, Paul (7)

Louri, Helen (7)

NOAH, Alphonse (6)

Masih, Abul (6)

Fengler, Matthias (4)

Keuschnigg, Christian (4)

Cites to:

Diebold, Francis (37)

Bollerslev, Tim (36)

Andersen, Torben (28)

Engle, Robert (22)

Hansen, Peter (21)

Laurent, Sébastien (20)

Giot, Pierre (20)

Giannone, Domenico (17)

Korobilis, Dimitris (15)

Lunde, Asger (15)

Koop, Gary (15)

Main data


Where Dimitrios P. Louzis has published?


Journals with more than one article published# docs
Economic Bulletin3
Empirical Economics3
Applied Economics2
Economic Modelling2
Economics Bulletin2

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 (2024 and 2023)


YearTitle of citing document
2023.

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2023The 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.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Augmenting 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.

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2023Measuring 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.

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2023Forecasting 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.

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2023Comparing 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.

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2023Political 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.

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2023Sustainability 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.

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2023Effect 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.

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2023Climate 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.

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2023Penalized 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.

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2023Improving 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.

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2023Evaluating 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.

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2023Banking 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.

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2023The 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.

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2023Asymmetric 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.

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2023Environmental 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.

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2023.

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2023.

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2023Systematic 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.

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2023Measuring 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..

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2023Non-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.

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2023Impact 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.

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2023The 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.

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2023Dissecting 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.

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2023The 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.

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2023Does 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.

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2023The 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.

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2023Factors 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.

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2023The 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.

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2023The 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.

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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
2017Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models In: Economic Bulletin.
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article5
2021The impact of economic uncertainty and inflation uncertainty on the Greek economy In: Economic Bulletin.
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article5
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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paper397
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 nother version. Agregated cites: 397
article
2013Measuring return and volatility spillovers in euro area financial markets In: Working Papers.
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paper13
2013A financial systemic stress index for Greece In: Working Papers.
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paper30
2013A financial systemic stress index for Greece.(2013) In: Working Paper Series.
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This paper has nother version. Agregated cites: 30
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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paper32
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 nother version. Agregated cites: 1
article
2016Macroeconomic forecasting and structural changes in steady states In: Working Papers.
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paper9
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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article37
2014Realized volatility models and alternative Value-at-Risk prediction strategies In: Economic Modelling.
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article20
2011Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility In: Post-Print.
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paper6
2012Stock 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.
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This paper has nother version. Agregated cites: 6
article
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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paper18
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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This paper has nother version. Agregated cites: 18
article
2015Measuring spillover effects in Euro area financial markets: a disaggregate approach In: Empirical Economics.
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article15
2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs In: Empirical Economics.
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article1
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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article9
2017Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity In: Applied Economics.
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article2
2019Steady?state modeling and macroeconomic forecasting quality In: Journal of Applied Econometrics.
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article4

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