Dimitrios P. Louzis : Citation Profile


Are you Dimitrios P. Louzis?

Bank of Greece

7

H index

7

i10 index

328

Citations

RESEARCH PRODUCTION:

14

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 41
   Journals where Dimitrios P. Louzis has often published
   Relations with other researchers
   Recent citing documents: 149.    Total self citations: 8 (2.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo262
   Updated: 2020-05-16    RAS profile: 2019-03-08    
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Relations with other researchers


Works with:

Vouldis, Angelos (5)

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)

NOAH, Alphonse (4)

Masih, Abul (4)

Jacolin, Luc (4)

Jakubík, Petr (4)

Turk Ariss, Rima (3)

Sharma, Prateek (3)

Love, Inessa (3)

Krehlik, Tomas (3)

Fengler, Matthias (3)

Morales Mosquera, Miguel (3)

Cites to:

Bollerslev, Tim (34)

Diebold, Francis (31)

Andersen, Torben (26)

Engle, Robert (21)

Hansen, Peter (21)

Laurent, Sébastien (18)

Korobilis, Dimitris (15)

Lunde, Asger (15)

Giot, Pierre (14)

Koop, Gary (14)

Degiannakis, Stavros (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 (2019 and 2018)


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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2018Determinants of Non-Performing Loans in the Banking Sector of Ghana Between 1998 and 2013. (2018). Adusei, Charles. In: Asian Development Policy Review. RePEc:asi:adprev:2018:p:142-154.

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2017DETERMINANTS OF CREDIT RISK – THE CASE OF SERBIA. (2017). Jovi, Eljko . In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:155-188.

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2018Credit risk and bank competition in Sub-Saharan Africa. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: Working papers. RePEc:bfr:banfra:664.

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2017La monnaie fiduciaire en France en 2016. (2017). Ninlias, E ; Torre, G. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:212:01.

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2017En 2016, les principaux groupes français présentent un niveau de profitabilité et d’investissement au plus haut depuis cinq ans. (2017). Balard, M ; Boileau, A. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:212:02.

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2017Les entreprises exportatrices en France : une comparaison avec l’Union européenne. (2017). CEZAR, Rafael. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:212:03.

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2017Les enjeux de régulation et de supervision liés aux fintechs et à la rupture digitale. (2017). Beaudemoulin, N ; Warzee, D ; Bienvenu, P. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:212:04.

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2017Le mouvement de déconcentration des systèmes bancaires en Afrique subsaharienne. (2017). NOAH, Alphonse ; Jacolin, Luc. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:212:05.

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2017Euro banknotes and coins in France in 2016. (2017). Ninlias, E ; Torre, G. In: Quarterly selection of articles - Bulletin de la Banque de France. RePEc:bfr:quarte:2017:47:01.

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2017Exporting firms in France: a comparison with the European Union. (2017). CEZAR, Rafael. In: Quarterly selection of articles - Bulletin de la Banque de France. RePEc:bfr:quarte:2017:47:02.

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2017Non-resident holdings of French CAC 40 shares at end-2016. (2017). Guette-Khiter, C. In: Quarterly selection of articles - Bulletin de la Banque de France. RePEc:bfr:quarte:2017:47:03.

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2017FinTechs and the digital revolution: the challenges of regulation and supervision. (2017). Beaudemoulin, N ; Warzee, D ; A.-S. Lawniczak, ; Bienvenu, P. In: Quarterly selection of articles - Bulletin de la Banque de France. RePEc:bfr:quarte:2017:47:04.

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2017The deconcentration of banking systems in sub-Saharan Africa. (2017). NOAH, Alphonse ; Jacolin, Luc. In: Quarterly selection of articles - Bulletin de la Banque de France. RePEc:bfr:quarte:2017:47:05.

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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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2018Significance of Controllable and Uncontrollable Drivers in Credit Defaults. (2018). Shi, Lei ; Yun, Yin ; Evans, John ; Allan, Neil. In: Economic Papers. RePEc:bla:econpa:v:37:y:2018:i:1:p:30-41.

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2018A Systems Analysis of Drivers of Individual Bankruptcies. (2018). Shi, Lei ; Li, Yifei ; Evans, John. In: Economic Papers. RePEc:bla:econpa:v:37:y:2018:i:4:p:390-398.

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2017MACROECONOMIC AND BANK SPECIFIC DETERMINANTS OF NON-PERFORMING LOANS (NPLS) IN THE INDIAN BANKING SECTOR. (2017). Laila, Memdani . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:2:p:125-135.

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2018The Impact of Uncertainty on Financial Institutions. (2018). Xu, Bing ; Caglayan, Mustafa ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:939.

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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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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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2018Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, Gabriella ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1124.

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2018CREDIT RISK AND BANK COMPETITION IN SUB-SAHARAN AFRICA. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-27.

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

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2017A Pooled Mean Group Approach to the Joint Effects of Oil Price Changes and Environmental Risks on Non-Performing Loans: Evidence from Organisation of the Petroleum Exporting the Countries. (2017). Idris, Ismail Tijjani ; Nayan, Sabri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-42.

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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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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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

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2018Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment. (2018). Skrabic Peric, Blanka ; Aljinovi, Zdravka ; Smiljani, Ana Rimac. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:49-69.

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

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2018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

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2018International spillovers in global asset markets. (2018). Belke, Ansgar ; Dubova, Irina. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:3-17.

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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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2017The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries. (2017). Mirzaei, Ali ; Al-Khazali, Osamah M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:193-208.

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2018Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets. (2018). Qu, Hui ; Niu, Mengyi ; Duan, Qingling. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:767-776.

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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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2017Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data. (2017). Degiannakis, Stavros ; Potamia, Artemis . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:176-190.

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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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2017Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis. (2017). Us, Vuslat. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:109-117.

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2018Liquidity-threshold effect in non-performing loans. (2018). POP, Ionu Daniel ; Anghel, Dan Gabriel ; Cepoi, Cosmin Octavian . In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:124-128.

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2017Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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2018Measuring systemic vulnerability in European banking systems. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:279-292.

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2018Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

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2018Macro stress testing the U.S. banking system. (2018). Molyneux, Philip ; Kanas, Angelos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:54:y:2018:i:c:p:204-227.

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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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2017Sector-specific analysis of non-performing loans in the US banking system and their macroeconomic impact. (2017). Ghosh, Amit. In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:29-45.

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2018Banking competition, banking stability, and economic growth: Are feedback effects at work?. (2018). Jayakumar, Manju ; Gaurav, Kunal ; Maradana, Rana P ; Dash, Saurav ; Pradhan, Rudra P. In: Journal of Economics and Business. RePEc:eee:jebusi:v:96:y:2018:i:c:p:15-41.

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2018Why do firms default on their foreign currency loans? The case of Hungary. (2018). Vonnak, Dzsamila. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:207-222.

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2018Macro stress testing and resilience assessment of Indian banking. (2018). Dua, Pami ; Kapur, Hema. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:452-475.

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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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2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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2018Modeling returns volatility: Realized GARCH incorporating realized risk measure. (2018). Jiang, Wei ; Li, YE ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:249-258.

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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). Wang, Chao ; Zhao, QI ; Zheng, Ying ; Liu, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316851.

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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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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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2017Too big to fail and bank loan accounting in developing nations: Evidence from the Mexican financial crisis. (2017). Hazera, Alejandro ; Triki, Anis ; Quirvan, Carmen . In: Research in Accounting Regulation. RePEc:eee:reacre:v:29:y:2017:i:2:p:109-118.

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2018Non-performing loans and housing prices in China. (2018). Wan, Junmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:26-42.

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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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2017Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH. (2017). Vortelinos, Dimitrios I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:824-839.

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2017The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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2017Bank credit risk and credit information sharing in Africa: Does credit information sharing institutions and context matter?. (2017). KUSI, BAAH ; Agbloyor, Elikplimi ; Gyeke-Dako, Agyapomaa ; Ansah-Adu, Kwadjo . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1123-1136.

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2017Is ex-post credit risk affected by the cycles? The case of Italian banks. (2017). Anastasiou, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:242-248.

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2017Does the ownership structure matter for banks’ capital regulation and risk-taking behavior? Empirical evidence from a developing country. (2017). Ashraf, Badar Nadeem ; Zheng, Changjun ; Moudud-Ul, Syed ; Rahman, Mohammad Morshedur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:404-421.

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2017Bank-firm relationship and credit risk: An analysis on Tunisian firms. (2017). Boussaada, Rim ; Belguith, Houda ; Belaid, Faial . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:532-543.

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2017How to explain non-performing loans by many corporate governance variables simultaneously? A corporate governance index is built to US commercial banks. (2017). Jarraya, Bilel ; Tarchouna, Ameni ; Bouri, Abdelfettah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:645-657.

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2017Nonperforming loans in the GCC banking sectors: Does the Islamic finance matter?. (2017). Asutay, Mehmet ; Alandejani, Maha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:832-854.

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

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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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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2018Impersonal Trust and Perceived Organizational Politics on Organizational Commitment. (2018). Nurhayati, M ; Irawanto, D W ; Thoyib, A. In: European Research Studies Journal. RePEc:ers:journl:v:volumexxi:y:2018:i:issue3:p:391-403.

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2018Determinants of the Level of Non-Performing Loans in Commercial Banks of Transition Countries. (2018). Grima, Simon ; Mazreku, Ibish ; Spiteri, Jonathan V ; Misiri, Valdrin ; Morina, Fisnik. In: European Research Studies Journal. RePEc:ers:journl:v:xxi:y:2018:i:3:p:3-13.

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2018Islamic Bank Credit Risk: Macroeconomic and Bank Specific Factors. (2018). Wiryono, Sudarso Kaderi ; Effendi, Kharisya Ayu. In: European Research Studies Journal. RePEc:ers:journl:v:xxi:y:2018:i:3:p:53-62.

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2018Managing NPEs Under Financial Crisis Conditions: A Synthetic Quick Approach. (2018). Liapis, Konstantinos J. In: European Research Studies Journal. RePEc:ers:journl:v:xxi:y:2018:i:4:p:688-713.

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2018Empirical Panel Analysis of Non-performing Loans in the Czech Republic. What are their Determinants and How Strong is their Impact on the Real Economy?. (2018). Petkovski, Mihail ; Jovanovski, Kiril ; Kjosevski, Jordan. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:5:p:460-490.

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2017The financial stability index (3) – Estimated by the Institute of Financial Studies. (2017). Stancu, Ion ; Panait, Iulian. In: Scientific Papers. RePEc:fst:wpaper:0001.

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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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2018Housing, Housing Finance and Credit Risk. (2018). Canepa, Alessandra ; Khaled, Fawaz. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:50-:d:145475.

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2018Does Banking Management Affect Credit Risk? Evidence from the Indian Banking System. (2018). Koju, Laxmi ; Wang, Shouyang. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:67-:d:159514.

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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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2018Incorporating Sustainability Considerations into Lending Decisions and the Management of Bad Loans: Evidence from Greece. (2018). Anagnostopoulos, Theodosios ; Evangelinos, Konstantinos ; Khan, Nadeem ; Skouloudis, Antonis. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4728-:d:189870.

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2018Toward a More Resilient Financial System: Should Banks Be Diversified?. (2018). Baselga-Pascual, Laura ; Trujillo-Ponce, Antonio ; del Orden-Olasagasti, Olga. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1903-:d:151129.

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2018The Impact of Green Lending on Credit Risk in China. (2018). Cui, Yujun ; Lin, Haiying ; Weber, Olaf ; Geobey, Sean. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:2008-:d:152460.

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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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More than 100 citations found, this list is not complete...

Works by Dimitrios P. Louzis:


YearTitleTypeCited
2018Greek GDP revisions and short-term forecasting In: Economic Bulletin.
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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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paper212
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: 212
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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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paper18
2013A financial systemic stress index for Greece.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 18
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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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article21
2014Realized volatility models and alternative Value-at-Risk prediction strategies In: Economic Modelling.
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article12
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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paper14
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 another version. Agregated cites: 14
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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article0
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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