Dimitrios P. Louzis : Citation Profile

Bank of Greece

9

H index

9

i10 index

688

Citations

RESEARCH PRODUCTION:

16

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 62
   Journals where Dimitrios P. Louzis has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 9 (1.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo262
   Updated: 2026-01-17    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:

Labondance, Fabien (7)

Jacolin, Luc (7)

NOAH, Alphonse (7)

Louri, Helen (7)

Hubert, Paul (7)

Creel, Jerome (7)

Anastasiou, Dimitris (7)

Brei, Michael (7)

Masih, Abul (6)

Ferreira, Candida (6)

Vouldis, Angelos (5)

Cites to:

Diebold, Francis (37)

Bollerslev, Tim (36)

Andersen, Torben (28)

Engle, Robert (22)

Hansen, Peter (21)

Giot, Pierre (20)

Laurent, Sébastien (20)

Giannone, Domenico (17)

Koop, Gary (15)

Korobilis, Dimitris (15)

Lunde, Asger (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 (2025 and 2024)

YearTitle of citing document
2024Impact of Non-Performing Loans on Bank Profitability: A Study of Rupali Bank PLC, Bangladesh. (2024). Zabin, Sakila ; Hossain, Manik ; Sultana, Ayrin. In: International Journal of Science and Business. RePEc:aif:journl:v:42:y:2024:i:1:p:159-174.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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2024The Impact of Credit Risk and Bank-Specific Variables on Financial Performance of the Listed Commercial Banks in Bangladesh. (2024). Moniruzzaman, Mohammad ; Rahaman, Mohammed Ashiqur ; Sharif, Md Jamil. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:8:p:3826-3839.

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2024Impact of Insolvency Regimes on NPLs: Two Birds in the Bush is WorThéone in the Hand. (2024). bricongne, jean-charles ; Dufouleur, Mathilde. In: Working papers. RePEc:bfr:banfra:953.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024The impacts of innovation and trade openness on bank market power: The proposal of a minimum distance cost function approach and a causal structure analysis. (2024). FUKUYAMA, HIROFUMI ; Tan, Yong ; Tsionas, Mike. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1178-1194.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Zevallos, Mauricio ; Rubesam, Alexandre ; Branco, Rafael R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

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2025Climate transition spillovers and sovereign risk: Evidence from Indonesia. (2025). Monasterolo, Irene ; Gallagher, Kevin ; Gourdel, Rgis. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000349.

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2024Analysis of macroeconomic determinants of non-performance in consumer and mortgage loans. (2024). Soriano, Pilar ; Cortes, David. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013119.

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2024Macroprudential regulation and bank risk: The role of shareholders and creditors rights. (2024). Matos, Tiago ; Dutra, Tiago M. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001151.

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2024Estimating probability of default via delinquencies? Evidence from European P2P lending market. (2024). Nigmonov, Asror ; Urbonas, Povilas ; Shams, Syed. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001224.

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2025Effects of domestic and foreign financial stress on stock returns in Asia-Pacific countries. (2025). Yoon, Seong-Min ; Ozcelebi, Oguzhan ; Gopinathan, R ; el Khoury, Rim. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s104402832500105x.

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2025Does regulatory and supervisory independence affect financial stability?. (2025). Fraccaroli, Nicol ; Whitworth, Andrew ; Sowerbutts, Rhiannon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002322.

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2024Capital inflow liberalization and bank credit risk. (2024). Chen, Zhongfei ; Li, Kexin ; Andrikopoulos, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000342.

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2024Do retail-oriented banks have less non-performing loans?. (2024). Farne, Matteo ; Vouldis, Angelos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000070.

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2025The loan puzzle in Mexico. (2025). Colunga-Ramos, Luis Fernando. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:1:s2666143824000413.

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2025Is the relationship between financial globalization and financial stability heterogeneous? Evidence from emerging markets and developing economies. (2025). Singh, Sunny Kumar. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000039.

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2024The evolution and determinants of the non-performing loan burden in Italian banking. (2024). Williams, Jonathan ; ap Gwilym, Owain ; Pancotto, Livia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x.

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2025The role of happiness in bank risk: An international cross-country analysis. (2025). Lee, Chien-Chiang ; Chiu, Yi-Hsin ; Lin, Weizheng ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004153.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan ; Hens, Chittaranjan ; Majhi, Sushovan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006046.

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2024Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators. (2024). Melo-Velandia, Luis ; Gamba-Santamaria, Santiago ; Orozco-Vanegas, Camilo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000607.

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2025Private equity market dynamics: Beyond the surface. (2025). Daz, Antonio ; Esparcia, Carlos ; Tegtmeier, Lars. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002503.

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2025The pricing ability of factor model based on machine learning: Evidence from high-frequency data in China. (2025). Zhang, Xuan ; Pan, Mengmeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003168.

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2025The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks. (2025). Patra, Saswat ; Singh, Abhay Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003752.

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2025Systemic risk spillovers of nonfinancial firms: Does bank liquidity hoarding matter? Evidence from China. (2025). Li, Xiru ; Zhang, Yufei ; Zhu, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006768.

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2025Firm commonality, bank connectedness and portfolio riskiness. (2025). Zyildirim, Sheyla ; Bozkurt, Aya Topaloglu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400738x.

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2024ESG and asset quality in the banking industry: The moderating role of financial performance. (2024). Polizzi, Salvatore ; Cantero-Saiz, Maria ; Scannella, Enzo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000138.

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2024Interest rate spreads: Different stories for different types of loan. (2024). Kukk, Merike ; Levenko, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003179.

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2024Bank-Specific and Macroeconomic Determinants of Profitability of Islamic Shariah-Based Banks: Evidence from New Economic Horizon Using Panel Data. (2024). Karim, Rejaul ; Nahiduzzaman, MD ; Issa, Md Abu ; Afrin, Kaniz Habiba ; Bin, Abdul Rahman ; A. K. M Mahfuj Ullah, . In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:3:p:66-:d:1353582.

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2024Systemic Financial Risk Forecasting: A Novel Approach with IGSA-RBFNN. (2024). Tian, Yishuai ; Wu, Yifan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1610-:d:1398620.

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2024Quality of the loans Portfolio and solidity of banks in EMCCA countries. (2024). Kouemou, Ingrid Sorel. In: Post-Print. RePEc:hal:journl:hal-04676892.

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2025The impact of macroeconomic conditions on credit risk in the Moroccan banking system: empirical evidence from the ARDL model and the Toda-Yamamoto test. (2025). Savon, Zakaria. In: Post-Print. RePEc:hal:journl:hal-05011828.

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2024Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049.

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2024Determinants of Nonperforming Loans: A Global Data Analysis. (2024). Valcarce, Lucia ; Fernndez-Migulez, Angel L ; Delgado, Enrique ; Lamothe, Prosper ; Salas, Mbelen. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10543-8.

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2025What affected stressed advances of Indian banks in the early 2000s? An investigation of the role of bank-specific and macroeconomic factors. (2025). Coccorese, Paolo ; Misra, Biswa Swarup. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00627-7.

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2024A pénzügyi instrumentumok új számviteli standardja a Covid árnyékában. (2024). Szucs, Tamas ; Varkonyi, Patrik ; Cziglerne, Erb Edina ; Pasitka, Armin. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2171.

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2024The effect of political institutions on the interplay between banking regulation and banks’ risk. (2024). Dutra, Tiago M ; Dias, Jose Carlos. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:2:d:10.1057_s41261-023-00225-8.

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2025The impact of central bank independence and transparency on banks non-performing loans and economic stability. (2025). Hu, Wansu ; Ezeani, Ernest ; Kwabi, Frank ; Mamoon, Abdullah. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:1:d:10.1057_s41261-024-00237-y.

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2025Governance, business model and size as drivers of loan’s portfolio management and provisioning in European banks. (2025). Niedzika, Pawe ; Matysek, Anna ; Korzeb, Zbigniew ; Karkowska, Renata. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00277-y.

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2024High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. (2024). Kuang, Wei. In: PLOS ONE. RePEc:plo:pone00:0303962.

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2024ESG performance and green innovation in commercial banks: Evidence from China. (2024). Wang, Qiliang ; Li, Yang ; Zhang, Yingchun. In: PLOS ONE. RePEc:plo:pone00:0308513.

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2025Financial markets stress indicator for Slovenia (FIMSIS). (2025). Lenarčič, Črt ; Drenkovska, Marija ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:125551.

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2024Influence on Banks Credit Risk Through Monetary Policy Instruments: A Study of Listed Commercial Banks in Pakistan. (2024). Shahid, Rimsha ; Iqbal, Muhammad Navid ; Badar, Hammad ; Iftikhar, Aqsa ; Awan, Zulfiqar Hussain ; Muhammad, Sidra Ghulam. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:2:p:255-265.

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2025Greek GDP Forecasting Using Bayesian Multivariate Models. (2025). Krompas, Ioannis ; Bragoudakis, Zacharias. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:63-76.

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2024Liquidity and Credit Risk in Indonesia: The Role of FinTech Development. (2024). Yudaruddin, Rizky ; Hapsari, Pebiansyah ; Santi, Eka Nor ; Nugroho, Bramantyo Adi ; Fitrian, Zhikry ; Fitrianto, Yuli. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245248.

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2024A multidimensional Bayesian model to test the impact of investor sentiment on equity premium. (2024). Teulon, Frédéric ; Hikkerova, Lubica ; Sahut, Jean Michel ; Mili, Mehdi. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-023-05165-0.

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2024Sustainability and the domestic credit market: worldwide evidence. (2024). Sol Murta, Fátima ; Gama, Paulo Miguel. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00282-y.

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2025Exploring risk resistant banking strategies: implications for sustainable practices. (2025). Ashik-Uz-Zaman, ; Hossain, Md Sharif ; Abedin, Md Thasinul. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00441-w.

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2025Designing a Financial Stress Index Based on the GHARCH-DCC Approach and Machine Learning Models. (2025). Fallahshams, Mirfeiz ; Gol, Reza Ghafari ; Pourmansouri, Rezvan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02075-9.

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2024Identifying Financial Performance Drivers in the Indian Banking Sector During the COVID-19 Crisis. (2024). Malik, Pooja ; Goswami, Anju. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:3:d:10.1007_s40953-024-00396-9.

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2025Corruption, Economic Growth, and Non-performing Loans in Sub-Saharan Africa: An Empirical Analysis (2011–2019). (2025). Akuoko-Konadu, Emmanuel ; Mahmud, Anyars. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:1:d:10.1007_s40953-024-00420-y.

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2024Factors Affecting Non-Performing Loans: Empirical Evidence from Commercial Banks in Uzbekistan. (2024). Isakov, Olmas. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0074.

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2024Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures. (2024). Wu, Zhimin ; Cai, Guanghui. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1956-1974.

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Works by Dimitrios P. Louzis:

YearTitleTypeCited
2018Greek GDP revisions and short-term forecasting In: Economic Bulletin.
[Full Text][Citation analysis]		article1
2017Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models In: Economic Bulletin.
[Full Text][Citation analysis]		article5
2021The impact of economic uncertainty and inflation uncertainty on the Greek economy In: Economic Bulletin.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper449
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 449		article
2013Measuring return and volatility spillovers in euro area financial markets In: Working Papers.
[Full Text][Citation analysis]		paper14
2013A financial systemic stress index for Greece In: Working Papers.
[Full Text][Citation analysis]		paper31
2013A financial systemic stress index for Greece.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2014Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income In: Working Papers.
[Full Text][Citation analysis]		paper32
2015Steady-state priors and Bayesian variable selection in VAR forecasting In: Working Papers.
[Full Text][Citation analysis]		paper2
2016Steady-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: 2		article
2016Macroeconomic forecasting and structural changes in steady states In: Working Papers.
[Full Text][Citation analysis]		paper9
2012Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2015The economic value of flexible dynamic correlation models In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012A methodology for constructing a financial systemic stress index: An application to Greece In: Economic Modelling.
[Full Text][Citation analysis]		article48
2014Realized volatility models and alternative Value-at-Risk prediction strategies In: Economic Modelling.
[Full Text][Citation analysis]		article28
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.
[Full Text][Citation analysis]		paper7
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2011Are realized volatility models good candidates for alternative Value at Risk prediction strategies? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011The 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]		paper19
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.
[Citation analysis]
This paper has nother version. Agregated cites: 19		article
2015Measuring spillover effects in Euro area financial markets: a disaggregate approach In: Empirical Economics.
[Full Text][Citation analysis]		article18
2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs In: Empirical Economics.
[Full Text][Citation analysis]		article2
2018Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables In: Empirical Economics.
[Full Text][Citation analysis]		article11
2017Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity In: Applied Economics.
[Full Text][Citation analysis]		article3
2019Steady‐state modeling and macroeconomic forecasting quality In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4

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