Dimitrios P. Louzis : Citation Profile

Are you Dimitrios P. Louzis?

Bank of Greece

9

H index

8

i10 index

596

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: 90.    Total self citations: 9 (1.49 %)

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   Permalink: http://citec.repec.org/plo262
   Updated: 2023-11-04    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:

Jacolin, Luc (7)

Hubert, Paul (7)

Labondance, Fabien (7)

Creel, Jerome (7)

Brei, Michael (7)

Louri, Helen (7)

Anastasiou, Dimitris (7)

NOAH, Alphonse (6)

Masih, Abul (6)

Baum, Christopher (4)

Fengler, Matthias (4)

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)

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
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 (2023 and 2022)

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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2022Determinants 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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2022Bayesian 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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2022Climate change commitment, credit risk and the countrys environmental performance: Empirical evidence from a sample of international banks. (2022). Birindelli, Giuliana ; Iannuzzi, Antonia Patrizia ; Dell'Atti, Stefano ; Bonanno, Graziella. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:4:p:1641-1655.

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2022Do spatial dependence and market power matter in the diversification of cooperative banks?. (2022). Migliardo, Carlo ; Algeri, Carmelo ; Forgione, Antonio F. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12204.

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2022Economic policy responses to the COVID?19 pandemic and growth of nonperforming loans. (2022). Arjomandi, Amir ; Gholipour, Hassan F. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:551-566.

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2022A semi?parametric integer?valued autoregressive model with covariates. (2022). McCabe, Brendan ; Harris, David ; Rao, Yao. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:495-516.

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2022Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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2022Post-pandemic inflation: Phillips Curve, trends, drivers and lessons. (2022). Catiforis, Christos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:43-65.

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2022Proposals for the reform of EU fiscal rules. (2022). Palaiodimos, Georgios ; Ventouris, Nikos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:67-81.

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2022Skills, management practices and technology adoption in Greek manufacturing firms. (2022). Petroulakis, Filippos ; Karadimitropoulou, Aikaterini ; Dellis, Konstantinos ; Caloghirou, Yannis ; Anyfantaki, Sofia. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:7-42.

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2022Green finance in Europe: actors and challenges. (2022). Paisiou, Katerina ; Migiakis, Petros ; Anyfantaki, Sofia. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:83-105.

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2022The Greek Labour market before and after the pandemic: slack tightness and skills mismatch. (2022). Petroulakis, Filippos ; Zioutou, Pinelopi ; Petroulas, Pavlos ; Papapetrou, Evangelia ; Kosma, Theodora ; Anyfantaki, Sofia ; Antonopoulos, Christos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:56:p:45-74.

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2022Trends in total factor productivity in Greece and its determinants during the period 2005-2019. (2022). Vasileiadis, Michael ; Pountouraki, Yakinthi ; Peppas, Konstantinos ; Louka, Alexandros ; Vettas, Nikolaos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:56:p:7-43.

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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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2022How Do Bank-Specific Factors Impact Non-Performing Loans: Evidence from G20 Countries. (2022). Ezanoglu, Zeynep ; Erdas, Mehmet Levent. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:97-122.

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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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2022Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320.

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2022COVID-19 and regional solutions for mitigating the risk of SME finance in selected ASEAN member states. (2022). TAGHIZADEH-HESARY, Farhad ; Rasoulinezhad, Ehsan ; Phoumin, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:506-525.

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2022Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators. (2022). Storti, Giuseppe ; Gerlach, Richard ; Naimoli, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s026499932100290x.

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2022Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x.

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2022Twenty years with the Euro: Eurozone banking market integration revisited. (2022). Sander, Harald ; Kleimeier, Stefanie. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001869.

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2022A time-varying copula approach for constructing a daily financial systemic stress index. (2022). Yeap, Xiu Wei ; Li, Changtai ; Tan, Sook-Rei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001565.

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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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2022Labor market conditions and bank liquidity creation. (2022). Niu, Jijun. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002750.

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2022Bank board network and financial stability in emerging markets. (2022). Kumar, Rajnish ; Biswas, Shreya. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000012.

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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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2022The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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2022Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Troster, Victor ; Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082.

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2022Do capital buffers matter? Evidence from the stocks and flows of nonperforming loans. (2022). Cotugno, Matteo ; Torluccio, Giuseppe ; Perdichizzi, Salvatore ; Cicchiello, Antonella Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003192.

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2022Sovereign debt holdings and banks’ credit risk: Evidence from the Eurozone. (2022). Mansilla-Fernandez, Jose Manuel ; Corredor, Pilar ; Abinzano, Isabel. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100502x.

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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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2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552.

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2022Risk allocation through securitization: Evidence from non-performing loans. (2022). Uhde, Andre ; Hippert, Benjamin ; Wengerek, Sascha Tobias. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:48-64.

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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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2022Macroeconomic determinants of loan defaults: Evidence from the U.S. peer-to-peer lending market. (2022). Alam, Khorshed ; Shams, Syed ; Nigmonov, Asror. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001379.

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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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2022Credit Policy of Commercial Banks in EU and the Asset Quality of Non-Financial Corporate Loan Portfolio in 2009-2021. (2022). Kosztowniak, Aneta. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:1:p:563-582.

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2022.

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2022Non-Performing Loans and Macroeconomics Factors: The Italian Case. (2022). Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:1:p:21-:d:723008.

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2022Financial Stability and Economic Activity in China: Based on Mixed-Frequency Spillover Method. (2022). Lv, Xuan ; Li, Menggang ; Zhang, Yingjie. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12926-:d:937982.

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2022Interest Rate Caps in an Economy with Formal and Informal Credit Markets. (2022). Pozo, Jorge. In: IHEID Working Papers. RePEc:gii:giihei:heidwp16-2022.

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2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2022-02.

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2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-03625046.

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2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-03775463.

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2022The Effect of Agency Problem and Internal Control on Credit Risk at Commercial Banks in Vietnam. (2022). Nguyen, Quoc Trung. In: International Journal of Asian Business and Information Management (IJABIM). RePEc:igg:jabim0:v:13:y:2022:i:1:p:1-22.

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2022Determinants of non-performing loans: a panel data approach. (2022). Ferreira, Candida. In: Working Papers REM. RePEc:ise:remwps:wp02162022.

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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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2022Determinants of Non-performing Loans: A Panel Data Approach. (2022). Ferreira, Candida. In: International Advances in Economic Research. RePEc:kap:iaecre:v:28:y:2022:i:3:d:10.1007_s11294-022-09860-9.

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2022Factors affecting bank loan quality: a panel analysis of emerging markets. (2022). Jakubík, Petr ; Kadioglu, Eyup ; Jakubik, Petr . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:3:d:10.1007_s10368-021-00520-7.

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2022Do board characteristics and ownership structure matter for bank non-performing loans? Empirical evidence from US commercial banks. (2022). Bouri, Abdelfettah ; Jarraya, Bilel ; Tarchouna, Ameni. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:2:d:10.1007_s10997-020-09558-2.

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2022Women’s leadership impact on risks and financial performance in banking: evidence from the Southeast Asian Countries. (2022). Bouteska, Ahmed ; Mili, Mehdi. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:4:d:10.1007_s10997-021-09594-6.

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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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2022Organizational ambidexterity and financial performance in the banking industry: evidence from a developing economy. (2022). Ry-Kottoh, Lucy Afeafa ; Bamfo, Abeeku Bylon ; Addai-Boamah, Nicholas ; Ansah, Martin Owusu. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:27:y:2022:i:3:d:10.1057_s41264-021-00117-w.

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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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2022Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015). (2016). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Vouldis, Angelos T. In: MPRA Paper. RePEc:pra:mprapa:90000.

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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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2022Determining Risk Factors that Diminish Asset Quality of Indian Commercial Banks. (2022). Sharma, Jyoti Prakash ; Nethaji, B ; Swami, Onkar Shivraj. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:2:p:372-384.

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2022The Determinants of Non-Performing Loans in the Indonesian Banking Industry: An Asymmetric Approach Before and During the Pandemic Crisis. (2022). Hendrie, Mohammad Bekti ; Haron, Razali ; Isnaini, Rindang Nuri ; Fakhrunnas, Faaza. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221102421.

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2022Nonperforming loan of European Islamic banks over the economic cycle. (2022). Margarint, Elena ; Obeid, Hassan ; ben Bouheni, Faten. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04038-8.

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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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2022Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries. (2022). Nawar, Nousheen ; Tasnova, Nishat ; Anita, Saom Shawleen. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00117-9.

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2022The consequence of the credit risk on the financial performance in light of COVID-19: Evidence from Islamic versus conventional banks across MEA region. (2022). Soliman, Hebatallah Ahmed ; El-Halaby, Sherif Ismail ; Ahmed, Hussien Mohsen. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00122-y.

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2022A literature review of risk, regulation, and profitability of banks using a scientometric study. (2022). Bhimavarapu, Venkata Mrudula ; Pinto, Geetanjali ; Sharma, Arpita ; Rastogi, Shailesh. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00146-4.

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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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2022Sovereign contagion risk measure across financial markets in the eurozone: a bivariate copulas and Markov Regime Switching ARMA based approaches. (2022). Mansouri, Faysal ; Bouker, Sawsen. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:2:d:10.1007_s10290-021-00440-3.

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2022Monetary Union, Asymmetric Recession, and Exit. (2022). Keuschnigg, Christian. In: Economics Working Paper Series. RePEc:usg:econwp:2022:06.

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2022Assessment of Factors Determining the Level of Private Credit in European Union Countries. (2022). Dovil, Ruplien ; Kristina, Matuzeviit ; Lina, Garvien. In: Management of Organizations: Systematic Research. RePEc:vrs:morgsr:v:87:y:2022:i:1:p:67-82:n:3.

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2022The Linkage Between Fiscal Policy and Non-Performing Household Loans in Turkey. (2022). Eren, Yildirim Ahmet ; Sabina, Hodi ; Ercan, ozen . In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:17:y:2022:i:2:p:113-124:n:3.

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2022What Drives Credit Risk? Empirical Evidence from Southeast Europe. (2022). Vujanovic, Nina ; Fabris, Nikola. In: wiiw Working Papers. RePEc:wii:wpaper:214.

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2022The determinants of banks credit risk: Review of the literature and future research agenda. (2022). Lahrichi, Younes ; Naili, Maryem. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:334-360.

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2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696.

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2022Financial contagion in real economy: The key role of policy uncertainty. (2022). Umar, Zaghum ; Kampouris, Elias ; Samitas, Aristeidis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1633-1682.

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2022Impact of bank capital on non?performing loans: New evidence of concave capital from dynamic panel?data and time series analysis in Malaysia. (2022). Hajja, Yaman. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2921-2948.

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2022Determinants of credit risk in Palestine: Panel data estimation. (2022). Abusharbeh, Mohammed T. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3434-3443.

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2022Is the relationship between corruption, government stability and non?performing loans non?linear? A threshold analysis for the MENA region. (2022). Boussaada, Rim ; Hakimi, Abdelaziz ; Karmani, Majdi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4383-4398.

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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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2022Legal cost of contract enforcement and nonperforming loans: Is credit information sharing relevant?. (2022). Sarpongdanquah, Beatrice ; Adeleye, Ngozi ; Adusei, Michael. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:6:p:2501-2514.

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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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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]		paper393
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: 393		article
2013Measuring return and volatility spillovers in euro area financial markets In: Working Papers.
[Full Text][Citation analysis]		paper13
2013A financial systemic stress index for Greece In: Working Papers.
[Full Text][Citation analysis]		paper30
2013A financial systemic stress index for Greece.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		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]		paper1
2016Steady-state priors and Bayesian variable selection in VAR forecasting.(2016) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		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]		article37
2014Realized volatility models and alternative Value-at-Risk prediction strategies In: Economic Modelling.
[Full Text][Citation analysis]		article19
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]		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 another version. Agregated cites: 6		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]		paper17
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 another version. Agregated cites: 17		article
2015Measuring spillover effects in Euro area financial markets: a disaggregate approach In: Empirical Economics.
[Full Text][Citation analysis]		article14
2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs In: Empirical Economics.
[Full Text][Citation analysis]		article1
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]		article9
2017Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity In: Applied Economics.
[Full Text][Citation analysis]		article2
2019Steady?state modeling and macroeconomic forecasting quality In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3

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