Dimitrios P. Louzis : Citation Profile

Bank of Greece

9

H index

9

i10 index

660

Citations

RESEARCH PRODUCTION:

16

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 60
   Journals where Dimitrios P. Louzis has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 9 (1.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo262
   Updated: 2025-04-12    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)

Brei, Michael (7)

Hubert, Paul (7)

Creel, Jerome (7)

Louri, Helen (7)

Anastasiou, Dimitris (7)

NOAH, Alphonse (7)

Jacolin, Luc (7)

Masih, Abul (6)

Ferreira, Candida (6)

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)

Koop, Gary (15)

Korobilis, Dimitris (15)

Lunde, Asger (15)

Main data

Production by document typearticlepaper201020112012201320142015201620172018201920202021052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2010201120122013201420152016201720182019202020210102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2010201120122013201420152016201720182019202020210200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents12345678910110500250Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Dimitrios P. Louzis has published?

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

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)

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

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2024.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. 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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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). Tan, Yong ; Tsionas, Mike ; Fukuyama, Hirofumi. 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). Rubesam, Alexandre ; Branco, Rafael R ; Zevallos, Mauricio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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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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2024Capital inflow liberalization and bank credit risk. (2024). Andrikopoulos, Athanasios ; Chen, Zhongfei ; Li, Kexin. 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). Vouldis, Angelos ; Farne, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000070.

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

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2024ESG and asset quality in the banking industry: The moderating role of financial performance. (2024). Scannella, Enzo ; Polizzi, Salvatore ; Cantero-Saiz, Maria. 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). Nahiduzzaman, MD ; Afrin, Kaniz Habiba ; A. K. M Mahfuj Ullah, ; Bin, Abdul Rahman ; Karim, Rejaul ; Issa, Md Abu. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:3:p:66-:d:1353582.

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

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2024The effect of political institutions on the interplay between banking regulation and banks’ risk. (2024). Dias, Jose Carlos ; Dutra, Tiago M. 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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2024Liquidity and Credit Risk in Indonesia: The Role of FinTech Development. (2024). , Mardiany ; Santi, Eka Nor ; Nugroho, Bramantyo Adi ; Fitrian, Zhikry ; Fitrianto, Yuli ; Yudaruddin, Rizky ; Hapsari, Pebiansyah. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245248.

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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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Works by Dimitrios P. Louzis:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018Greek GDP revisions and short-term forecasting In: Economic Bulletin.
[Full Text][Citation analysis]		article0
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]		paper434
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: 434		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]		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 nother 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]		article41
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]		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.
[Full Text][Citation analysis]
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.
[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]		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.
[Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Measuring spillover effects in Euro area financial markets: a disaggregate approach In: Empirical Economics.
[Full Text][Citation analysis]		article17
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]		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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