Dimitrios P. Louzis : Citation Profile

Are you Dimitrios P. Louzis?

Bank of Greece

9

H index

8

i10 index

623

Citations

RESEARCH PRODUCTION:

14

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 56
   Journals where Dimitrios P. Louzis has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 9 (1.42 %)

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   Permalink: http://citec.repec.org/plo262
   Updated: 2024-12-03    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:

Louri, Helen (7)

Labondance, Fabien (7)

Hubert, Paul (7)

NOAH, Alphonse (7)

Creel, Jerome (7)

Brei, Michael (7)

Anastasiou, Dimitris (7)

Jacolin, Luc (7)

Ferreira, Candida (6)

Masih, Abul (6)

Keuschnigg, Christian (4)

Cites to:

Diebold, Francis (36)

Bollerslev, Tim (36)

Andersen, Torben (28)

Engle, Robert (22)

Hansen, Peter (21)

Giot, Pierre (20)

Laurent, Sébastien (20)

Lunde, Asger (15)

Giannone, Domenico (14)

Vouldis, Angelos (14)

Degiannakis, Stavros (13)

Main data

Where Dimitrios P. Louzis has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / Bank of Greece7
MPRA Paper / University Library of Munich, Germany2

Recent works citing Dimitrios P. Louzis (2024 and 2023)

YearTitle of citing document
2023.

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2023The Influence of Bank Performance, Market Condition and Economic Growth on Non-Performing Loansa. (2023). Ferreira, Candida. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:77-98.

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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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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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2023Do election cycles, political stability, and government effectiveness matter for the risk of banks? Evidence from Indian banks. (2023). Maitra, Debasish ; Mvk, Jagannath. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000448.

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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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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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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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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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2023Nonperforming loans and related lending: Evidence from Ukraine. (2023). Sohn, Wook ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000742.

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2023Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x.

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2023Effect of COVID-19 on non-performing loans in China. (2023). Zhang, Jie ; Liu, Jinjing ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005499.

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2023Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures. (2023). Haugom, Erik ; Hadina, Jelena ; Ewald, Christian ; Yahya, Muhammad ; Stordal, Stle ; Lien, Gudbrand. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300288x.

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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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2023Research on the FinTech risk early warning based on the MS-VAR model: An empirical analysis in China. (2023). Li, Hui ; Du, Xin ; Bu, YA ; Wang, Yuting ; Yu, Xinghui. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000935.

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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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2023Global financial stress index and long-term volatility forecast for international stock markets. (2023). Huynh, Luu Duc Toan ; Luo, Qin ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000938.

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2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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2023Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237.

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2023Evaluating the validity of regulatory interest rate risk measures – a simulation approach. (2023). Platte, Daniel ; Claussen, Catharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001383.

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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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2023Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x.

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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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2023Banking regulation and banks’ risk-taking behavior: The role of investors’ protection. (2023). Dias, Jose Carlos ; Dutra, Tiago M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:124-148.

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2023The consequences of bank loan growth: Evidence from Asia. (2023). Vithessonthi, Chaiporn. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:252-270.

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2023Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

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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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2023Environmental behavioral perceptions under uncertainty of alternative economic futures. (2023). Petrakis, Panagiotis E ; Papaioannou, Konstantina ; Kanzola, Anna-Maria. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523001130.

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2023.

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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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2023.

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2023Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Non-performing loans and bank lending behaviour. (2023). Rant, Vasja ; Marin, Matej ; Gjei, Ardit. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00111-z.

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2024Úvěry v selhání a makroekonomika: modelování systémového kreditního rizika v České republice. (2015). Melecky, Ales ; Melecký, Martin ; Ulganova, Monika. In: Politická ekonomie. RePEc:prg:jnlpol:v:2015:y:2015:i:8:id:1045:p:921-947.

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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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2023Non-performing Loans and Moral Hazard in the Indian Banking Sector: A Threshold Panel Regression Approach. (2023). Thakur, Shailesh Singh ; Thomas, Robin. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1482-1499.

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2023Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0.

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2023The spirit is willing, but the institutions are weak: disclosure of corporate social responsibility and the financial sector in transition. (2023). Hartwell, Christopher ; Djalilov, Khurshid. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00224-1.

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2023Does country risk impact the banking sectors’ non-performing loans? Evidence from BRICS emerging economies. (2023). Athari, Seyed Alireza ; Farmanesh, Panteha ; Saliba, Chafic. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00494-2.

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2023The impact of macroeconomic and institutional environment on NPL of developing and developed countries. (2023). Singhal, Nikita ; Goyal, Shikha ; Verma, Subhash Kumar ; Mishra, Nandita. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00216-1.

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2023Factors influencing commercial bank profitability in Bangladesh: a panel data approach. (2023). Rahman, Md Mufidur ; Akther, Taslima. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00247-8.

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2023The impact of uncertainty on financial institutions: A cross?country study. (2021). Baum, Christopher ; Xu, Bing ; Caglayan, Mustafa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3719-3739.

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2023Is 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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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.
[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]		paper420
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: 420		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]		article26
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]		paper3
2015Measuring spillover effects in Euro area financial markets: a disaggregate approach In: Empirical Economics.
[Full Text][Citation analysis]		article16
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]		article10
2017Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity In: Applied Economics.
[Full Text][Citation analysis]		article3

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