Dimitrios P. Louzis
Names
| first: |
Dimitrios |
| middle: |
P. |
| last: |
Louzis |
Identifer
Contact
Affiliations
Research profile
author of:
- Greek GDP revisions and short-term forecasting (RePEc:bog:econbl:y:2014:i:48:p:79)
by Dimitrios P. Louzis - Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models (RePEc:bog:econbl:y:2017:i:46:p:7-24)
by Dimitrios Louzis - The impact of economic uncertainty and inflation uncertainty on the Greek economy (RePEc:bog:econbl:y:2021:i:53:p:49-68)
by Hiona Balfoussia & Dimitrios P. Louzis - Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios (RePEc:bog:wpaper:118)
by Dimitrios P. Louzis & Aggelos T. Vouldis & Vasilios L. Metaxas - Measuring return and volatility spillovers in euro area financial markets (RePEc:bog:wpaper:154)
by Dimitrios P. Louzis - A financial systemic stress index for Greece (RePEc:bog:wpaper:155)
by Dimitrios P. Louzis & Angelos T. Vouldis - Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach (RePEc:bog:wpaper:184)
by Dimitris P. Louzis - Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income (RePEc:bog:wpaper:191)
by Dimitrios P. Louzis & Angelos T. Vouldis - Steady-state priors and Bayesian variable selection in VAR forecasting (RePEc:bog:wpaper:195)
by Dimitrios P. Louzis - Macroeconomic forecasting and structural changes in steady states (RePEc:bog:wpaper:204)
by Dimitrios P. Louzis - Steady-state priors and Bayesian variable selection in VAR forecasting (RePEc:bpj:sndecm:v:20:y:2016:i:5:p:495-527:n:5)
by Louzis Dimitrios P. - Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach (RePEc:ebl:ecbull:eb-11-00870)
by Dimitrios P. Louzis & Spyros Xanthopoulos - Sissinis & Apostolos P. Refenes - The economic value of flexible dynamic correlation models (RePEc:ebl:ecbull:eb-15-00194)
by Dimitrios P. Louzis - A financial systemic stress index for Greece (RePEc:ecb:ecbwps:20131563)
by Louzis, Dimitrios & Vouldis, Angelos - A methodology for constructing a financial systemic stress index: An application to Greece (RePEc:eee:ecmode:v:29:y:2012:i:4:p:1228-1241)
by Louzis, Dimitrios P. & Vouldis, Angelos T. - Realized volatility models and alternative Value-at-Risk prediction strategies (RePEc:eee:ecmode:v:40:y:2014:i:c:p:101-116)
by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P. - Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (RePEc:eee:jbfina:v:36:y:2012:i:4:p:1012-1027)
by Louzis, Dimitrios P. & Vouldis, Angelos T. & Metaxas, Vasilios L. - Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility (RePEc:hal:journl:hal-00709559)
by Dimitrios Louzis & Spyros Xanthopoulos-Sisinis & Apostolos Refenes - Are realized volatility models good candidates for alternative Value at Risk prediction strategies? (RePEc:pra:mprapa:30364)
by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P. - The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting (RePEc:pra:mprapa:35252)
by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P. - Measuring spillover effects in Euro area financial markets: a disaggregate approach (RePEc:spr:empeco:v:49:y:2015:i:4:p:1367-1400)
by Dimitrios Louzis - Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs (RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1128-y)
by Dimitrios P. Louzis - Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables (RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1247-0)
by Angelos T. Vouldis & Dimitrios P. Louzis - Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility (RePEc:taf:applec:44:y:2012:i:27:p:3533-3550)
by Dimitrios P. Louzis & Spyros Xanthopoulos-Sisinis & Apostolos P. Refenes - Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity (RePEc:taf:applec:v:49:y:2017:i:44:p:4460-4481)
by Dimitrios P. Louzis & Angelos T. Vouldis - Steady‐state modeling and macroeconomic forecasting quality (RePEc:wly:japmet:v:34:y:2019:i:2:p:285-314)
by Dimitrios P. Louzis - The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting (RePEc:wly:jforec:v:32:y:2013:i:6:p:561-576)
by Dimitrios P. Louzis & Spyros Xanthopoulos‐Sisinis & Apostolos P. Refenes