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Dimitrios P. Louzis

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This is information that was supplied by Dimitrios Louzis in registering through RePEc. If you are Dimitrios P. Louzis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Dimitrios
Middle Name: P.
Last Name: Louzis
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RePEc Short-ID: plo262

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Affiliation

(95%) Bank of Greece
Location: Athens, Greece
Homepage: http://www.bankofgreece.gr/
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Handle: RePEc:edi:boggvgr (more details at EDIRC)
(5%) Athens University of Economics and Business (AUEB)
Location: Athens, Greece
Homepage: http://www.aueb.gr/
Email:
Phone: +30 1 8203250
Fax: +301 8228419
Postal: 76, Patission Street, Athens 104 34
Handle: RePEc:edi:auebugr (more details at EDIRC)

Works

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Working papers

  1. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
  2. Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
  3. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper 30364, University Library of Munich, Germany.
  4. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper 35252, University Library of Munich, Germany.
  5. Dimitrios P. Louzis & Aggelos T. Vouldis & Vasilios L. Metaxas, 2010. "Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios," Working Papers 118, Bank of Greece.

Articles

  1. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2014. "Realized volatility models and alternative Value-at-Risk prediction strategies," Economic Modelling, Elsevier, vol. 40(C), pages 101-116.
  2. Dimitrios P. Louzis & Spyros Xanthopoulos‐Sisinis & Apostolos P. Refenes, 2013. "The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 561-576, 09.
  3. Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.
  4. Dimitrios P. Louzis & Spyros Xanthopoulos - Sissinis & Apostolos P. Refenes, 2012. "Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach," Economics Bulletin, AccessEcon, vol. 32(1), pages 981-991.
  5. Dimitrios P. Louzis & Spyros Xanthopoulos-Sisinis & Apostolos P. Refenes, 2012. "Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility," Applied Economics, Taylor & Francis Journals, vol. 44(27), pages 3533-3550, September.
  6. Louzis, Dimitrios P. & Vouldis, Angelos T. & Metaxas, Vasilios L., 2012. "Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1012-1027.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-11-13 2011-12-13. Author is listed
  2. NEP-CBA: Central Banking (1) 2013-08-23
  3. NEP-CFN: Corporate Finance (1) 2010-11-13
  4. NEP-EEC: European Economics (1) 2013-10-02
  5. NEP-ETS: Econometric Time Series (1) 2011-04-30
  6. NEP-FMK: Financial Markets (1) 2013-10-02
  7. NEP-FOR: Forecasting (3) 2011-04-30 2011-12-13 2013-10-02. Author is listed
  8. NEP-IFN: International Finance (1) 2013-10-02
  9. NEP-MAC: Macroeconomics (1) 2013-10-02
  10. NEP-MST: Market Microstructure (1) 2011-12-13
  11. NEP-ORE: Operations Research (2) 2011-04-30 2011-12-13. Author is listed
  12. NEP-RMG: Risk Management (4) 2011-04-30 2011-12-13 2013-08-23 2013-10-02. Author is listed
  13. NEP-URE: Urban & Real Estate Economics (1) 2010-11-13

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