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Angelos T. Vouldis

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Farnè, Matteo & Vouldis, Angelos T., 2018. "A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data," Working Paper Series 2171, European Central Bank.

    Cited by:

    1. Fabio Zambuto, 2021. "Quality checks on granular banking data: an experimental approach based on machine learning," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Micro data for the macro world, volume 53, Bank for International Settlements.
    2. Pasquale Maddaloni & Davide Nicola Continanza & Andrea del Monaco & Daniele Figoli & Marco di Lucido & Filippo Quarta & Giuseppe Turturiello, 2022. "Stacking machine-learning models for anomaly detection: comparing AnaCredit to other banking datasets," Questioni di Economia e Finanza (Occasional Papers) 689, Bank of Italy, Economic Research and International Relations Area.

  2. Farnè, Matteo & Vouldis, Angelos, 2017. "Business models of the banks in the euro area," Working Paper Series 2070, European Central Bank.

    Cited by:

    1. Luigi Infante & Stefano Piermattei & Raffaele Santioni & Bianca Sorvillo, 2020. "Diversifying away risks through derivatives: an analysis of the Italian banking system," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 621-657, July.
    2. Matteo Farnè & Angelos T. Vouldis, 2020. "Does a bank's business model affect its capital and profitability?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
    3. Bongini, Paola & Cucinelli, Doriana & Battista, Maria Luisa Di & Nieri, Laura, 2019. "Profitability shocks and recovery in time of crisis evidence from European banks," Finance Research Letters, Elsevier, vol. 30(C), pages 233-239.
    4. Emilia Bonaccorsi di Patti & Francesco Palazzo, 2020. "Bank profitability and macroeconomic conditions: Are business models different?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
    5. Mr. John C Caparusso & Ms. Yingyuan Chen & Mr. Peter Dattels & Rohit Goel & Paul Hiebert, 2019. "Post-Crisis Changes in Global Bank Business Models: A New Taxonomy," IMF Working Papers 2019/295, International Monetary Fund.
    6. Elien Meuleman & Rudi Vander Vennet, 2022. "Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
    7. Iustina Alina Boitan & Kamilla Marchewka-Bartkowiak, 2021. "The Sovereign-Bank Nexus in the Face of the COVID-19 Pandemic Outbreak—Evidence from EU Member States," Risks, MDPI, vol. 9(5), pages 1-21, May.
    8. Bolívar, Fernando & Duran, Miguel A. & Lozano-Vivas, Ana, 2023. "Business model contributions to bank profit performance: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 64(C).
    9. Paul Ovidiu Handro, 2019. "Business Models and Banking Regulation Are Going Forward," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 168-178.
    10. Badunenko, Oleg & Kumbhakar, Subal C. & Lozano‐Vivas, Ana, 2021. "Achieving a sustainable cost-efficient business model in banking: The case of European commercial banks," European Journal of Operational Research, Elsevier, vol. 293(2), pages 773-785.
    11. Roberto Savona, 2022. "Bank business models, negative policy rates, and prudential regulation," Annals of Finance, Springer, vol. 18(3), pages 355-392, September.
    12. Stieglitz, Moritz & Wagner, Konstantin, 2020. "Marginal returns to talent for material risk takers in banking," IWH Discussion Papers 20/2020, Halle Institute for Economic Research (IWH).
    13. Farina, Tatiana & Krahnen, Jan Pieter & Pelizzon, Loriana & Wahrenburg, Mark, 2019. "What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB's supervisory response conclusive and exhaustive? A critical assessment of the 2018 SS," SAFE White Paper Series 65, Leibniz Institute for Financial Research SAFE.
    14. Fichert, Frank & Kirschnerová, Ivana & Tomová, Anna, 2020. "Business models in business aviation – An empirical analysis with a focus on Air Charter Companies," Research in Transportation Economics, Elsevier, vol. 79(C).
    15. Lagasio, Valentina & Quaranta, Anna Grazia, 2022. "Cluster analysis of bank business models: The connection with performance, efficiency and risk," Finance Research Letters, Elsevier, vol. 47(PA).
    16. Iustina Alina Boitan & Emilia Mioara Campeanu & Sanja Sever Malis, 2021. "Economic Sentiment Perceptions During COVID-19 Pandemic – A European Cross-Country Impact Assessment," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(Special15), pages 982-982, November.
    17. Domenica Tropeano, 2020. "Does the BRRD affect the retail banking business model in the Euro area?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
    18. Igor Kravchuk & Viktoriia Stoika, 2021. "Business Μodels of Βanks for the Financial Markets in the EU," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 371-382.

  3. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016. "Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015)," MPRA Paper 90000, University Library of Munich, Germany.

    Cited by:

    1. Maria Karadima & Helen Louri, 2021. "Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 160, Hellenic Observatory, LSE.
    2. Kolliopoulos, Athanasios, 2021. "Reforming the Greek financial system: a decade of failure," LSE Research Online Documents on Economics 108523, London School of Economics and Political Science, LSE Library.
    3. Saom Shawleen Anita & Nishat Tasnova & Nousheen Nawar, 2022. "Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries," Future Business Journal, Springer, vol. 8(1), pages 1-16, December.
    4. Isma il Tijjani Idris & Sabri Nayan, 2017. "A Pooled Mean Group Approach to the Joint Effects of Oil Price Changes and Environmental Risks on Non-Performing Loans: Evidence from Organisation of the Petroleum Exporting the Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 345-351.
    5. Ueda, Renan Mitsuo & Souza, Adriano Mendonça & Menezes, Rui Manuel Campilho Pereira, 2020. "How macroeconomic variables affect admission and dismissal in the Brazilian electro-electronic sector: A VAR-based model and cluster analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
    6. Feng-Wen Chen & Yuan Feng & Wei Wang, 2018. "Impacts of Financial Inclusion on Non-Performing Loans of Commercial Banks: Evidence from China," Sustainability, MDPI, vol. 10(9), pages 1-28, August.
    7. Athanasios Kolliopoulos, 2021. "Reforming the Greek Financial System: a decade of failure," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 155, Hellenic Observatory, LSE.
    8. Morakinyo Akinola & Muller Colette & Sibanda Mabutho, 2018. "Non-Performing Loans, Banking System and Macroeconomy," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 63(2), pages 67-86, August.
    9. Serpil Kılıç Depren & Mustafa Tevfik Kartal, 2021. "Prediction on the volume of non‐performing loans in Turkey using multivariate adaptive regression splines approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6395-6405, October.
    10. Florian Manz, 2019. "Determinants of non-performing loans: What do we know? A systematic review and avenues for future research," Management Review Quarterly, Springer, vol. 69(4), pages 351-389, November.
    11. Zhang, Chi & Zhou, Kaile & Yang, Shanlin & Shao, Zhen, 2017. "Exploring the transformation and upgrading of China’s economy using electricity consumption data: A VAR–VEC based model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 144-155.

  4. Vouldis, Angelos, 2015. "Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach," Working Paper Series 1805, European Central Bank.

    Cited by:

    1. Angelos T. Vouldis & Dimitrios P. Louzis, 2018. "Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables," Empirical Economics, Springer, vol. 54(3), pages 1187-1214, May.
    2. Dimitrios P. Louzis & Angelos T. Vouldis, 2015. "Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income," Working Papers 191, Bank of Greece.
    3. Bofinger, Peter & Maas, Daniel & Ries, Mathias, 2017. "A model of the market for bank credit: The case of Germany," W.E.P. - Würzburg Economic Papers 98, University of Würzburg, Department of Economics.
    4. Tamini, Arnaud & Petey, Joël, 2021. "Hoarding of reserves in the banking industry: Explaining the African paradox," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 214-225.

  5. Dimitrios P. Louzis & Angelos T. Vouldis, 2015. "Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income," Working Papers 191, Bank of Greece.

    Cited by:

    1. Liliana Nicoleta SIMIONESCU & Dalina DUMITRESCU, 2016. "Corporate Social Responsibility (CSR), sustainable development and resilience," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 70-83.
    2. Răzvan TUDOR & Dumitru Gh. BADEA, 2016. "Operational risk assessment with Bayesian beliefs networks – successful application in other industries. New approaches that could fit Solvency 2," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 9-18.
    3. Hilmar Þór HILMARSSON, 2016. "Crisis response and government ownership: International assistance or abuse of power in the cases of Iceland and Latvia?," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 47-62.
    4. Andrei STĂNCULESCU, 2016. "Weaknesses of the capital asset pricing model," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 201-204.
    5. Stela JAKOVA & Gabriela-Victoria ANGHELACHE, 2016. "Relationship between fiscal policy and capital market performance: evidence from Romania," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 158-164.
    6. Claudiu Mihail MANOLESCU & Elena MANOLESCU, 2016. "The influence of non-performing loans on macroeconomic indicators in Romania between 2009-2015," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 220-230.
    7. Nicolae BALTEȘ & Alexandra-Gabriela-Maria DRAGOE & Sebastian-Ilie DRAGOE, 2016. "The evaluation of the companies financial performance through the rates of return," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 84-95.
    8. Evangelia Georgiou, 2015. "The use of cash and electronic payment instruments in the economy," Economic Bulletin, Bank of Greece, issue 41, pages 31-44, July.
    9. Cristina VLAD & Birol IBADULA & Petre BREZEANU, 2016. "The role of fiscal policies in the relation between public governance and economic performance at the EU level," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 244-250.
    10. Laurențiu Paul BARANGĂ, 2016. "Similarities and differences between the operational risk covered by Basel III and Solvency II and trends in this area," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 19-28.
    11. Cosmin ȘERBĂNESCU & Adrian VINTILESCU–BELCIUG, 2016. "Study on the implementation of internal control standards in Romanian public sector institutions," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 138-147.
    12. Simona MAȘCU & Marușa PESCU (BECA), 2016. "The impact of macroeconomic factors on non-performing loans in Romania: a time series analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 231-243.
    13. Andrei DUMITRESCU & Mihaela-Elena ULMEANU, 2016. "Fly E-course – aimed to increase the level of financial literacy," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 148-157.
    14. Andreea Maria PECE & Angela Maria FILIP & Maria Miruna POCHEA, 2016. "Investors’ sentiment and stocks performance," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 63-69.
    15. Costas N. Kanellopoulos, 2015. "The effects of minimum wages on wages and employment," Economic Bulletin, Bank of Greece, issue 41, pages 7-29, July.
    16. Valentina Ioana MERA, 2016. "Issues on money demand and economic stability," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 205-211.
    17. Livia Maria ROTARU, 2016. "Evolutions in dealing with monetary and financial stability," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 212-219.
    18. Sergey BELOZEROV, 2016. "Comparative analysis of treatment of categories “finance” and “household finance” in the Russian financial science in the 19th-21st century," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 112-121.
    19. Bogdan Florin FILIP, 2016. "Assessing the banking systems’ performance and its determinants in EU28 countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 260-268.
    20. Florin TURCAȘ & Florin DUMITER & Petre BREZEANU & Todor SILVIA, 2016. "Comparative analysis of commodity prices, stock market indices and listed metallurgical companies," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 183-188.
    21. Gabriel MITRACHE, 2016. "Financial crime: a quest for homogenous data across regions and jurisdictions," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 189-192.
    22. Carmen Maria CONSTANTINESCU (LĂCĂTUȘ) & Mirela Anca POSTOLE, 2016. "Romanian counties: does public financial decentralization help equity access to public goods and services?," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 165-172.
    23. Faidon Kalfaoglou, 2015. "Alternative approaches to NPLs resolution. Case studies," Economic Bulletin, Bank of Greece, issue 41, pages 45-70, July.
    24. Tatiana BOGDAN, 2016. "The role of health on economic growth," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 29-34.
    25. Costin A. ISTRATE, 2016. "Transfer pricing in the insurance market," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 35-46.
    26. Rodica GHERGHINA & Georgiana Camelia CREȚAN & Emilia Mioara CÂMPEANU, 2016. "Fostering the employability of higher education graduates, according to labour market requirements," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 173-182.
    27. Ion BUCUR, 2016. "Financial excesses and the economic instability," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 193-200.
    28. Maria-Daciana RODEAN (COZMA) & Nicolae BALTEŞ & Georgiana Daniela MINCULETE (PIKO), 2016. "The management and the analysis of the commercial banks’ liquidity risk," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 251-259.
    29. Sofia Lazaretou, 2015. "How can the use of historical macroeconomic data series support economic analysis and policy-making? The new Greek macro history database 1833-1949 as part of the large database of Southeastern Europe," Economic Bulletin, Bank of Greece, issue 41, pages 71-101, July.
    30. Liviu-Adrian ȚAGA & Florina-Adriana STĂNICĂ, 2016. "Capital structure: profitability, tangibility and size of the company," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 104-111.
    31. Florina-Adriana STĂNICĂ, 2016. "The cost of capital under information asymmetry’s constraint," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 96-103.
    32. Chakeel Coomar PRAYAGSING & Kheswar JANKEE, 2016. "Testing the impact of external financing on corporate financial constraints in Africa – A case study of Mauritius," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 122-137.

  6. Dimitrios P. Louzis & Angelos T. Vouldis, 2013. "A financial systemic stress index for Greece," Working Papers 155, Bank of Greece.

    Cited by:

    1. Apriliani Gustiana & Nasrudin, 2021. "Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 367-396, September.
    2. Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020. "Forecasting financial stress indices in Korea: a factor model approach," Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
    3. Ján Malega & Roman Horváth, 2017. "Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 257-268.
    4. Dimitrios Louzis, 2015. "Measuring spillover effects in Euro area financial markets: a disaggregate approach," Empirical Economics, Springer, vol. 49(4), pages 1367-1400, December.
    5. Mansour-Ichrakieh, Layal, 2020. "The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier," MPRA Paper 99376, University Library of Munich, Germany.
    6. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
    7. Robert Vermeulen & Marco Hoeberichts & Bořek Vašíček & Diana Žigraiová & Kateřina Šmídková & Jakob Haan, 2015. "Financial Stress Indices and Financial Crises," Open Economies Review, Springer, vol. 26(3), pages 383-406, July.
    8. DRAGHIA, Andreea & STEFONI, Sorina Emanuela, 2020. "A Financial Systemic Stress Index For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(3), pages 41-50, September.
    9. Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020. "A financial stress index for a highly dollarized developing country : The case of Lebanon," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
    10. Nadežda Sinenko & Deniss Titarenko & Mikus Arinš, 2013. "The Latvian financial stress index as an important element of the financial system stability monitoring framework," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(2), pages 85-110, December.
    11. Angelos T. Vouldis & Dimitrios P. Louzis, 2018. "Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables," Empirical Economics, Springer, vol. 54(3), pages 1187-1214, May.
    12. Dimitris P. Louzis, 2014. "Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach," Working Papers 184, Bank of Greece.
    13. Shaen Corbet & Cian Twomey, 2014. "An index of financial market stress for the United Kingdom," Economics and Business Letters, Oviedo University Press, vol. 3(2), pages 127-133.
    14. Vdovychenko, Artem & Oros, Galyna, 2014. "Financial stress index: estimation and application in empirical researches in Ukraine," MPRA Paper 69337, University Library of Munich, Germany.
    15. Chau, Frankie & Deesomsak, Rataporn, 2014. "Does linkage fuel the fire? The transmission of financial stress across the markets," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 57-70.
    16. Adegboro, Opeyemi Oluwole & Orekoya, Samuel & Adekunle, Wasiu, 2019. "An Assessment of the Stability and Diversity of the Nigerian Financial Service Sector," MPRA Paper 100995, University Library of Munich, Germany.
    17. Diana Zigraiova & Petr Jakubik, 2014. "Systemic Event Prediction by Early Warning System," Working Papers IES 2014/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2014.
    18. Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
    19. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
    20. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    21. Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
    22. Huotari, Jarkko, 2015. "Measuring financial stress – A country specific stress index for Finland," Bank of Finland Research Discussion Papers 7/2015, Bank of Finland.
    23. Marios-Georgios PSYCHALIS, 2020. "Euro Plus Pact: The Greek Case," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 5(10), pages 102-124, October.
    24. Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
    25. Kevin L. Kliesen & Michael T. Owyang & E. Katarina Vermann, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.
    26. Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
    27. Jan Babecký & Tomáš Havránek & Jakub Matìjù & Marek Rusnák & Kateøina Šmídková & Boøek Vašíèek, 2011. "Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries," Working Papers IES 2011/36, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2011.
    28. Andrea Cipollini & Ieva Mikaliunaite, 2021. "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, vol. 61(2), pages 855-881, August.
    29. Dimitrios P. Louzis, 2017. "Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs," Empirical Economics, Springer, vol. 53(2), pages 569-598, September.
    30. Phillip J. Monin, 2019. "The OFR Financial Stress Index," Risks, MDPI, vol. 7(1), pages 1-21, February.
    31. Shaen Corbet, 2014. "The European Financial Market Stress Index," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 217-230.

  7. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.

    Cited by:

    1. Helder Rojas & David Dias, 2020. "Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(3), pages 353-380, May.
    2. George Papadopoulos & Savas Papadopoulos & Thomas Sager, 2016. "Credit risk stress testing for EU15 banks: a model combination approach," Working Papers 203, Bank of Greece.
    3. Schoenmaker, Dirk & Reinders, Henk Jan & Van Dijk, Mathijs, 2020. "Is COVID-19 a threat to financial stability in Europe?," CEPR Discussion Papers 14922, C.E.P.R. Discussion Papers.
    4. Elizaveta Danilova & Evgeny Rumyantsev & Ivan Shevchuk, 2018. "Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 60-83, December.
    5. Mr. Francesco Grigoli & Mr. Mario Mansilla & Martín Saldías, 2016. "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador," IMF Working Papers 2016/236, International Monetary Fund.
    6. Żochowski, Dawid & Ampudia, Miguel & van Vlokhoven, Has, 2014. "Financial fragility of euro area households," Working Paper Series 1737, European Central Bank.
    7. Reinders, Henk Jan & Schoenmaker, Dirk & van Dijk, Mathijs, 2023. "A finance approach to climate stress testing," Journal of International Money and Finance, Elsevier, vol. 131(C).
    8. Roncoroni, Alan & Battiston, Stefano & Escobar-Farfán, Luis O.L. & Martinez-Jaramillo, Serafin, 2021. "Climate risk and financial stability in the network of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 54(C).
    9. Oana-Maria Georgescu & Dimitrios Laliotis & Miha Leber & Javier Población, 2020. "A Liquidity Shortfall Analysis Framework for the European Banking Sector," Mathematics, MDPI, vol. 8(5), pages 1-15, May.
    10. Rojas, Helder & Dias, David, 2021. "Transfer of macroeconomic shocks in stress tests modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
    11. Jose Fique, 2017. "The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0," Technical Reports 111, Bank of Canada.
    12. Szybisz, Martin Andres, 2019. "Interactions between Credit and Market Risk, Diversification vs Compounding effects," MPRA Paper 93173, University Library of Munich, Germany.
    13. Helder Rojas & David Dias, 2021. "Stress testing network reconstruction via graphical causal model," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 37(1), pages 74-83, January.
    14. Giuseppe Montesi & Giovanni Papiro, 2018. "Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †," Risks, MDPI, vol. 6(3), pages 1-54, August.
    15. Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid, 2020. "Bank funding costs and solvency," Bank of England working papers 853, Bank of England.
    16. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
    17. Alogoskoufis, Spyros & Dunz, Nepomuk & Emambakhsh, Tina & Hennig, Tristan & Kaijser, Michiel & Kouratzoglou, Charalampos & Muñoz, Manuel A. & Parisi, Laura & Salleo, Carmelo, 2021. "ECB’s economy-wide climate stress test," Occasional Paper Series 281, European Central Bank.
    18. Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018. "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers 243, Bank of Greece.
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    345. Yaman Hajja, 2022. "Impact of bank capital on non‐performing loans: New evidence of concave capital from dynamic panel‐data and time series analysis in Malaysia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2921-2948, July.
    346. Nir Klein, 2013. "Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance," IMF Working Papers 2013/072, International Monetary Fund.
    347. Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra, 2014. "Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 129-146.
    348. Atilla Çifter, 2015. "Bank concentration and non-performing loans in Central and Eastern European countries," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(1), pages 117-137, February.
    349. E. Pastrapa & C. Apostolopoulos, 2015. "Estimating Determinants of Borrowing: Evidence from Greece," Journal of Family and Economic Issues, Springer, vol. 36(2), pages 210-223, June.
    350. Chuluunbayar, Delgerjargal, 2020. "Macroeconomic determinants of non-performing loans in Mongolia: the influence of currency mismatch and bank size," MPRA Paper 101843, University Library of Munich, Germany.
    351. Svetozar Tanasković & Maja Jandrić, 2015. "Macroeconomic and Institutional Determinants of Non-performing Loans," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 4(1), pages 47-62.
    352. ROMAN Angela & BILAN Irina, 2015. "An Empirical Analysis Of The Macroeconomic Determinants Of Non-Performing Loans In Eu28 Banking Sector," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(2), pages 108-127.
    353. Mwinlaaru, Peter Yeltulme & Ofori, Isaac Kwesi & Adiyiah, Kwadwo Agyeman & Idun, Anthony Adu-Asare, 2016. "Non-Performing Loans and Universal Bank’s Profitability," MPRA Paper 82902, University Library of Munich, Germany.
    354. Cezar, R., 2017. "Les entreprises exportatrices en France : une comparaison avec l’Union européenne," Bulletin de la Banque de France, Banque de France, issue 212, pages 29-38.
    355. Theodosios Anagnostopoulos & Antonis Skouloudis & Nadeem Khan & Konstantinos Evangelinos, 2018. "Incorporating Sustainability Considerations into Lending Decisions and the Management of Bad Loans: Evidence from Greece," Sustainability, MDPI, vol. 10(12), pages 1-16, December.
    356. Hassan F. Gholipour & Amir Arjomandi, 2022. "Economic policy responses to the COVID‐19 pandemic and growth of nonperforming loans," International Review of Finance, International Review of Finance Ltd., vol. 22(3), pages 551-566, September.
    357. Ijaz Hussain, 2017. "Corporate Financial Leverage, Asset Utilization and Nonperforming Loans in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(1), pages 37-70, Jan-June.
    358. Evica Delova Jolevska, Ilija Andovski, 2015. "Non- Sustainability Of The Foreign Assistance In Agriculture – Macedonian Experience," Ekonomika, Journal for Economic Theory and Practice and Social Issues 2015-01, „Ekonomika“ Society of Economists, Niš (Serbia).

  9. Michaelides, Panayotis G. & Milios, John G. & Vouldis, Angelos, 2007. "Emil Lederer and the Schumpeter, Hilferding, Tugan-Baranowsky Nexus," MPRA Paper 74503, University Library of Munich, Germany.

    Cited by:

    1. Panayotis Michaelides & John Milios, 2015. "The Schumpeter–Hilferding Nexus," Journal of Evolutionary Economics, Springer, vol. 25(1), pages 133-145, January.
    2. Michaelides, Panayotis G. & Theologou, Kostas, 2009. "Joseph Schumpeter and Gabriel Tarde on Technological Change and Social Evolution," MPRA Paper 67189, University Library of Munich, Germany.

  10. Michaelides, Panayotis G. & Milios, John G. & Vouldis, Angelos, 2007. "Schumpeter and Lederer on Growth, Technology, Credit and Business Cycles," MPRA Paper 74486, University Library of Munich, Germany.

    Cited by:

    1. Michaelides, Panayotis G. & Theologou, Kostas, 2009. "Joseph Schumpeter and Gabriel Tarde on Technological Change and Social Evolution," MPRA Paper 67189, University Library of Munich, Germany.

  11. Michaelides, Panayotis G. & Milios, John G. & Vouldis, Angelos, 2007. "Schumpeter, Lederer and Hilferding on Economic Development, Credit and Business Cycles," MPRA Paper 74472, University Library of Munich, Germany.

    Cited by:

    1. Michaelides, Panayotis G. & Theologou, Kostas, 2009. "Joseph Schumpeter and Gabriel Tarde on Technological Change and Social Evolution," MPRA Paper 67189, University Library of Munich, Germany.

Articles

  1. Matteo Farnè & Angelos T. Vouldis, 2021. "Banks’ business models in the euro area: a cluster analysis in high dimensions," Annals of Operations Research, Springer, vol. 305(1), pages 23-57, October.

    Cited by:

    1. Bolívar, Fernando & Duran, Miguel A. & Lozano-Vivas, Ana, 2023. "Business model contributions to bank profit performance: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 64(C).

  2. Matteo Farnè & Angelos T. Vouldis, 2020. "Does a bank's business model affect its capital and profitability?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.

    Cited by:

    1. Maria Luisa Di Battista & Laura Nieri & Marina Resta & Alessandra Tanda, 2022. "Does Board Collective Suitability Affect Performance and Risk? Evidence from European Banks," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(2), pages 1-1, February.

  3. Angelos T. Vouldis & Dimitrios P. Louzis, 2018. "Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables," Empirical Economics, Springer, vol. 54(3), pages 1187-1214, May.

    Cited by:

    1. Kashif Abbass & Abdul Aziz Khan Niazi & Abdul Basit & Tehmina Fiaz Qazi & Huaming Song & Halima Begum, 2021. "Uncovering Effects of Hot Potatoes in Banking System: Arresting Die-Hard Issues," SAGE Open, , vol. 11(4), pages 21582440211, December.
    2. Cândida Ferreira, 2022. "Determinants of Non-performing Loans: A Panel Data Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 28(3), pages 133-153, November.
    3. Maria Karadima & Helen Louri, 2021. "Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 160, Hellenic Observatory, LSE.
    4. Hussien Mohsen Ahmed & Sherif Ismail El-Halaby & Hebatallah Ahmed Soliman, 2022. "The consequence of the credit risk on the financial performance in light of COVID-19: Evidence from Islamic versus conventional banks across MEA region," Future Business Journal, Springer, vol. 8(1), pages 1-22, December.
    5. Seyed Alireza Athari & Chafic Saliba & Danielle Khalife & Madonna Salameh-Ayanian, 2023. "The Role of Country Governance in Achieving the Banking Sector’s Sustainability in Vulnerable Environments: New Insight from Emerging Economies," Sustainability, MDPI, vol. 15(13), pages 1-15, July.
    6. Candida Ferreira, 2023. "The Influence of Bank Performance, Market Condition and Economic Growth on Non-Performing Loansa," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 77-98, June.
    7. Chafic Saliba & Panteha Farmanesh & Seyed Alireza Athari, 2023. "Does country risk impact the banking sectors’ non-performing loans? Evidence from BRICS emerging economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-30, December.

  4. Panayotis G. Michaelides & Efthymios G. Tsionas & Angelos T. Vouldis & Konstantinos N. Konstantakis & Panagiotis Patrinos, 2018. "A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 637-675, March.

    Cited by:

    1. Amirhosein Torabi & Sayyed Ali Kiaian Mousavy & Vahideh Dashti & Mohammadhossein Saeedi & Nasser Yousefi, 2019. "A New Prediction Model Based on Cascade NN for Wind Power Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1219-1243, March.
    2. Christos Alexakis & Michael Dowling & Konstantinos Eleftheriou & Michael Polemis, 2021. "Textual Machine Learning: An Application to Computational Economics Research," Post-Print hal-03182910, HAL.
    3. Hiroshi Yamada & Ruoyi Bao, 2022. "$$\ell _{1}$$ ℓ 1 Common Trend Filtering," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1005-1025, March.

  5. Dimitrios P. Louzis & Angelos T. Vouldis, 2017. "Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity," Applied Economics, Taylor & Francis Journals, vol. 49(44), pages 4460-4481, September.

    Cited by:

    1. Farnè, Matteo & Vouldis, Angelos, 2017. "Business models of the banks in the euro area," Working Paper Series 2070, European Central Bank.
    2. Căpraru, Bogdan & Ihnatov, Iulian & Pintilie, Nicoleta-Livia, 2020. "Competition and diversification in the European Banking Sector," Research in International Business and Finance, Elsevier, vol. 51(C).
    3. Fukuyama, Hirofumi & Tsionas, Mike & Tan, Yong, 2024. "The impacts of innovation and trade openness on bank market power: The proposal of a minimum distance cost function approach and a causal structure analysis," European Journal of Operational Research, Elsevier, vol. 312(3), pages 1178-1194.

  6. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016. "Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 149-161.
    See citations under working paper version above.
  7. Michaelides, Panayotis G. & Tsionas, Efthymios G. & Vouldis, Angelos T. & Konstantakis, Konstantinos N., 2015. "Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking," European Journal of Operational Research, Elsevier, vol. 241(1), pages 148-160.

    Cited by:

    1. Tsionas, Mike G., 2020. "Bounded rationality and thick frontiers in stochastic frontier analysis," European Journal of Operational Research, Elsevier, vol. 284(2), pages 762-768.
    2. Doumpos, Michalis & Zopounidis, Constantin & Gounopoulos, Dimitrios & Platanakis, Emmanouil & Zhang, Wenke, 2023. "Operational research and artificial intelligence methods in banking," European Journal of Operational Research, Elsevier, vol. 306(1), pages 1-16.
    3. Tsionas, Mike G. & Andrikopoulos, Athanasios, 2020. "On a High-Dimensional Model Representation method based on Copulas," European Journal of Operational Research, Elsevier, vol. 284(3), pages 967-979.
    4. Tsionas, Mike G. & Michaelides, Panayotis G., 2017. "Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system," LSE Research Online Documents on Economics 80749, London School of Economics and Political Science, LSE Library.
    5. Tsionas, Mike G. & Michaelides, Panayotis G., 2017. "Bayesian analysis of chaos: The joint return-volatility dynamical system," MPRA Paper 80632, University Library of Munich, Germany.
    6. Anthony J. Glass & Amangeldi Kenjegaliev & Karligash Kenjegalieva, 2022. "Comparisons of deposit types and implications of the financial crisis: Evidence for U.S. banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 641-664, January.
    7. Tsionas, Mike G. & Izzeldin, Marwan, 2018. "Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares," European Journal of Operational Research, Elsevier, vol. 271(3), pages 797-807.
    8. Preciado Arreola, José Luis & Johnson, Andrew L. & Chen, Xun C. & Morita, Hiroshi, 2020. "Estimating stochastic production frontiers: A one-stage multivariate semiparametric Bayesian concave regression method," European Journal of Operational Research, Elsevier, vol. 287(2), pages 699-711.
    9. Konstantinos N. Konstantakis & Panagiotis T. Cheilas & Ioannis G. Melissaropoulos & Panos Xidonas & Panayotis G. Michaelides, 2023. "Supply chains and fake news: a novel input–output neural network approach for the US food sector," Annals of Operations Research, Springer, vol. 327(2), pages 779-794, August.

  8. Michaelides, Panayotis G. & Papageorgiou, Theofanis & Vouldis, Angelos T., 2013. "Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone," Economic Modelling, Elsevier, vol. 31(C), pages 804-816.

    Cited by:

    1. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016. "Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 149-161.
    2. Vouldis, Angelos, 2015. "Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach," Working Paper Series 1805, European Central Bank.
    3. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2014. "Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach," Journal of Economics and Business, Elsevier, vol. 76(C), pages 115-132.
    4. Elias Sanidas, 2014. "The Greek Non-Paradigm of Economic and Business Development, and Comparisons with South Korea," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 64(3), pages 30-48, July-Sept.
    5. Aloui, Chaker & Hkiri, Besma & Nguyen, Duc Khuong, 2016. "Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis," Economic Modelling, Elsevier, vol. 52(PB), pages 322-331.
    6. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2016. "Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?," Manchester School, University of Manchester, vol. 84(4), pages 437-481, July.
    7. Georgios A. Savvakis & Dimitris Kenourgios & Theofanis Papageorgiou, 2021. "To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2595-2611, April.
    8. Konstantakis, Konstantinos & Michaelides, Panayotis G., 2014. "The Political Economy of Car Sales in Athens, Greece," MPRA Paper 74489, University Library of Munich, Germany.
    9. Matesanz, David & Ortega, Guillermo J., 2016. "On business cycles synchronization in Europe: A note on network analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 287-296.

  9. 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.

    Cited by:

    1. Yao, Xiaoyang & Le, Wei & Sun, Xiaolei & Li, Jianping, 2020. "Financial stress dynamics in China: An interconnectedness perspective," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 217-238.
    2. Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
    3. Liu, Min & Guo, Tongji & Ping, Weiying & Luo, Liangqing, 2023. "Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?," Energy Economics, Elsevier, vol. 121(C).
    4. Anastasiou, Dimitrios & Kapopoulos, Panayotis, 2021. "Dynamic linkages among financial stability, house prices and residential investment in Greece," MPRA Paper 107833, University Library of Munich, Germany.
    5. Hoque, Mohammad Enamul & Soo-Wah, Low & Tiwari, Aviral Kumar & Akhter, Tahmina, 2023. "Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market," Resources Policy, Elsevier, vol. 85(PA).
    6. Begüm Yurteri Kösedağlı & A. Özlem Önder, 2021. "Determinants of financial stress in emerging market economies: Are spatial effects important?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4653-4669, July.
    7. Zhou, Wenwen & Chen, Mengyao & Yang, Zaoli & Song, Xiaobo, 2021. "Real estate risk measurement and early warning based on PSO-SVM," Socio-Economic Planning Sciences, Elsevier, vol. 77(C).
    8. Meltem Gulenay Chadwick & Huseyin Ozturk, 2018. "Measuring Financial Systemic Stress for Turkey: A Search for the Best Composite Indicator," Working Papers 1816, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    9. Liu, Chao & Zheng, Ying & Zhao, Qi & Wang, Chao, 2020. "Financial stability and real estate price fluctuation in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    10. Dimitris P. Louzis, 2014. "Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach," Working Papers 184, Bank of Greece.
    11. Theshne Kisten, 2020. "A Financial Stress Index for South Africa: A Time-Varying Correlation Approach," Working Papers 202011, University of Pretoria, Department of Economics.
    12. Marina Yu. Malkina & Rodion V. Balakin, 2023. "The Relation of Financial and Industrial Stresses to Monetary Policy Parameters in the Russian Economy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 104-121, June.
    13. Kehinde Damilola Ilesanmi & Devi Datt Tewari, 2021. "An Early Warning Signal (EWS) Model for Predicting Financial Crisis in Emerging African Economies," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 101-110, January.
    14. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
    15. Zhang, Hongwei & Wang, Peijin, 2021. "Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 629-648.
    16. Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014. "A Composite Indicator of Systemic Stress (CISS) for Colombia," Borradores de Economia 826, Banco de la Republica de Colombia.
    17. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(2), pages 125-151, April.
    18. Xuan Lv & Menggang Li & Yingjie Zhang, 2022. "Financial Stability and Economic Activity in China: Based on Mixed-Frequency Spillover Method," Sustainability, MDPI, vol. 14(19), pages 1-22, October.
    19. Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
    20. Caraiani, Petre, 2014. "The predictive power of singular value decomposition entropy for stock market dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 571-578.
    21. Marcin Borsuk & Konrad Kostrzewa, 2020. "Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?," Bank i Kredyt, Narodowy Bank Polski, vol. 51(3), pages 211-238.
    22. Liao, Jui-Jung & Shih, Ching-Hui & Chen, Tai-Feng & Hsu, Ming-Fu, 2014. "An ensemble-based model for two-class imbalanced financial problem," Economic Modelling, Elsevier, vol. 37(C), pages 175-183.
    23. Leticia Estévez Cerqueira & María Isabel Cambón Murcia, 2015. "A Spanish Financial Market Stress Indicator (FMSI)," CNMV Working Papers CNMV Working Papers no 60, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
    24. Panagiota Makrychoriti & Fotios Pasiouras & Menelaos Tasiou, 2022. "Financial stress and economic growth: The moderating role of trust," Kyklos, Wiley Blackwell, vol. 75(1), pages 48-74, February.
    25. Tai-Hock Kuek & Chin-Hong Puah & M. Affendy Arip, 2020. "Financial Vulnerability and Economic Dynamics in Malaysia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 55-73.
    26. MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2015. "An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries," Economic Modelling, Elsevier, vol. 48(C), pages 52-69.
    27. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018. "Measuring systemic vulnerability in European banking systems," Journal of Financial Stability, Elsevier, vol. 36(C), pages 279-292.
    28. Dimitrios P. Louzis, 2017. "Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs," Empirical Economics, Springer, vol. 53(2), pages 569-598, September.
    29. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "Assessment of Financial Stability in the Banking Sector in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 501-523, October.
    30. NAGY, Ágnes & DÉZSI-BENYOVSZKI, Annamária & SZÉKELY, Imre, 2016. "Measuring Financial Systemic Stress In Romania: A Composite Indicator Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(3), pages 28-38.
    31. Cevik, Emrah I. & Dibooglu, Sel & Kenc, Turalay, 2016. "Financial stress and economic activity in some emerging Asian economies," Research in International Business and Finance, Elsevier, vol. 36(C), pages 127-139.
    32. Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
    33. Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022. "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    34. Kappler, Marcus & Schleer, Frauke, 2017. "A financially stressed euro area," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-37.
    35. Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2016. "Measuring Systemic Stress in European Banking Systems," Discussion Papers in Economics 16/19, Division of Economics, School of Business, University of Leicester.
    36. Polat, Onur & Ozkan, Ibrahim, 2019. "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 395-415.

  10. 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.
    See citations under working paper version above.
  11. Angelos Vouldis & Panayotis Michaelides & John Milios, 2011. "Emil Lederer and the Schumpeter-Hilferding-Tugan-Baranowsky Nexus," Review of Political Economy, Taylor & Francis Journals, vol. 23(3), pages 439-460.
    See citations under working paper version above.
  12. Panayotis G. Michaelides & John G. Milios & Angelos Vouldis & Spyros Lapatsioras, 2010. "Heterodox influences on Schumpeter," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 37(3), pages 197-213, February.

    Cited by:

    1. Ioannis Katselidis & Angelos Vouldis & Panayotis G. Michaelides, 2011. "Sumner Slichter and Emil Lederer on technological unemployment," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 38(6), pages 537-556, May.
    2. Michaelides, Panayotis G. & Theologou, Kostas, 2009. "Joseph Schumpeter and Gabriel Tarde on Technological Change and Social Evolution," MPRA Paper 67189, University Library of Munich, Germany.

  13. Michaelides, Panayotis G. & Vouldis, Angelos T. & Tsionas, Efthymios G., 2010. "Globally flexible functional forms: The neural distance function," European Journal of Operational Research, Elsevier, vol. 206(2), pages 456-469, October.

    Cited by:

    1. Tsionas, Mike G., 2020. "Bounded rationality and thick frontiers in stochastic frontier analysis," European Journal of Operational Research, Elsevier, vol. 284(2), pages 762-768.
    2. Panayotis G. Michaelides & Efthymios G. Tsionas & Angelos T. Vouldis & Konstantinos N. Konstantakis & Panagiotis Patrinos, 2018. "A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 637-675, March.
    3. Alireza Tamadonnejad & Aisyah Abdul-Rahman & Mariani Abdul-Majid & Mansor Jusoh, 2017. "The evaluation of East Asian banks by considering economic and political conditions as well as country risk," International Economics and Economic Policy, Springer, vol. 14(1), pages 27-41, January.
    4. Tsionas, Mike G., 2023. "Combining data envelopment analysis and stochastic frontiers via a LASSO prior," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1158-1166.
    5. Anwar Al-Gasaymeh, 2020. "Economic Freedom, Country Risk and Cost Efficiency in Jordan and the GCC Countries," Global Business Review, International Management Institute, vol. 21(1), pages 1-17, February.
    6. Tsionas, Mike G. & Andrikopoulos, Athanasios, 2020. "On a High-Dimensional Model Representation method based on Copulas," European Journal of Operational Research, Elsevier, vol. 284(3), pages 967-979.
    7. Tsionas, Mike G. & Izzeldin, Marwan, 2018. "Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares," European Journal of Operational Research, Elsevier, vol. 271(3), pages 797-807.
    8. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.

  14. Panayotis Michaelides & John Milios & Angelos Vouldis & Spyros Lapatsioras, 2010. "Emil Lederer and Joseph Schumpeter on Economic Growth, Technology and Business Cycles," Forum for Social Economics, Springer;The Association for Social Economics, vol. 39(2), pages 171-189, July.

    Cited by:

    1. Angelos T. Vouldis & Panayotis G. Michaelides & John G. Milios, 2012. "Emil Lederer’s Theory of Economic Fluctuations and the Role of Financial Institutions," Forum for Social Economics, Taylor & Francis Journals, vol. 41(1), pages 30-45, April.
    2. Panayotis G. Michaelides & John G. Milios & Angelos Vouldis & Spyros Lapatsioras, 2010. "Heterodox influences on Schumpeter," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 37(3), pages 197-213, February.
    3. Ioannis Katselidis & Angelos Vouldis & Panayotis G. Michaelides, 2011. "Sumner Slichter and Emil Lederer on technological unemployment," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 38(6), pages 537-556, May.
    4. Michaelides, Panayotis G. & Theologou, Kostas, 2009. "Joseph Schumpeter and Gabriel Tarde on Technological Change and Social Evolution," MPRA Paper 67189, University Library of Munich, Germany.

  15. Vouldis, Angelos T. & Michaelides, Panayotis G. & Tsionas, Efthymios G., 2010. "Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML," Economic Modelling, Elsevier, vol. 27(3), pages 697-704, May.

    Cited by:

    1. Caroline Khan & Mike G. Tsionas, 2021. "Constraints in models of production and cost via slack-based measures," Empirical Economics, Springer, vol. 61(6), pages 3347-3374, December.
    2. Liao, Jui-Jung & Shih, Ching-Hui & Chen, Tai-Feng & Hsu, Ming-Fu, 2014. "An ensemble-based model for two-class imbalanced financial problem," Economic Modelling, Elsevier, vol. 37(C), pages 175-183.
    3. Panayotis G. Michaelides & Angelos T. Vouldis & Efthymios G. Tsionas, 2011. "Returns to scale, productivity and efficiency in US banking (1989-2000): the neural distance function revisited," Working Papers 126, Bank of Greece.

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