IDEAS home Printed from https://ideas.repec.org/f/plo262.html
   My authors  Follow this author

Dimitrios P. Louzis

Personal Details

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

Affiliation

(95%) Bank of Greece

Athens, Greece
http://www.bankofgreece.gr/

:


RePEc:edi:boggvgr (more details at EDIRC)

(5%) Athens University of Economics and Business (AUEB)

Athens, Greece
http://www.aueb.gr/

: +30 1 8203250
+301 8228419
76, Patission Street, Athens 104 34
RePEc:edi:auebugr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dimitrios P. Louzis, 2016. "Macroeconomic forecasting and structural changes in steady states," Working Papers 204, Bank of Greece.
  2. Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, Bank of Greece.
  3. 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.
  4. 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.
  5. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
  6. Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
  7. 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.
  8. 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.
  9. Dimitrios Louzis & Spyros Xanthopoulos-Sisinis & Apostolos Refenes, 2011. "Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility," Post-Print hal-00709559, HAL.
  10. 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. 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, 2017. "Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs," Empirical Economics, Springer, vol. 53(2), pages 569-598, September.
  3. 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.
  4. Louzis Dimitrios P., 2016. "Steady-state priors and Bayesian variable selection in VAR forecasting," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 495-527, December.
  5. Dimitrios Louzis, 2015. "Measuring spillover effects in Euro area financial markets: a disaggregate approach," Empirical Economics, Springer, vol. 49(4), pages 1367-1400, December.
  6. Dimitrios P. Louzis, 2015. "The economic value of flexible dynamic correlation models," Economics Bulletin, AccessEcon, vol. 35(1), pages 774-782.
  7. 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.
  8. 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, September.
  9. 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.
  10. 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.
  11. 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.
  12. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (6) 2011-04-30 2011-12-13 2013-10-02 2014-08-02 2015-09-11 2016-04-30. Author is listed
  2. NEP-RMG: Risk Management (4) 2011-04-30 2011-12-13 2013-08-23 2013-10-02. Author is listed
  3. NEP-BAN: Banking (3) 2010-11-13 2011-12-13 2015-07-25. Author is listed
  4. NEP-ORE: Operations Research (3) 2011-04-30 2011-12-13 2015-09-11. Author is listed
  5. NEP-CBA: Central Banking (2) 2013-08-23 2014-08-02
  6. NEP-ECM: Econometrics (2) 2015-09-11 2016-04-30
  7. NEP-ETS: Econometric Time Series (2) 2011-04-30 2015-09-11
  8. NEP-MAC: Macroeconomics (2) 2013-10-02 2014-08-02
  9. NEP-CFN: Corporate Finance (1) 2010-11-13
  10. NEP-EEC: European Economics (1) 2013-10-02
  11. NEP-FMK: Financial Markets (1) 2013-10-02
  12. NEP-IFN: International Finance (1) 2013-10-02
  13. NEP-MON: Monetary Economics (1) 2014-08-02
  14. NEP-MST: Market Microstructure (1) 2011-12-13
  15. NEP-URE: Urban & Real Estate Economics (1) 2010-11-13

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Dimitrios P. Louzis should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.