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Dimitrios P. Louzis

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
Suffix:
RePEc Short-ID:plo262
Athens, Greece
http://www.aueb.gr/

: +30 1 8203250
+301 8228419
76, Patission Street, Athens 104 34
RePEc:edi:auebugr (more details at EDIRC)
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  1. Dimitrios P. Louzis, 2016. "Macroeconomic forecasting and structural changes in steady states," Working Papers 204, Bank of Greece.
  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. Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, 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. Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
  6. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
  7. 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.
  8. 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.
  9. 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.
  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.
  1. Dimitrios Louzis, 2015. "Measuring spillover effects in Euro area financial markets: a disaggregate approach," Empirical Economics, Springer, vol. 49(4), pages 1367-1400, December.
  2. Dimitrios P. Louzis, 2015. "The economic value of flexible dynamic correlation models," Economics Bulletin, AccessEcon, vol. 35(1), pages 774-782.
  3. 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.
  4. 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.
  5. 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.
  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.
  7. 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.
  8. 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.
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
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