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Louzis, Dimitrios P.'s
Scholarly Papers
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Total
Downloads
824 |
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Citations
3 |
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1.
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Louzis, Dimitrios P.
Athens University of Economics and Business Vouldis, Angelos T.
Bank of Greece Metaxas, Vasilios L.
Bank of Greece
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06 Nov 10
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Last Revised:
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08 Nov 10
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252
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Non-perfoming loans, Greek banking system, Macroeconomic determinants, Bank specific determinants, Dynamic panel data
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2.
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Louzis, Dimitrios P.
Athens University of Economics and Business Vouldis, Angelos T.
Bank of Greece
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157
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1
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Financial crisis, systemic stress, stress index, multivariate GARCH
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3.
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Louzis, Dimitrios P.
Athens University of Economics and Business Xanthopoulos-Sisinis, Spyros
Athens University of Economics and Business - Department of Management Science and Technology Refenes, Apostolos N.
Athens University of Economics and Business - Financial Engineering Research Centre
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19 Dec 09
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Last Revised:
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31 Jan 10
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144
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Volatility Forecasting, Long Memory Models, High Frequency Data, HAR, Leverage Effects
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4.
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Louzis, Dimitrios P.
Athens University of Economics and Business Xanthopoulos-Sisinis, Spyros
Athens University of Economics and Business - Department of Management Science and Technology Refenes, Apostolos N.
Athens University of Economics and Business - Financial Engineering Research Centre
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109
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High frequency intraday data, Filtered Historical Simulation, Extreme Value Theory, Value-at-Risk forecasting, Financial crisis
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5.
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Louzis, Dimitrios P.
Athens University of Economics and Business Xanthopoulos-Sisinis, Spyros
Athens University of Economics and Business - Department of Management Science and Technology Refenes, Apostolos N.
Athens University of Economics and Business - Financial Engineering Research Centre
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10 Dec 11
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Last Revised:
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10 Nov 12
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101
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Realized GARCH, Value-at-Risk, multiple forecasting horizons, alternative volatility measures, microstructure noise, price jumps
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6.
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Louzis, Dimitrios P.
Athens University of Economics and Business
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61
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asset markets, spillovers, vector autoregressive, Euro area, financial crisis
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Records 1 -
6
of 6 matches
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