Angelos T. Vouldis

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Bank of Greece

21 E. Venizelos Avenue

GR 102 50 Athens

Greece

http://www.bankofgreece.gr

SCHOLARLY PAPERS

7

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2,727

SSRN CITATIONS
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Top 17,320

in Total Papers Citations

48

CROSSREF CITATIONS

14

Scholarly Papers (7)

1.

Macroeconomic and Bank-Specific Determinants of Non-Performing Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios

Bank of Greece Working Paper 118
Number of pages: 44 Posted: 06 Nov 2010 Last Revised: 08 Nov 2010
Dimitrios P. Louzis, Angelos T. Vouldis, Angelos T. Vouldis and Vasilios L. Metaxas
Bank of Greece, European Central Bank (ECB)Bank of Greece and Bank of Greece
Downloads 1,466 (19,848)
Citation 50

Abstract:

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Non-perfoming loans, Greek banking system, Macroeconomic determinants, Bank specific determinants, Dynamic panel data

2.

A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector

ECB Occasional Paper No. 152
Number of pages: 82 Posted: 16 Mar 2014
European Central Bank (ECB), European Central Bank (ECB), European Securities and Markets Authority, European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), International Monetary Fund (IMF), National Bank of Poland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)Bank of Greece, European Central Bank (ECB) and European Central Bank
Downloads 668 (60,173)
Citation 13

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macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision

A Financial Systemic Stress Index for Greece

Number of pages: 40 Posted: 10 Jan 2011
Dimitrios P. Louzis, Angelos T. Vouldis and Angelos T. Vouldis
Bank of Greece and European Central Bank (ECB)Bank of Greece
Downloads 226 (204,241)

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Financial crisis, systemic stress, stress index, multivariate GARCH

A Financial Systemic Stress Index for Greece

ECB Working Paper No. 1563
Number of pages: 48 Posted: 12 Aug 2013
Dimitrios P. Louzis, Angelos T. Vouldis and Angelos T. Vouldis
Bank of Greece and European Central Bank (ECB)Bank of Greece
Downloads 224 (205,987)

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Financial crisis, systemic stress, stress index, multivariate GARCH

A Financial Systemic Stress Index for Greece

Bank of Greece Working Paper No. 155
Number of pages: 56 Posted: 11 Aug 2022
Angelos T. Vouldis, Angelos T. Vouldis and Dimitrios P. Louzis
European Central Bank (ECB)Bank of Greece and Bank of Greece
Downloads 13 (864,573)

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Financial crisis, systemic stress, stress index, multivariate GARCH

4.

A Methodology for Automatised Outlier Detection in High-Dimensional Datasets: An Application to Euro Area Banks’ Supervisory Data

ECB Working Paper No. 2171
Number of pages: 57 Posted: 01 Aug 2018
Matteo Farnè, Angelos T. Vouldis and Angelos T. Vouldis
Dipartimento Scienze Statistiche and European Central Bank (ECB)Bank of Greece
Downloads 63 (517,209)

Abstract:

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outlier detection, robust regression, variable selection, high dimension, missing data, banking data

5.

Credit Market Disequilibrium in Greece (2003-2011) - A Bayesian Approach

ECB Working Paper No. 1805
Number of pages: 81 Posted: 24 Jun 2015
Angelos T. Vouldis and Angelos T. Vouldis
European Central Bank (ECB)Bank of Greece
Downloads 60 (529,675)
Citation 1

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Bayesian methods; Credit disequilibrium; Greek credit market; Leading indicators; Stress test

6.

Macroeconomic and Bank-Specific Determinants of Nonperforming Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios

Bank of Greece Working Paper No. 118
Number of pages: 44 Posted: 21 Jul 2022 Last Revised: 02 Nov 2022
Angelos T. Vouldis, Angelos T. Vouldis, Dimitrios P. Louzis and Vasilios L. Metaxas
European Central Bank (ECB)Bank of Greece, Bank of Greece and Bank of Greece
Downloads 6 (902,674)

Abstract:

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Non-perfoming loans; Greek banking system; Macroeconomic determinants; Bank specific determinants; Dynamic panel data

7.

Returns to scale, productivity and efficiency in US banking (1989-2000): the neural distance function revisited

Bank of Greece Working Paper No. 126
Number of pages: 22 Posted: 27 Jul 2022
Panagiotis G. Michaelides, Angelos T. Vouldis, Angelos T. Vouldis and Efthymios G. Tsionas
National Technical University of Athens (NTUA), European Central Bank (ECB)Bank of Greece and Athens University of Economics and Business - Department of Economics
Downloads 1 (962,524)

Abstract:

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Output distance function, Neural networks, Technical efficiency, US banks