Vasileios Siakoulis

Bank of Greece

21 E. Venizelos Avenue

GR 102 50 Athens

Greece

SCHOLARLY PAPERS

7

DOWNLOADS

622

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Forecasting Sovereign Risk in the Euro Area via Machine Learning

Number of pages: 46 Posted: 30 Nov 2021 Last Revised: 10 Jul 2024
Banque de France, Banque de France, Banque de France, Bank of Italy, Banque de France, Bank of Greece and Banque de France
Downloads 205 (279,475)
Citation 1

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Sovereign Risk, Machine Learning, forecasting, euro area, Google Trends, Text Mining, XGBOOST, Support Vector Machines, Neural Networks, Random Forests.

2.

Winter Is Coming: Repercussions of a New COVID-19 Wave in Global Stock Markets

Number of pages: 29 Posted: 26 Sep 2020
Bank of Greece, Bank of Greece, Bank of Greece, Bank of Greece, Bank of Greece and Boston University
Downloads 135 (399,158)

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COVID-19, Financial Crisis

3.

Fiscal Policy Effects on Non-Performing Loan Formation

Bank of Greece Working Paper No. 224
Number of pages: 29 Posted: 18 Aug 2022
Vasileios Siakoulis
Bank of Greece
Downloads 75 (594,743)
Citation 1

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Non-Performing Loans; Fiscal Policy; Panel Data

4.

Asset Encumbrance in Euro Area Banks: Analysing Trends, Drivers and Prediction Properties for Individual Bank Crises

ECB Occasional Paper No. 2021/261
Number of pages: 75 Posted: 01 Sep 2021
French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), European Central Bank (ECB), Banca d'Italia, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Bank of Greece and De Nederlandsche Bank
Downloads 74 (599,298)
Citation 1

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asset encumbrance, bank crisis, bank funding, collateral, early warning model, liquidity, panel econometrics

5.

Bitcoin economic behavior analysis and policy implications by leveraging deep learning and high-frequency data

International Journal of Data Science and Big Data Analytics, Vol. 1, No. 1, February 2021, pp. 55-62.
Number of pages: 8 Posted: 15 Mar 2021
Vasileios Siakoulis, Anastasios Petropoulos and Panagiotis Lazaris
Bank of Greece, Bank of Greece, 3 Amerikis, 10250 Athens, Greece. and Bank of Greece
Downloads 57 (685,080)

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Bitcoin, Cryptocurrencies, Extreme gradient boosting, Deep neural networks

6.

A Combined Statistical Framework for Forecasting Default Rates of Greek Financial Institutions’ Credit Portfolios

Bank of Greece Working Paper No. 243
Number of pages: 42 Posted: 23 Aug 2022
Bank of Greece, Bank of Greece, Bank of Greece and University of Piraeus - Department of Banking and Financial ManagementBank of Greece
Downloads 45 (759,667)
Citation 1

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Forecasting Default Rates, Forecast Combination, Stress Testing

7.

Interest Rate Pass Through in the Deposit and Loan Products Provided by Greek Banks

Bank of Greece Working Paper No. 287
DOI: https://doi.org/10.52903/wp2021287
Number of pages: 42 Posted: 30 Aug 2022
Bank of Greece, Bank of Greece, 3 Amerikis, 10250 Athens, Greece., Bank of Greece, Bank of Greece and Bank of Greece
Downloads 31 (866,840)

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interest rate pass-through, bank products; stress testing