Vasileios Siakoulis

Bank of Greece

21 E. Venizelos Avenue

GR 102 50 Athens

Greece

SCHOLARLY PAPERS

7

DOWNLOADS

404

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (7)

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1.

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

Number of pages: 29 Posted: 26 Sep 2020
Panagiotis Lazaris, Anastasios Petropoulos, Vasileios Siakoulis, Evangelos Stavroulakis, Nikos Vlachogiannakis and Xenia Vrettakou
Bank of Greece, Bank of Greece, Bank of Greece, Bank of Greece, Bank of Greece and Boston University
Downloads 122 (363,702)

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COVID-19, Financial Crisis

2.

Forecasting Sovereign Risk in the Euro Area via Machine Learning

Number of pages: 46 Posted: 30 Nov 2021 Last Revised: 28 Nov 2022
Guillaume Belly, Boeckelmann Lukas, Carlos Mateo Caicedo Graciano, Alberto Di Iorio, Klodiana Istrefi, Vasileios Siakoulis and Arthur Stalla-Bourdillon
Banque de France, Banque de France, Banque de France, Bank of Italy, Banque de France, Bank of Greece and Banque de France
Downloads 119 (370,437)
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.

3.

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
Pierre Berthonnaud, Enrico Cesati, Maria Ludovica Drudi, Kirsten Jager, Heinrich Kick, Marcello Lanciani, Ludwig Schneider, Claudia Schwarz, Vasileios Siakoulis and Robert Vroege
French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), European Central Bank (ECB), Bank of Italy, 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 60 (561,805)

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

4.

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 47 (626,875)

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Bitcoin, Cryptocurrencies, Extreme gradient boosting, Deep neural networks

5.

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 24 (787,118)
Citation 1

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Non-Performing Loans; Fiscal Policy; Panel Data

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
Aristotelis Klamargias, Anastasios Petropoulos, Vasileios Siakoulis, Dionysios Mylonas and Dionysios Mylonas
Bank of Greece, Bank of Greece, Bank of Greece and University of Piraeus - Department of Banking and Financial ManagementBank of Greece
Downloads 19 (820,262)
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
Panagiotis Lazaris, Anastasios Petropoulos, Vasileios Siakoulis, Evangelos Stavroulakis and Nikos Vlachogiannakis
Bank of Greece, Bank of Greece, 3 Amerikis, 10250 Athens, Greece., Bank of Greece, Bank of Greece and Bank of Greece
Downloads 13 (873,797)

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interest rate pass-through, bank products; stress testing