Dimitrios Louzis

Dimitrios Louzis

Bank of Greece - Athens / Greece
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 4620733
Τράπεζα της Ελλάδας
person_outline Dimitrios Louzis's MOST POPULAR ARTICLES
1-) Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfoliosDP Louzis, AT Vouldis, VL MetaxasJournal of Banking & Finance 36 (4), 1012-1027, 201216222012
2-) A methodology for constructing a financial systemic stress index: An application to GreeceDP Louzis, AT VouldisEconomic Modelling 29 (4), 1228-1241, 20121002012
3-) A financial systemic stress index for GreeceDP Louzis, AT VouldisECB Working paper, 2013982013
4-) Realized volatility models and alternative Value-at-Risk prediction strategiesDP Louzis, S Xanthopoulos-Sisinis, AP RefenesEconomic Modelling 40, 101-116, 2014892014
5-) Leading indicators of non-performing loans in Greece: the information content of macro-, micro-and bank-specific variablesAT Vouldis, DP LouzisEmpirical Economics 54, 1187-1214, 2018642018