Details about Yiannis Dendramis

Access statistics for papers by Yiannis Dendramis.

Last updated 2021-11-14. Update your information in the RePEc Author Service.

Short-id: pde1323

Working Papers

2020

1. A Similarity-based Approach for Macroeconomic Forecasting
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
   See also Journal Article A similarity‐based approach for macroeconomic forecasting, Journal of the Royal Statistical Society Series A, Royal Statistical Society (2020) View citations (4) (2020)
2. The Single Supervisory Mechanism and its implications for the profitability of European Banks
   Working Papers, Bank of Greece View citations (5)
   See also Journal Article The Single Supervisory Mechanism and its implications for the profitability of European banks, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) View citations (3) (2021)

2017

3. On the determinants of NPLS: lessons from Greece
   Working Papers, Bank of Greece View citations (10)

Journal Articles

2021

1. The Single Supervisory Mechanism and its implications for the profitability of European banks
   Journal of International Financial Markets, Institutions and Money, 2021, 74, (C) View citations (3)
   See also Working Paper The Single Supervisory Mechanism and its implications for the profitability of European Banks, Working Papers (2020) View citations (5) (2020)

2020

2. A similarity‐based approach for macroeconomic forecasting
   Journal of the Royal Statistical Society Series A, 2020, 183, (3), 801-827 View citations (4)
   See also Working Paper A Similarity-based Approach for Macroeconomic Forecasting, CEPR Discussion Papers (2020) View citations (10) (2020)
3. Predicting default risk under asymmetric binary link functions
   International Journal of Forecasting, 2020, 36, (3), 1039-1056 View citations (7)
4. Understanding technology ownership to reveal adoption trends for energy efficiency measures in the Greek residential sector
   Energy Policy, 2020, 140, (C) View citations (8)

2018

5. Credit risk modelling under recessionary and financially distressed conditions
   Journal of Banking & Finance, 2018, 91, (C), 160-175 View citations (13)

2015

6. Shifts in volatility driven by large stock market shocks
   Journal of Economic Dynamics and Control, 2015, 55, (C), 130-147 View citations (24)

2014

7. Are regime-shift sources of risk priced in the market?
   Journal of Empirical Finance, 2014, 28, (C), 151-170 View citations (4)
8. Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations
   Journal of Forecasting, 2014, 33, (7), 515-531 View citations (10)
9. Level shifts in stock returns driven by large shocks
   Journal of Empirical Finance, 2014, 29, (C), 41-51 View citations (7)