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Details about Yiannis Dendramis

E-mail:
Homepage:https://www.aueb.gr/en/faculty_page/dendramis-yiannis
Workplace:Department of Economics, Athens University of Economics and Business (AUEB), (more information at EDIRC)

Access statistics for papers by Yiannis Dendramis.

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

Short-id: pde1323


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Working Papers

2020

  1. A Similarity-based Approach for Macroeconomic Forecasting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    See also Journal Article A similarity‐based approach for macroeconomic forecasting, Journal of the Royal Statistical Society Series A, Royal Statistical Society (2020) Downloads View citations (4) (2020)
  2. The Single Supervisory Mechanism and its implications for the profitability of European Banks
    Working Papers, Bank of Greece Downloads 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) Downloads View citations (3) (2021)

2017

  1. On the determinants of NPLS: lessons from Greece
    Working Papers, Bank of Greece Downloads 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) Downloads View citations (3)
    See also Working Paper The Single Supervisory Mechanism and its implications for the profitability of European Banks, Working Papers (2020) Downloads View citations (5) (2020)

2020

  1. A similarity‐based approach for macroeconomic forecasting
    Journal of the Royal Statistical Society Series A, 2020, 183, (3), 801-827 Downloads View citations (4)
    See also Working Paper A Similarity-based Approach for Macroeconomic Forecasting, CEPR Discussion Papers (2020) Downloads View citations (8) (2020)
  2. Predicting default risk under asymmetric binary link functions
    International Journal of Forecasting, 2020, 36, (3), 1039-1056 Downloads View citations (6)
  3. Understanding technology ownership to reveal adoption trends for energy efficiency measures in the Greek residential sector
    Energy Policy, 2020, 140, (C) Downloads View citations (7)

2018

  1. Credit risk modelling under recessionary and financially distressed conditions
    Journal of Banking & Finance, 2018, 91, (C), 160-175 Downloads View citations (11)

2015

  1. Shifts in volatility driven by large stock market shocks
    Journal of Economic Dynamics and Control, 2015, 55, (C), 130-147 Downloads View citations (19)

2014

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