Details about Angelos T. Vouldis

Access statistics for papers by Angelos T. Vouldis.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pvo132

Working Papers

2021

1. Banks' risk-taking within a banking union
   Working Paper Series, European Central Bank
   See also Journal Article Banks’ risk-taking within a banking union, Economics Letters, Elsevier (2021) (2021)

2018

2. A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data
   Working Paper Series, European Central Bank View citations (2)

2017

3. Business models of the banks in the euro area
   Working Paper Series, European Central Bank View citations (20)

2016

4. Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015)
   MPRA Paper, University Library of Munich, Germany View citations (9)
   See also Journal Article Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015), Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (12) (2016)

2015

5. Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach
   Working Paper Series, European Central Bank View citations (4)
6. Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income
   Working Papers, Bank of Greece View citations (32)

2013

7. A financial systemic stress index for Greece
   Working Papers, Bank of Greece View citations (25)
   Also in Working Paper Series, European Central Bank (2013) View citations (33)
8. A macro stress testing framework for assessing systemic risks in the banking sector
   Occasional Paper Series, European Central Bank View citations (41)

2011

9. Returns to scale, productivity and efficiency in US banking (1989-2000): the neural distance function revisited
   Working Papers, Bank of Greece

2010

10. Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios
    Working Papers, Bank of Greece View citations (43)
    See also Journal Article Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios, Journal of Banking & Finance, Elsevier (2012) View citations (386) (2012)
11. Sumner Slichter and Emil Lederer: Central Visions Compared*
    MPRA Paper, University Library of Munich, Germany

2008

12. Do Technology Shocks affect Output and Profitability over the Business Cycle in Greece (1960-2008)?
    EcoMod2008, EcoMod
13. Emil Lederer’s Theory of Economic Fluctuations and the Role of Financial Institutions
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Emil Lederer’s Theory of Economic Fluctuations and the Role of Financial Institutions, Forum for Social Economics, Taylor & Francis Journals (2012) (2012)
14. Neural Networks for Approximating the Cost and Production Functions
    MPRA Paper, University Library of Munich, Germany

2007

15. Emil Lederer and the Schumpeter, Hilferding, Tugan-Baranowsky Nexus
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Emil Lederer and the Schumpeter-Hilferding-Tugan-Baranowsky Nexus, Review of Political Economy, Taylor & Francis Journals (2011) View citations (2) (2011)
16. Schumpeter and Lederer on Growth, Technology, Credit and Business Cycles
    MPRA Paper, University Library of Munich, Germany View citations (1)
17. Schumpeter, Lederer and Hilferding on Economic Development, Credit and Business Cycles
    MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2021

1. Banks’ business models in the euro area: a cluster analysis in high dimensions
   Annals of Operations Research, 2021, 305, (1), 23-57 View citations (2)
2. Banks’ risk-taking within a banking union
   Economics Letters, 2021, 204, (C)
   See also Working Paper Banks' risk-taking within a banking union, Working Paper Series (2021) (2021)

2020

3. Does a bank's business model affect its capital and profitability?
   Economic Notes, 2020, 49, (2) View citations (1)

2018

4. A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence
   Computational Economics, 2018, 51, (3), 637-675 View citations (3)
5. Cornelius Castoriadis on institutions: a proposal for a schema of institutional change
   Cambridge Journal of Economics, 2018, 42, (5), 1435-1458
6. Cornelius Castoriadis on the Scope and Content of Neoclassical and Marxian Economics
   Journal of Economic Issues, 2018, 52, (3), 795-815
7. Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables
   Empirical Economics, 2018, 54, (3), 1187-1214 View citations (10)
8. Measuring Credit Demand and Supply: A Bayesian Model with an Application to Greece (2003–2011)
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (1), 33-76
   Also in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (1), 33-76 (2018)

2017

9. Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity
   Applied Economics, 2017, 49, (44), 4460-4481 View citations (3)

2016

10. Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015)
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 149-161 View citations (12)
    See also Working Paper Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015), MPRA Paper (2016) View citations (9) (2016)

2015

11. Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking
    European Journal of Operational Research, 2015, 241, (1), 148-160 View citations (9)

2013

12. Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone
    Economic Modelling, 2013, 31, (C), 804-816 View citations (10)

2012

13. A methodology for constructing a financial systemic stress index: An application to Greece
    Economic Modelling, 2012, 29, (4), 1228-1241 View citations (44)
14. Emil Lederer’s Theory of Economic Fluctuations and the Role of Financial Institutions
    Forum for Social Economics, 2012, 41, (1), 30-45
    See also Working Paper Emil Lederer’s Theory of Economic Fluctuations and the Role of Financial Institutions, MPRA Paper (2008) (2008)
15. Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
    Journal of Banking & Finance, 2012, 36, (4), 1012-1027 View citations (386)
    See also Working Paper Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios, Working Papers (2010) View citations (43) (2010)

2011

16. Emil Lederer and the Schumpeter-Hilferding-Tugan-Baranowsky Nexus
    Review of Political Economy, 2011, 23, (3), 439-460 View citations (2)
    See also Working Paper Emil Lederer and the Schumpeter, Hilferding, Tugan-Baranowsky Nexus, MPRA Paper (2007) (2007)
17. Sumner Slichter and Emil Lederer on technological unemployment
    International Journal of Social Economics, 2011, 38, (6), 537-556

2010

18. Emil Lederer and Joseph Schumpeter on Economic Growth, Technology and Business Cycles
    Forum for Social Economics, 2010, 39, (2), 171-189 View citations (2)
    Also in Forum for Social Economics, 2010, 39, (2), 171-189 (2010) View citations (2)
19. Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
    Economic Modelling, 2010, 27, (3), 697-704 View citations (3)
20. Globally flexible functional forms: The neural distance function
    European Journal of Operational Research, 2010, 206, (2), 456-469 View citations (8)
21. Heterodox influences on Schumpeter
    International Journal of Social Economics, 2010, 37, (3), 197-213 View citations (2)