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Yiannis Dendramis
Yiannis Dendramis
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Title
Cited by
Cited by
Year
Credit risk modelling under recessionary and financially distressed conditions
Y Dendramis, E Tzavalis, G Adraktas
Journal of Banking & Finance 91, 160-175, 2018
562018
Understanding technology ownership to reveal adoption trends for energy efficiency measures in the Greek residential sector
NA Spyridaki, V Stavrakas, Y Dendramis, A Flamos
Energy Policy 140, 111413, 2020
412020
Shifts in volatility driven by large stock market shocks
Y Dendramis, G Kapetanios, E Tzavalis
Journal of Economic Dynamics and Control 55, 130-147, 2015
362015
Forecasting VaR models under different volatility processes and distributions of return innovations
Y Dendramis, GE Spungin, E Tzavalis
Journal of Forecasting 33 (7), 515-531, 2014
302014
Estimation of time-varying covariance matrices for large datasets
Y Dendramis, L Giraitis, G Kapetanios
Econometric Theory 37 (6), 1100-1134, 2021
282021
On the determinants of NPLs: lessons from Greece
E Charalambakis, Y Dendramis, E Tzavalis
Political Economy Perspectives on the Greek Crisis: Debt, Austerity and …, 2017
272017
The Single Supervisory Mechanism and its implications for the profitability of European banks
I Avgeri, Y Dendramis, H Louri
Journal of International Financial Markets, Institutions and Money 74, 101382, 2021
192021
A similarity-based approach for macroeconomic forecasting
Y Dendramis, G Kapetanios, M Marcellino
Journal of the Royal Statistical Society Series A: Statistics in Society 183 …, 2020
162020
Level shifts in stock returns driven by large shocks
Y Dendramis, G Kapetanios, E Tzavalis
Journal of Empirical Finance 29, 41-51, 2014
112014
Predicting default risk under asymmetric binary link functions
Y Dendramis, E Tzavalis, P Varthalitis, E Athanasiou
International Journal of Forecasting 36 (3), 1039-1056, 2020
82020
Tonnage tax revisited: the case of Greece during a shipping crisis and an economic crisis period
S Panagiotou, H Thanopoulou
Bank of Greece Working Paper, 2019
62019
Are regime-shift sources of risk priced in the market?
K Chourdakis, Y Dendramis, E Tzavalis
Journal of Empirical Finance 28, 151-170, 2014
52014
Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction using Deep Learning
Y Dendramis, E Tzavalis, A Cheimarioti
Available at SSRN 3729918, 2020
32020
Forecasting VaR models in the presence of regime shifts in variance and EGARCH effects
Y Dendramis, GE Spungin, E Tzavalis
Available at SSRN 2003466, 2012
12012
Common bank supervision and profitability convergence in the EU
I Avgeri, Y Dendramis, H Louri
Elsevier, 2023
2023
Default Prediction and Generalized Covariate Effects Based on Ann Methods
E Tzavalis, Y Dendramis, A Cheimarioti
Available at SSRN 4289285, 2023
2023
Bank profitability in the euro area: the asymmetric effect of common supervision
I Avgeri, Y Dendramis, H Louri
Handbook of Banking and Finance in Emerging Markets, 153-175, 2022
2022
Department of Economics Athens University of Economics and Business
I Avgeri, Y Dendramis, H Louri
2022
Predicting default risk under asymmetric binary link functions (vol 36, pg 1039, 2020)
Y Dendramis, E Tzavalis, P Varthalitis, E Athanasiou
INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1302-1302, 2021
2021
The Single Supervisory Mechanism and its Implications for the Profitability of European Banks
H Louri, I Avgeri, Y Dendramis
Bank of Greece Working Paper, 2020
2020
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