| Credit risk modelling under recessionary and financially distressed conditions Y Dendramis, E Tzavalis, G Adraktas Journal of Banking & Finance 91, 160-175, 2018 | 54 | 2018 |
| 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 | 41 | 2020 |
| 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 | 35 | 2015 |
| 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 | 29 | 2014 |
| Estimation of time-varying covariance matrices for large datasets Y Dendramis, L Giraitis, G Kapetanios Econometric Theory 37 (6), 1100-1134, 2021 | 26 | 2021 |
| 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 | 26 | 2017 |
| 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 | 16 | 2021 |
| 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 | 13 | 2020 |
| Level shifts in stock returns driven by large shocks Y Dendramis, G Kapetanios, E Tzavalis Journal of Empirical Finance 29, 41-51, 2014 | 11 | 2014 |
| 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 | 8 | 2020 |
| 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 | 7 | 2019 |
| Are regime-shift sources of risk priced in the market? K Chourdakis, Y Dendramis, E Tzavalis Journal of Empirical Finance 28, 151-170, 2014 | 5 | 2014 |
| 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 | 2 | 2020 |
| 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 | 1 | 2012 |
| 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 |
Elias TzavalisProfessor of Economics, Athens University of Economics & BusinessEmail verificata su aueb.gr
