Andreas Tsopanakis

Cardiff University - Cardiff Business School

Lecturer in Financial Economics

Aberconway Building

Colum Drive

Cardiff, CF10 3EU

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

76

CITATIONS

0

Scholarly Papers (7)

1.

The Financial Connectedness between Eurozone Core and Periphery: A Disaggregated View

Number of pages: 48 Posted: 06 Nov 2017
Georgios Magkonis and Andreas Tsopanakis
University of Bradford and Cardiff University - Cardiff Business School
Downloads 24 (472,043)

Abstract:

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Eurozone, Stress Transmission, Connectedness Analysis, Spillovers, Networks

2.

Volatility Co-Movements and Spillover Effects within the Eurozone Economies: A Multivariate GARCH Approach Using the Financial Stress Index

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 47 Posted: 18 Jan 2015 Last Revised: 24 Oct 2017
Ronald MacDonald, Vasilios I. Sogiakas and Andreas Tsopanakis
University of Glasgow - Adam Smith Business School, University of Glasgow and Cardiff University - Cardiff Business School
Downloads 17 (510,319)

Abstract:

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Financial Stress Index, Financial Crisis, Spillover Effects, Systemic Risk, GARGH-BEKK model

3.

The Financial and Fiscal Stress Interconnectedness: The Case of G5 Economies

International Review of Financial Analysis, Forthcoming
Number of pages: 35 Posted: 29 Apr 2016
Georgios Magkonis and Andreas Tsopanakis
University of Bradford and Cardiff University - Cardiff Business School
Downloads 16 (515,814)

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Financial stress, Fiscal stress, Spillover index, Causality index, Macroprudential Policies

4.

An Investigation of Systemic Stress and Interdependencies within the Eurozone and Euro Area Countries

Economic Modelling, Vol. 48, 2015
Number of pages: 19 Posted: 04 Dec 2014 Last Revised: 14 May 2016
Ronald MacDonald, Vasilios I. Sogiakas and Andreas Tsopanakis
University of Glasgow - Adam Smith Business School, University of Glasgow and Cardiff University - Cardiff Business School
Downloads 12 (538,158)

Abstract:

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Financial Crisis, Systemic Risk, Financial Stress Index, VAR

5.

Exploring the Effects of Financial and Fiscal Vulnerabilities on G7 Economies: Evidence from SVAR Analysis

Journal of International Financial Markets, Institutions and Money, Vol. 32, 2014
Number of pages: 55 Posted: 27 Aug 2014 Last Revised: 18 May 2016
Georgios Magkonis and Andreas Tsopanakis
University of Bradford and Cardiff University - Cardiff Business School
Downloads 7 (565,578)

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Financial stress; Fiscal stress; Structural VAR; G7 economies

6.

Financial Stress Relationships Among Euro Area Countries: An R-Vine Copula Approach

The European Journal of Finance, Forthcoming
Posted: 03 Jan 2018
Andreas Tsopanakis, Meilan Yan and Dalu Zhang
Cardiff University - Cardiff Business School, Hull University Business School (HUBS) and University of Salford - Salford Business School

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Financial stress, FSI, Euro area, GARCH, Vine copula, regular vine

7.

Real Interest Rate Parity in OECD Countries: New Evidence from Time Series and Panel Cointegration Techniques

Applied Economics Letters, Vol. 20, No. 5, 2013
Posted: 22 Aug 2012
George Magonis and Andreas Tsopanakis
National and Kapodistrian University of Athens and Cardiff University - Cardiff Business School

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real interest rate parity, cointegration, structural break, panel cointegration