Andreas Tsopanakis

Cardiff University - Cardiff Business School

Lecturer in Financial Economics

Aberconway Building

Colum Drive

Cardiff, CF10 3EU

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

23

CITATIONS

0

Scholarly Papers (5)

1.

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 0 (493,334)

Abstract:

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

2.

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

Posted: 18 Jan 2015
Andreas Tsopanakis, Ronald MacDonald and Vasilios I. Sogiakas
Cardiff University - Cardiff Business School, University of Glasgow - Adam Smith Business School and University of Glasgow

Abstract:

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

3.

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 0 (513,390)

Abstract:

Financial Crisis, Systemic Risk, Financial Stress Index, VAR

4.

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 0 (536,977)

Abstract:

Financial stress; Fiscal stress; Structural VAR; G7 economies

5.

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
University of Athens and Cardiff University - Cardiff Business School

Abstract:

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