Skip to main content

Research Repository

Advanced Search

All Outputs (5)

The financial and fiscal stress interconnectedness : the case of G5 economies (2016)
Journal Article
the case of G5 economies. International Review of Financial Analysis, 46, 62-69. https://doi.org/10.1016/j.irfa.2016.03.019

In this paper, we focus on the financial and fiscal stress transmission for the G5 economies. Using financial and fiscal stress indexes, we assess the spillovers within each economy, as well as the cross-sectional effects. Two supplementary methodolo... Read More about The financial and fiscal stress interconnectedness : the case of G5 economies.

An investigation of systemic stress and interdependencies within the Eurozone and Euro area countries (2014)
Journal Article
MacDonald, R., Sogiakas, V., & Tsopanakis, A. (2015). An investigation of systemic stress and interdependencies within the Eurozone and Euro area countries. Economic Modelling, 48, 52-69. https://doi.org/10.1016/j.econmod.2014.10.023

One of themost challenging issues that economists are dealingwith is the investigation of the financial turmoil in Eurozone economies. Particularly, the issue of exposing the potential crisis transmission channels has attracted considerable interest... Read More about An investigation of systemic stress and interdependencies within the Eurozone and Euro area countries.

Exploring the effects of financial and fiscal vulnerabilities on G7 economies : evidence from SVAR analysis (2014)
Journal Article
Magkonis, G., & Tsopanakis, A. (2014). Exploring the effects of financial and fiscal vulnerabilities on G7 economies : evidence from SVAR analysis. Journal of International Financial Markets, Institutions and Money, 32, 343-367. https://doi.org/10.1016/j.intfin.2014.06.010

We examine the possible interactions of the financial cycle and fiscal position for G7 economies. We employ the innovative aggregate financial and fiscal stress indexes which are able to depict the perplexed nature of modern economies. A SVAR model i... Read More about Exploring the effects of financial and fiscal vulnerabilities on G7 economies : evidence from SVAR analysis.

Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques (2013)
Journal Article
Magkonis, G., & Tsopanakis, A. (2013). Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques. Applied Economics Letters, 20(5), 476-479. https://doi.org/10.1080/13504851.2012.667540

We examine the existence of Real Interest Rate Parity (RIRP) for a number of Organisation for Economic Co-operation and Development (OECD) countries. Using time series techniques, we manage to identify cointegrating relationships. For a subset of cou... Read More about Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques.