Dr Yannis Tsafos

  • Lecturer in Financial Economics (Economics)

Biography

Yannis is a Lecturer in Financial Economics and joined the Adam Smith Business School in September 2017. He holds a BSc in Applied Mathematics from the University of Crete, a MSc in Economics from Athens University of Economics and Business and a postgraduate degree in Applied Mathematics from University of Glasgow. Yannis also holds a PhD in Economics from the University of Glasgow.

Research interests

Yannis is a member of the Macroeconomics research cluster.  

Areas of Expertise:

  • Macroeconomics 
  • Financial Economics
  • Asset Pricing 
  • Heterogeneous Agents Models
  • Income and Wealth Inequality
  • Computational Economics
  • Debt and Defaults

 

Supervision

PhD Supervision Areas

Dr. Tsafos is interested in supervising Ph.D. researchers in the fields of Macroeconomics and Financial Economics. Of particular interest would be projects that involve non-trivial heterogeneous agents modelling in the household, firms or banking sector to explore policy relevant questions. His current work involves HANK, Aiyagari-Bewley-Huggett (ABH) and Krusell-Smith (KS) models with various types of frictions, such as informational, labour market search frictions, default option etc. Dr. Tsafos could also co-supervise empirical projects that require the use of panel data to address household or banking related questions.

Current PhD Students

Jorge Pinheiro (October 2018 - ongoing)

Title: ''Macroprudential Policy in a Union''

Funding: CoSS Scholarship

Co-Supervisors: Prof. John TsoukalasProf. Charles Nolan

 

 

Teaching

Current Teaching

  • Quantitative Methods for Finance | Pre-Sessional PGT Course - Fall Semester
  • ECON 5027 Portfolio Analysis & Investment | Postgraduate Taught - Fall Semester
  • ECON 5016 International Finance & Money | Postgraduate Taught - Spring Semester
  • ECON 5102P Research Methods & Dissertation Training | Postgraduate Taught - Spring Semester
  • ECON 5098 Topics in Macroeconomic Theory II | Postgraduate Research - Spring Semester

Past Teaching

  • ECON 5068 Investment, Finance & Asset Prices | Postgraduate Taught - Fall Semester (2017-2018)
  • ECON 5005 Economic Fundamentals & Financial Markets | Postgraduate Taught - Spring Semester (2017-2019)
  • ECON 5034 Advanced Portfolio Analysis | Postgraduate Taught - Spring Semester (2018-2019) -- merged with ECON 5027.