Apostolos Thomadakis

PhD Student, University of Surrey

Update: 26 January 2012

Date of birth: March 1, 1984.
Nationality: Greek.
Languages: Greek (mother tongue); English (Fluent).

Empirical Asset Pricing, Financial Econometrics, Time Series Analysis.

PhD in Economics, University of Surrey, UK (2009-present).
Thesis: Contagion in financial markets: An investigation of the sub-prime mortgage crisis.
Supervisors: Dr Daniele Massacci and Professor Paul Levine.

MSc in Business Economics and Finance, University of Surrey, UK (2007-2009).
Dissertation: Regime-dependent correlations of stock and bond returns.
Supervisor: Dr Alex Mandilaras.

BSc in Physics, Aristotle’s University of Thessaloniki, Greece (2002-2007).
Dissertation: Econophysics, how we can combine physics and economics.
Supervisor: Professor Chariton Polatoglou

Teaching Assistant, Department of Economics, University of Surrey (2010-Currently):
A. Undergraduate:
- ECO1012: 1st Year Principles of Macroeconomics Workshops (Autumn-Spring 2010-11).
- ECO2010: 2nd Year Intermediate Econometrics Workshops (Spring 2012).
B. Postgraduate:
- ECOM023: MSc Econometrics Tutorials (Spring 2011, 2012).

Maths Tutor, International Study Centre (ISC), University of Surrey (Autumn 2010).

European Central Bank (ECB): Directorate General Economics/Monetary Policy/Capital Markets and Financial Structure (CMT) Division, Traineeship (July-November 2011).

FL-HOSES S.A., Greece, Sales Assistant (June-August 1999-2006).

Royal Economic Society, Econometric Society, Centre for International Macroeconomic Studies, University of Surrey (2009-), Representative of PhD Economic students University of Surrey (2010-), Member of the Surrey’s Postgraduate Research Conference 2012 Committee.

MS-Office, Open Office, MATLAB, EViews, RATS, OX, Scientific Word.

- University of Surrey, Department of Economics, Postgraduate Research Seminar (April 2010).
- University of Surrey, Department of Economics, Postgraduate Research Seminar (May 2011).
- European Central Bank, Capital Markets and Financial Structure Division Meeting (October 2011).

- Macro and Financial Econometrics Conference, Heidelberg University (September 2011).
- “Asset Pricing Models in the Aftermath of the Financial Crisis”, Discussion “Dynamic Correlations, Estimation Risk, and Portfolio Management during the Financial Crisis” by Luis Garcia Álvarez and Richard Luger, Joint Workshop by the ECB and the BoE, European Central Bank (November 2011).
- 22nd (EC)² Conference “Econometrics for Policy Analysis: After the Crisis and Beyond” (Poster), Florence, PhD grant (December 2010).
- 5th Financial Risks International Forum on “Systemic Risk” (Poster), Paris, PhD grant (March 2012) (Scheduled).

1) Identification of Bull and Bear States in G7 Stock Markets During 2000-2010.
2) Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns.
3) Measuring Financial Contagion with Extreme Coexceedances.

Dr. Daniele Massacci Professor Paul Levine
Department of Economics Department of Economics
University of Surrey University of Surrey
Guildford, Surrey, GU2 7XH Guildford, Surrey, GU2 7XH
United Kingdom United Kingdom
Email: [email protected] Email: [email protected]
Phone: +44 1483 68 6947 Phone: +44 1483 68 9928

Thomas Werner Mr John Wall (feedback on teaching)
Deputy Head of Capital Markets and Financial Structure Division Department of Economics
European Central Bank University of Surrey Kaiserstrasse 29, Frankfurt am Main Guildford, Surrey, GU27XH
Germany United Kingdom
Email: [email protected] Email: [email protected]
Phone: +49 6913 44 8707 Phone: +44 1483 68 9927