Stress has become one of the major reasons for many mental health related issues among students of all age groups, which has resulted in devastating personal losses including suicide. Societal and familial pressure to succeed is high, particularly in developing countries where education is highly valued as a key enabler. As part of stress management during the COVID-19 pandemic, demand for online intelligent virtual advisors has risen and, consequently, the need for personalised explanation that is culturally sensitive to the user's context is essential to improve the user's understanding of and trust in the recommendations provided by the virtual advisor. This paper presents the mAnaging stRess at University embodied conversational agent (ECA) that has been adapted for Indian university students from an explainable agent that was found to help Western students reduce their stress by providing study tips with explanations based on the student's beliefs and/or goals. We conducted a research study with sixty students which measured the impact of providing three different patterns of tailored explanations (belief-based, goal-based, and belief and goal-based explanation) on the students' intentions to change the recommended behaviours and the relationship built with the ECA. The experimental results indicate that there was stress reduction across all student groups provided with different types of explanations. Further, the students showed trust and a good working alliance with the conversational agent, along with an intention to change behaviour across all types of explanations. However, it was observed that the user context played an important role in behaviour change intention and hence explanations could be tailored further, making them culturally more relevant to Indian students.