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Ilias Tsiakas

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This is information that was supplied by Ilias Tsiakas in registering through RePEc. If you are Ilias Tsiakas , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ilias
Middle Name:
Last Name: Tsiakas
Suffix:

RePEc Short-ID: pts77

Email: [This author has chosen not to make the email address public]
Homepage: http://www.uoguelph.ca/~itsiakas
Postal Address:
Phone:

Affiliation

Department of Economics and Finance
College of Management and Economics
University of Guelph
Location: Guelph, Canada
Homepage: http://www.uoguelph.ca/economics/
Email:
Phone: (519) 824-4120 ext. 53898
Fax: (519) 763-8497
Postal: Guelph, Ontario, N1G 2W1
Handle: RePEc:edi:degueca (more details at EDIRC)

Works

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Working papers

  1. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
  2. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers.
  3. Ilias Tsiakas, 2004. "Analysis of the predictive ability of information accumulated over nights, weekends and holidays," Econometric Society 2004 Australasian Meetings 208, Econometric Society.
  4. Ilias Tsiakas, 2004. "Periodic Stochastic Volatility and Fat Tails," Working Papers wp04-09, Warwick Business School, Finance Group.
  5. Ilias Tsiakas, 2004. "Is Seasonal Heteroscedasticity Real? An International Perspective," Working Papers wp04-08, Warwick Business School, Finance Group.

Articles

  1. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
  2. Ilias Tsiakas, 2010. "The Economic Gains Of Trading Stocks Around Holidays," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 33(1), pages 1-26.
  3. Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009. "An Economic Evaluation of Empirical Exchange Rate Models," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3491-3530, September.
  4. Tsiakas, Ilias, 2008. "Overnight information and stochastic volatility: A study of European and US stock exchanges," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 251-268, February.
  5. Ilias Tsiakas, 2006. "Periodic Stochastic Volatility and Fat Tails," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(1), pages 90-135.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2008-01-05. Author is listed
  2. NEP-ECM: Econometrics (1) 2008-01-05. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2004-10-30. Author is listed
  4. NEP-IFN: International Finance (1) 2008-01-05. Author is listed

Statistics

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