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Ilias Filippou

Personal Details

First Name:Ilias
Middle Name:
Last Name:Filippou
Suffix:
RePEc Short-ID:pfi317
[This author has chosen not to make the email address public]
https://sites.google.com/site/ifilippou1/

Affiliation

Olin School of Business
Washington University in St. Louis

St. Louis, Missouri (United States)
http://www.olin.wustl.edu/



Campus Box 1133, One Brookings Drive, St. Louis MO 63130-4899
RePEc:edi:oswusus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Filippou, Ilias & Rapach, David & Taylor, Mark P & Zhou, Guofu, 2020. "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers 15305, C.E.P.R. Discussion Papers.
  2. Filippou, Ilias & Gozluklu, Arie & Nguyen, My & Taylor, Mark P, 2020. "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers 15054, C.E.P.R. Discussion Papers.
  3. Filippou, Ilias & Taylor, Mark P, 2019. "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers 13835, C.E.P.R. Discussion Papers.
  4. Filippou, Ilias & Taylor, Mark P, 2014. "Common Macro Factors and Currency Premia," CEPR Discussion Papers 10016, C.E.P.R. Discussion Papers.

Articles

  1. Filippou, Ilias & Gozluklu, Arie E. & Taylor, Mark P., 2018. "Global Political Risk and Currency Momentum," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(5), pages 2227-2259, October.
  2. Filippou, Ilias & Taylor, Mark P., 2017. "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1731-1763, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Filippou, Ilias & Taylor, Mark P, 2014. "Common Macro Factors and Currency Premia," CEPR Discussion Papers 10016, C.E.P.R. Discussion Papers.

    Cited by:

    1. Ibrahim Ayoade Adekunle & Sheriffdeen Adewale Tella & Oluwaseyi Adedayo Adelowokan, 2021. "Macroeconomic policy volatility and household consumption in Africa," SN Business & Economics, Springer, vol. 1(3), pages 1-22, March.
    2. Mitchener, Kris James & Pina, Gonçalo, 2020. "Pegxit pressure," Journal of International Money and Finance, Elsevier, vol. 107(C).
    3. Zhenzhen Fan & Juan M. Londono & Xiao Xiao, 2019. "US Equity Tail Risk and Currency Risk Premia," International Finance Discussion Papers 1253, Board of Governors of the Federal Reserve System (U.S.).
    4. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2019. "Carry trades and commodity risk factors," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 121-129.
    5. Filippou, Ilias & Taylor, Mark P, 2019. "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers 13835, C.E.P.R. Discussion Papers.
    6. Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
    7. Ferreira, Alex & Matos, Paulo, 2020. "Precautionary risks for an open economy," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 154-167.

Articles

  1. Filippou, Ilias & Gozluklu, Arie E. & Taylor, Mark P., 2018. "Global Political Risk and Currency Momentum," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(5), pages 2227-2259, October.

    Cited by:

    1. Zhenzhen Fan & Juan M. Londono & Xiao Xiao, 2019. "US Equity Tail Risk and Currency Risk Premia," International Finance Discussion Papers 1253, Board of Governors of the Federal Reserve System (U.S.).
    2. Reitz, Stefan & Umlandt, Dennis, 2019. "Foreign exchange dealer asset pricing," Discussion Papers 39/2019, Deutsche Bundesbank.
    3. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, April.
    4. Filippou, Ilias & Taylor, Mark P, 2019. "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers 13835, C.E.P.R. Discussion Papers.
    5. Eriksen, Jonas N., 2019. "Cross-sectional return dispersion and currency momentum," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 91-108.

  2. Filippou, Ilias & Taylor, Mark P., 2017. "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1731-1763, August.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (2) 2015-01-09 2019-08-26. Author is listed
  2. NEP-MON: Monetary Economics (2) 2015-01-09 2019-08-26. Author is listed
  3. NEP-CBA: Central Banking (1) 2019-08-26. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2019-08-26. Author is listed
  5. NEP-OPM: Open Economy Macroeconomics (1) 2019-08-26. Author is listed

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