2
H index
2
i10 index
39
Citations
Washington University in St. Louis | 2 H index 2 i10 index 39 Citations RESEARCH PRODUCTION: 2 Articles 5 Papers RESEARCH ACTIVITY: 9 years (2014 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfi317 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ilias Filippou. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial and Quantitative Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
Year | Title of citing document |
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2023 | Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346. Full description at Econpapers || Download paper |
2023 | Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122. Full description at Econpapers || Download paper |
2023 | Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2014 | Common Macro Factors and Currency Premia In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2017 | Common Macro Factors and Currency Premia.(2017) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2019 | Forward-Looking Policy Rules and Currency Premia In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | U.S. Populist Rhetoric and Currency Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Global Political Risk and Currency Momentum In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 20 |
2023 | The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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