Ilias Filippou : Citation Profile


Washington University in St. Louis

3

H index

2

i10 index

50

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 5
   Journals where Ilias Filippou has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 3 (5.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi317
   Updated: 2025-01-10    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Taylor, Mark (3)

Mitchell, James (3)

Garciga, Christian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ilias Filippou.

Is cited by:

Taylor, Mark (6)

Sakemoto, Ryuta (5)

Byrne, Joseph (4)

Londono, Juan M. (4)

Beckmann, Joscha (3)

Gascon, Charles (2)

Reitz, Stefan (2)

Xiao, Xiao (2)

Rubaszek, Michał (2)

Shang, Han Lin (1)

Ferreira, Alex (1)

Cites to:

Taylor, Mark (15)

Sarno, Lucio (12)

Verdelhan, Adrien (9)

West, Kenneth (7)

Lustig, Hanno (7)

McMahon, Michael (6)

Hansen, Stephen (6)

Clarida, Richard (5)

Mueller, Philippe (5)

Roussanov, Nikolai (5)

Newey, Whitney (4)

Main data


Production by document typearticlepaper201420152016201720182019202020212022202320240123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2014201520162017201820192020202120222023202402.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20172018201920202021202220232024051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201420152016201720182019202020212022202320240102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents123450102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250101234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ilias Filippou has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers / Federal Reserve Bank of Cleveland2

Recent works citing Ilias Filippou (2024 and 2023)


Year  ↓Title of citing document  ↓
2023Long-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

2023Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2023Political 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.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2024Introduction to Cleveland Fed Summary of Regional Conditions and Expectations (SORCE). (2024). Elvery, Joel. In: Cleveland Fed District Data Brief. RePEc:fip:c00003:99167.

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2024The Beige Book and the Business Cycle: Using Beige Book Anecdotes to Construct Recession Probabilities. (2024). Gascon, Charles ; Martorana, Joseph. In: Working Papers. RePEc:fip:fedlwp:99162.

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2023Sovereign 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

Works by Ilias Filippou:


Year  ↓Title  ↓Type  ↓Cited  ↓
2014Common Macro Factors and Currency Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper18
2017Common Macro Factors and Currency Premia.(2017) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
article
2019Forward-Looking Policy Rules and Currency Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2020U.S. Populist Rhetoric and Currency Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2020Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2018Global Political Risk and Currency Momentum In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article24
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Economic Commentary.
[Full Text][Citation analysis]
article2
2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Working Papers.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team