Ilias Filippou : Citation Profile


Are you Ilias Filippou?

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.
   Cites by year: 4
   Journals where Ilias Filippou has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi317
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Taylor, Mark (3)

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 (4)

Londono, Juan M. (4)

Byrne, Joseph (4)

Beckmann, Joscha (2)

Reitz, Stefan (2)

Xiao, Xiao (2)

Hendry, David (1)

Muradoglu, Yaz (1)

Czudaj, Robert (1)

Gillman, Max (1)

Cites to:

Taylor, Mark (15)

Sarno, Lucio (12)

Verdelhan, Adrien (9)

West, Kenneth (7)

Lustig, Hanno (7)

Hansen, Stephen (6)

McMahon, Michael (6)

Clarida, Richard (5)

Roussanov, Nikolai (5)

Romer, Christina (4)

Shanken, Jay (4)

Main data


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

Recent works citing Ilias Filippou (2024 and 2023)


YearTitle 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

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.

Full description at Econpapers || Download paper

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:


YearTitleTypeCited
2014Common Macro Factors and Currency Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper16
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: 16
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]
paper2
2018Global Political Risk and Currency Momentum In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article20
2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? In: Working Papers.
[Full Text][Citation analysis]
paper0

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