Ilias Tsiakas : Citation Profile


Are you Ilias Tsiakas?

University of Guelph

9

H index

9

i10 index

411

Citations

RESEARCH PRODUCTION:

13

Articles

8

Papers

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 24
   Journals where Ilias Tsiakas has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 11 (2.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts77
   Updated: 2021-10-16    RAS profile: 2021-10-05    
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Relations with other researchers


Works with:

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

Is cited by:

Sarno, Lucio (24)

Valente, Giorgio (10)

Beckmann, Joscha (9)

Wagner, Christian (9)

Schneider, Paul (8)

Sojli, Elvira (8)

Sakemoto, Ryuta (7)

Wang, Yudong (7)

Korobilis, Dimitris (7)

MacDonald, Ronald (7)

Byrne, Joseph (6)

Cites to:

Sarno, Lucio (27)

Campbell, John (15)

West, Kenneth (12)

Shiller, Robert (9)

Rossi, Barbara (8)

French, Kenneth (7)

Rogoff, Kenneth (7)

Shephard, Neil (7)

Della Corte, Pasquale (6)

Timmermann, Allan (6)

Cochrane, John (6)

Main data


Where Ilias Tsiakas has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Financial Econometrics2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis5

Recent works citing Ilias Tsiakas (2021 and 2020)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021From Carbon-transition Premium to Carbon-transition Risk. (2021). Basu, Sankarshan ; Chakrabarty, Siddhartha P ; Nag, Suryadeepto. In: Papers. RePEc:arx:papers:2107.06518.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20154.

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2020Bilateral capital flows: gravity, push, and pull. (2020). Mercado, Rogelio. In: IFC Bulletins chapters. RePEc:bis:bisifc:52-22.

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2021Investors carbon risk exposure and their potential for shareholder engagement. (2021). Truck, Stefan ; Syryca, Janik ; Scherer, Julia ; Paulus, Stefan ; Benz, Lukas. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:282-301.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2020Bayesian analysis of periodic asymmetric power GARCH models. (2020). Nacer, Demmouche ; Abdelhakim, Aknouche ; Nassim, Touche ; Stefanos, Dimitrakopoulos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:24:n:5.

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2020Cross-Border Portfolio Flows and News Media Coverage. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Ali, Faek Menla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8112.

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2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2020Out of sample predictability in predictive regressions with many predictor candidates. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31554.

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2020Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555.

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2020Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto appr. (2020). Tomio, Bruno. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00720.

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2020Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387.

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2021Are the emissions trading systems’ simulations generated with a computable general equilibrium model sensitive to the nested production structure?. (2021). Mardones, Cristian ; Ortega, Jose. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006450.

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2020A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage. (2020). Gradojevic, Nikola ; Genay, Ramazan ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:57-73.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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2020Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2020Holidays, weekends and range-based volatility. (2020). Pardo, Angel ; Diaz-Mendoza, Ana-Carmen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303110.

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2020Equity premium prediction and optimal portfolio decision with Bagging. (2020). Yin, Anwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301686.

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2021Indicator selection and stock return predictability. (2021). Zhu, Huan ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000309.

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2021Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-Rodríguez, Jorge ; Rachinger, Heiko ; Andrada-Felix, Julian ; Perez-Rodriguez, Jorge V. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x.

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2021Are investors aware of climate-related transition risks? Evidence from mutual fund flows. (2021). Reboredo, Juan ; Otero, Luis A. In: Ecological Economics. RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002068.

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2020A coupled component DCS-EGARCH model for intraday and overnight volatility. (2020). Wu, Jianbin ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:176-201.

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2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2021Do financial variables help predict the conditional distribution of the market portfolio?. (2021). Zamenjani, Azam Shamsi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:327-345.

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2020Chinas carbon emissions trading and stock returns. (2020). Wu, Nan ; Wen, Fenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244.

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2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103.

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2020Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. (2020). Zhao, Li Li ; Wen, Fenghua ; Yang, Guozheng ; He, Shaoyi. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301900.

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2020Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413.

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2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

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2021Asymmetric effects of oil shocks on carbon allowance price: Evidence from China. (2021). Wen, Fenghua ; Zhou, Min ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000888.

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2021Predicting stock returns: A risk measurement perspective. (2021). Wen, Fenghua ; Kang, Jie ; Dai, Zhifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000193.

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2021Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Ma, Feng ; Li, Yan ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000922.

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2020Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns. (2020). Pan, Wenqiang ; Melvin, Michael ; Wikstrom, Petra. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300148.

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2021Forecasting stock returns: A time-dependent weighted least squares approach. (2021). Wang, Yudong ; Wu, Chongfeng ; Hao, Xianfeng. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300379.

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2021Global drivers of gross and net capital flows. (2021). Davis, Jonathan ; van Wincoop, Eric ; Valente, Giorgio. In: Journal of International Economics. RePEc:eee:inecon:v:128:y:2021:i:c:s0022199620301124.

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2021To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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2021Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x.

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2020Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?. (2020). Lyócsa, Štefan ; Todorova, Neda. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:628-645.

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2020The term structure of volatility predictability. (2020). Zakamulin, Valeriy. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:723-737.

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2020Statistical learning and exchange rate forecasting. (2020). Pelagatti, Matteo ; Colombo, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1260-1289.

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2021On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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2021Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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2020Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

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2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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2021The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970.

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2020How important are global factors for understanding the dynamics of international capital flows?. (2020). Huber, Florian ; Schuberth, Helene ; Eller, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301777.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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2021Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412.

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2020Dynamic analysis of bribery firms’ environmental tax evasion in an emissions trading market. (2020). Hamaguchi, Yoshihiro. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302162.

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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2020Sequential forecasting of downside extreme risk during overnight and daytime: Evidence from the Chinese Stock Market?. (2020). Zhu, Zhican ; Li, Xupei ; Jian, Zhihong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306661.

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2020Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691.

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2021Halloween effect and active fund management. (2021). Samios, Yiannis ; Kenourgios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:534-544.

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2020Portfolio models with return forecasting and transaction costs. (2020). Lin, Shun-Ji ; Lee, Wen-Yi ; Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, ; Yu, Jing-Rung . In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:118-130.

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2020Exchange rate predictability: A variable selection perspective. (2020). Kim, Young Min ; Lee, Seojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:117-134.

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2020Banking Network Multiplier effects on cross-border bank inflows. (2020). Yamamoto, Shugo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:493-507.

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2021Environmental law enforcement as external monitoring: Evidence from the impact of an environmental inspection program on firm-level stock price crash risk. (2021). Chan, Kam C ; Tan, Jianhua ; Zhang, Xuehui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:21-31.

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2021Day-of-the-week effect and spread determinants: Some international evidence from equity markets. (2021). Wohar, Mark E ; Babalos, Vassilios ; Vortelinos, Dimitrios I ; Gkillas, Konstantinos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:268-288.

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2021Oil market uncertainty and excess returns on currency carry trade. (2021). Yin, Libo ; Mo, Xuan ; Su, Zhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

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2020Foreign Portfolio Investments, Exchange Rates and Capital Openness: A Panel Data Approach. (2020). Makoni, Patricia Lindelwa. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:2:p:100-113.

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2020Carbon Taxes and the Composition of New Passenger Car Sales in Europe. (2020). Dehning, Bruce ; Vychytilova, Jana ; Nadirov, Orkhan . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4631-:d:409631.

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2021A Carbon Price Prediction Model Based on the Secondary Decomposition Algorithm and Influencing Factors. (2021). Wang, Shiguo ; Zhou, Jianguo. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:5:p:1328-:d:508176.

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2021Does Carbon Risk Matter? Evidence of Carbon Premium in EU Energy-Intensive Companies. (2021). Adamczyk, Adam ; Franek, Slawomir ; Witkowski, Pawel. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:7:p:1855-:d:524986.

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2020Allocation of Greenhouse Gas Emissions Using the Fairness Principle: A Multi-Country Analysis. (2020). Bujidos-Casado, Maria ; Fernandez, Ana Belen ; Rodriguez-Fernandez, Laura. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5839-:d:387080.

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2020Carbon Emission Reduction Strategy for Energy Users in China. (2020). Liu, Zongwei ; Hao, Han ; Zhao, Fuquan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6498-:d:397832.

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2020Identification of Key Carbon Emission Sectors and Analysis of Emission Effects in China. (2020). Chi, Yuanying ; Wang, Yixing ; Yuan, Yongke ; Jin, Feng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8673-:d:431347.

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2020Studying Industrial Decarbonisation: Developing an Interdisciplinary Understanding of the Conditions for Transformation in Energy-Intensive Natural Resource-Based Industry. (2020). Khan, Jamil ; Svensson, Oscar ; Hildingsson, Roger. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2129-:d:330514.

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2021Driving Factors and Growth Potential of Provincial Carbon Productivity in China. (2021). Huang, Chen ; Li, Guohao ; Guo, Jianxin ; Tan, Xianchun ; Niu, Miaomiao. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9759-:d:625723.

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2021Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models. (2021). Zhang, Zhaoyong ; Tsui, Albert K ; Bin, Joseph Zhi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9820-:d:627245.

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2020The Impact of Low-Carbon Policy on Stock Returns. (2020). Ravina, Alessandro ; Hentati-Kaffel, Rania. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-03045804.

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2020The Impact of Low-Carbon Policy on Stock Returns. (2020). Ravina, Alessandro ; Hentati-Kaffel, Rania. In: Post-Print. RePEc:hal:journl:hal-03045804.

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2020Carry trade in developing and developed countries : a Granger causality analysis with the Toda-Yamamoto approach. (2020). Tomio, Bruno. In: Post-Print. RePEc:hal:journl:halshs-02968822.

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2021Carry Trade Returns and Segmented Risk Pricing. (2021). Schulze, Gordon. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09698-2.

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2021Time-Varying Dictionary and the Predictive Power of FED Minutes. (2021). Mohsin, Mohammed ; Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10039-9.

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2021Designing volatility indices for Austria, Finland and Spain. (2021). Muzzioli, Silvia ; Campisi, Giovanni. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00381-9.

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2020What drives portfolio capital inflows into emerging market economies? The role of the Fed’s and ECB’s balance sheet policies. (2020). Uk, Piotr ; Ledochowski, Micha. In: NBP Working Papers. RePEc:nbp:nbpmis:333.

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2020A Decomposition of International Capital Flows. (2020). Wincoop, Eric ; Meng, Gao. In: IMF Economic Review. RePEc:pal:imfecr:v:68:y:2020:i:2:d:10.1057_s41308-019-00094-0.

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2020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

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2020Periodic autoregressive conditional duration. (2020). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:101696.

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2020Global financial cycles and exchange rate forecast: A factor analysis. (2020). Raheem, Ibrahim. In: MPRA Paper. RePEc:pra:mprapa:105358.

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2020A new approach to exchange rate forecast: The role of global financial cycle and time-varying parameters. (2020). Raheem, Ibrahim ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:105359.

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2020How do credit market frictions affect carbon cycles? an estimated DSGE model approach. (2020). Zhao, Hong ; Chan, Ying Tung. In: MPRA Paper. RePEc:pra:mprapa:106987.

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2021Economic Evaluation of Cryptocurrency Investment. (2021). Sakemoto, Ryuta. In: MPRA Paper. RePEc:pra:mprapa:108283.

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2020Sectoral Capital Flows: Covariates, Co-movements, and Controls. (2020). Mercado, Rogelio ; Lepers, Etienne. In: Working Papers. RePEc:sea:wpaper:wp42.

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2020S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA. (2020). Rao, Siva Nageswara ; Malepati, Venkataramanaiah ; Challa, Madhavi Latha. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00201-5.

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2020Commodity Futures Return Predictability and Intertemporal Asset Pricing. (2020). Eyiah-Donkor, Emmanuel ; Cotter, John ; Pot, Valerio. In: Working Papers. RePEc:ucd:wpaper:202011.

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2020Exchange rate predictability and dynamic Bayesian learning. (2020). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer Alexander. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:410-421.

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2021Forecasting US stock market volatility: How to use international volatility information. (2021). Ma, Feng ; Wang, Yudong ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:733-768.

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2020Fundamental determinants of exchange rate expectations. (2020). Czudaj, Robert ; Beckmann, Joscha. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224617.

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Works by Ilias Tsiakas:


YearTitleTypeCited
2010THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS In: Journal of Financial Research.
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article6
2007An Economic Evaluation of Empirical Exchange Rate Models In: CEPR Discussion Papers.
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paper130
2009An Economic Evaluation of Empirical Exchange Rate Models.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 130
article
2010Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers.
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paper35
2011Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 35
article
2004Analysis of the predictive ability of information accumulated over nights, weekends and holidays In: Econometric Society 2004 Australasian Meetings.
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paper1
2020Equity premium prediction and the state of the economy In: Journal of Empirical Finance.
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article1
2021Volatility cascades in cryptocurrency trading In: Journal of Empirical Finance.
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article0
2017Equity premium prediction: The role of economic and statistical constraints In: Journal of Financial Markets.
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article18
2016Equity Premium Prediction: The Role of Economic and Statistical Constraints.(2016) In: Working Paper series.
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This paper has another version. Agregated cites: 18
paper
2021Economic fundamentals and the long-run correlation between exchange rates and commodities In: Global Finance Journal.
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article0
2008Overnight information and stochastic volatility: A study of European and US stock exchanges In: Journal of Banking & Finance.
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article26
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
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article40
2014Foreign Exchange Risk and the Predictability of Carry Trade Returns.(2014) In: Working Paper series.
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This paper has another version. Agregated cites: 40
paper
2015Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme In: Journal of Banking & Finance.
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article62
2015Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2016What drives international portfolio flows? In: Journal of International Money and Finance.
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article35
2015What Drives International Portfolio Flows?.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2015Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk? In: Journal of Financial Econometrics.
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article34
2014Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2006Periodic Stochastic Volatility and Fat Tails In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article23

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