Ilias Tsiakas : Citation Profile


Are you Ilias Tsiakas?

University of Guelph

8

H index

8

i10 index

214

Citations

RESEARCH PRODUCTION:

10

Articles

10

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 16
   Journals where Ilias Tsiakas has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 9 (4.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts77
   Updated: 2018-04-14    RAS profile: 2017-11-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Sarno, Lucio (4)

Cenedese, Gino (2)

Ulloa, Barbara (2)

Oestreich, Andreas (2)

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)

Sojli, Elvira (9)

Wagner, Christian (9)

MacDonald, Ronald (7)

Byrne, Joseph (5)

Kozhan, Roman (5)

Claessens, Stijn (5)

Kose, Ayhan (5)

cerrato, mario (5)

Ribeiro, Pinho (4)

Cites to:

Sarno, Lucio (20)

West, Kenneth (8)

French, Kenneth (6)

Verdelhan, Adrien (5)

Schrimpf, Andreas (5)

Schmeling, Maik (5)

Menkhoff, Lukas (5)

Campbell, John (4)

Hodrick, Robert (4)

Kirby, Chris (4)

Shephard, Neil (4)

Main data


Where Ilias Tsiakas has published?


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

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis5
Working Papers / Warwick Business School, Finance Group2

Recent works citing Ilias Tsiakas (2018 and 2017)


YearTitle of citing document
2017Towards efficient capital flow management. (2017). Viani, Francesca ; Molina, Luis ; Sanchez, Paula . In: Economic Bulletin. RePEc:bde:journl:y:2017:i:1:d:aa:n:4.

Full description at Econpapers || Download paper

2017Towards efficient capital flow management. (2017). Viani, Francesca ; Molina Sánchez, Luis ; estrada, Angel. In: Economic Bulletin. RePEc:bde:journl:y:2017:i:3:d:aa:n:4.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

Full description at Econpapers || Download paper

2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

Full description at Econpapers || Download paper

2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

Full description at Econpapers || Download paper

2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

Full description at Econpapers || Download paper

2017Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

Full description at Econpapers || Download paper

2017Equity premium estimates from economic fundamentals under structural breaks. (2017). Smith, Simon C. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:49-61.

Full description at Econpapers || Download paper

2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

Full description at Econpapers || Download paper

2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

Full description at Econpapers || Download paper

2017Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M ; Zhou, Hao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:415-440.

Full description at Econpapers || Download paper

2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

Full description at Econpapers || Download paper

2017On the predictability of carry trade returns: The case of the Chinese Yuan. (2017). Sinnakkannu, Jothee ; Ramasamy, Sockalingam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:358-376.

Full description at Econpapers || Download paper

2017The determinants of private capital flow volatility in Sub-Saharan African countries. (2017). Delali, Charles Komla ; Opperman, Pieter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:312-320.

Full description at Econpapers || Download paper

2017Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:544-558.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

Full description at Econpapers || Download paper

2017Impact of Firms’ Observation Network on the Carbon Market. (2017). Yu, Song-Min ; Zhu, Lei. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:8:p:1164-:d:107410.

Full description at Econpapers || Download paper

2018A Newsvendor Non-Cooperative Game for Efficient Allocation of Carbon Emissions. (2018). An, Jaehyung ; Lee, Jinho. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:154-:d:126289.

Full description at Econpapers || Download paper

2018A Study on the Sustainable Performance of the Steel Industry in Korea Based on SBM-DEA. (2018). Choi, Yongrok ; Lee, Hyoungseok ; Yu, Yanni. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:173-:d:126695.

Full description at Econpapers || Download paper

2017Carbon Reduction Strategies Based on an NW Small-World Network with a Progressive Carbon Tax. (2017). Wu, Bin ; Liu, Pengfei ; Huang, Wanying. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1747-:d:113547.

Full description at Econpapers || Download paper

2017A Study of the Allocation of Carbon Emission Permits among the Provinces of China Based on Fairness and Efficiency. (2017). Jiang, Huiqin ; Bao, Jianqiang ; Zhang, Xiao ; Shao, Xinxiao. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:11:p:2122-:d:119248.

Full description at Econpapers || Download paper

2017The Allocation of Carbon Intensity Reduction Target by 2020 among Industrial Sectors in China. (2017). Yang, Baochen ; Jing, Xin ; Su, Yunpeng ; Liu, Chuanze . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:1:p:148-:d:88390.

Full description at Econpapers || Download paper

2017The Diversification Benefits of Including Carbon Assets in Financial Portfolios. (2017). Zhang, Yinpeng ; Yu, Xueying ; Liu, Zhixin. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:3:p:437-:d:93470.

Full description at Econpapers || Download paper

2017The Higher Carbon Intensity of Loans, the Higher Non-Performing Loan Ratio: The Case of China. (2017). Guan, Rong ; Ren, Ruoen ; Fang, QI ; Hu, Jie ; Zheng, Haitao . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:667-:d:96528.

Full description at Econpapers || Download paper

2017Measuring the Vulnerability of an Energy Intensive Sector to the EU ETS under a Life Cycle Approach: The Case of the Chlor-Alkali Industry. (2017). Garcia-Herrero, Isabel ; Aldaco, Ruben ; Irabien, Angel ; Onandia, Raquel ; Laso, Jara ; Margallo, Maria. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:5:p:837-:d:98883.

Full description at Econpapers || Download paper

2017Assessing the Effect of Carbon Tariffs on International Trade and Emission Reduction of China’s Industrial Products under the Background of Global Climate Governance. (2017). Chen, Weiguang ; Guo, Qing. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:6:p:1028-:d:101610.

Full description at Econpapers || Download paper

2017The Term Structure of Systematic and Idiosyncratic Risk. (2017). Hollstein, Fabian ; Simen, Chardin Wese ; Prokopczuk, Marcel. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-618.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

Full description at Econpapers || Download paper

2017The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve. (2017). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:78211.

Full description at Econpapers || Download paper

2017The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80788.

Full description at Econpapers || Download paper

2017Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80789.

Full description at Econpapers || Download paper

2018What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?. (2018). di Filippo, Gabriele . In: MPRA Paper. RePEc:pra:mprapa:84200.

Full description at Econpapers || Download paper

2017Modelling an Emergent Economy and Parameter Instability Problem. (2017). Dobrescu, Emilian . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:5-28.

Full description at Econpapers || Download paper

2017Portfolio flows and the US dollar–yen exchange rate. (2017). Spagnolo, Nicola ; Menla Ali, Faek. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1075-7.

Full description at Econpapers || Download paper

2017Periodic autoregressive stochastic volatility. (2017). Aknouche, Abdelhakim . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:2:d:10.1007_s11203-016-9139-z.

Full description at Econpapers || Download paper

2017Macro-financial effects of portfolio flows: Malaysia’s experience. (2017). Raghavan, Mala ; Huey, Teh Tian ; Hwa, Tng Boon . In: Working Papers. RePEc:tas:wpaper:23512.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

Full description at Econpapers || Download paper

Works by Ilias Tsiakas:


YearTitleTypeCited
2010THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS In: Journal of Financial Research.
[Full Text][Citation analysis]
article3
2007An Economic Evaluation of Empirical Exchange Rate Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper97
2009An Economic Evaluation of Empirical Exchange Rate Models.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97
article
2010Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper23
2011Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2004Analysis of the predictive ability of information accumulated over nights, weekends and holidays In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper1
2017Equity premium prediction: The role of economic and statistical constraints In: Journal of Financial Markets.
[Full Text][Citation analysis]
article1
2016Equity Premium Prediction: The Role of Economic and Statistical Constraints.(2016) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Overnight information and stochastic volatility: A study of European and US stock exchanges In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article15
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article18
2014Foreign Exchange Risk and the Predictability of Carry Trade Returns.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2015Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article15
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: 15
paper
2016What drives international portfolio flows? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article11
2015What Drives International Portfolio Flows?.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2015Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk? In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article14
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: 14
paper
2006Periodic Stochastic Volatility and Fat Tails In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article15
2004Periodic Stochastic Volatility and Fat Tails.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2004Is Seasonal Heteroscedasticity Real? An International Perspective In: Working Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 1 2018. Contact: CitEc Team