Ilias Tsiakas : Citation Profile


Are you Ilias Tsiakas?

University of Guelph

8

H index

8

i10 index

310

Citations

RESEARCH PRODUCTION:

10

Articles

8

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 23
   Journals where Ilias Tsiakas has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 9 (2.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts77
   Updated: 2020-07-04    RAS profile: 2020-06-08    
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Relations with other researchers


Works with:

Sarno, Lucio (4)

Oestreich, Andreas (2)

Cenedese, Gino (2)

Ulloa, Barbara (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)

Wagner, Christian (9)

Sojli, Elvira (9)

Schneider, Paul (8)

MacDonald, Ronald (7)

Byrne, Joseph (6)

Liu, Yang (5)

Beckmann, Joscha (5)

Claessens, Stijn (5)

Korobilis, Dimitris (5)

Cites to:

Sarno, Lucio (19)

West, Kenneth (8)

Shephard, Neil (7)

French, Kenneth (6)

Menkhoff, Lukas (5)

Schmeling, Maik (5)

Schrimpf, Andreas (5)

Verdelhan, Adrien (5)

Kirby, Chris (4)

Bekaert, Geert (4)

Della Corte, Pasquale (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

Recent works citing Ilias Tsiakas (2018 and 2017)


YearTitle of citing document
2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

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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.

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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.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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

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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.

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2019Sudden stops of international fund flows: Occurrence and magnitude. (2019). Scholtens, Bert ; de Haan, Jakob ; Li, Suxiao. In: Review of International Economics. RePEc:bla:reviec:v:27:y:2019:i:1:p:468-497.

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

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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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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.

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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.

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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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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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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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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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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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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.

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2018Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156.

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2019Using extracted forward rate term structure information to forecast foreign exchange rates. (2019). Murphy, Finbarr ; Cummins, Mark ; Kearney, Fearghal. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:1-14.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Wang, Yudong ; Ma, Feng ; Zhang, Yaojie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

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2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

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2019Forecasting oil price volatility: Forecast combination versus shrinkage method. (2019). Wei, YU ; Zhang, Yaojie ; Jin, Daxiang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:423-433.

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2019Does the EU Emissions Trading System induce investment leakage? Evidence from German multinational firms. (2019). Mama, Houdou Basse ; Koch, Nicolas. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:479-492.

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

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2018Return and volatility linkages between CO2 emission and clean energy stock prices. (2018). Dutta, Anupam ; Noor, Md Hasib ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:803-810.

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

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2019Economic constraints and stock return predictability: A new approach. (2019). Wei, YU ; Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:1-9.

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2019Out-of-sample equity premium prediction in the presence of structural breaks. (2019). Yin, Anwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304745.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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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.

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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.

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2018An approximate long-memory range-based approach for value at risk estimation. (2018). Meng, Xiaochun ; Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:377-388.

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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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2018Does carbon risk matter in firm dividend policy? Evidence from a quasi-natural experiment in an imputation environment. (2018). Balachandran, Balasingham ; Nguyen, Justin Hung. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:249-267.

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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.

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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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2018External shocks, financial volatility and reserve requirements in an open economy. (2018). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Alper, Koray ; Agenor, Pierre-Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:23-43.

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2018Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:1-24.

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2019Carry trades and commodity risk factors. (2019). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:121-129.

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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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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2019Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

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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.

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2019Do industry returns predict the stock market? A reprise using the random forest. (2019). Ciner, Cetin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:152-158.

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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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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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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.

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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.

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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.

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

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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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2019Climate change risks: pricing and portfolio allocation. (2019). Xepapadeas, Anastasios ; Karydas, Christos. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:19-327.

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2019Effects of US Interest Rate Hikes and Global Risk on Daily Capital Flows in Emerging Market Countries. (2019). Pengfei, Luo ; Junko, Shimizu ; Eiji, Ogawa. In: Discussion papers. RePEc:eti:dpaper:19019.

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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.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2018Determinants and Characteristics of Korean Companies’ Carbon Management under the Carbon Pricing Scheme. (2018). Suk, Sunhee. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:4:p:966-:d:141701.

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2018Network Features of the EU Carbon Trade System: An Evolutionary Perspective. (2018). Liu, Yinpeng ; Guo, Jianfeng ; Gao, Xiangyun. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1501-:d:151432.

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2018Carbon Taxes and Carbon Right Costs Analysis for the Tire Industry. (2018). Tsai, Wen-Hsien. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2121-:d:163787.

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2019Modeling Latent Carbon Emission Prices for Japan: Theory and Practice. (2019). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:21:p:4222-:d:283913.

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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.

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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.

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2018Carbon Emission Reduction with Regard to Retailer’s Fairness Concern and Subsidies. (2018). Zhang, Linghong ; Liu, Xiyu ; Xue, Bowen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1209-:d:141403.

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2018The Asian Values of Guānxì as an Economic Model for Transition toward Green Growth. (2018). Choi, Yongrok. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2150-:d:154186.

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2018Can China’s Carbon Emissions Trading Rights Mechanism Transform its Manufacturing Industry? Based on the Perspective of Enterprise Behavior. (2018). Dai, Yue ; Zhu, Xiaodong ; Gu, Rongrong ; Li, Nan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2421-:d:157439.

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2019The Integrated Effect of Carbon Emissions Trading and Pollution Rights Trading for Power Enterprises—A Case Study of Chongqing. (2019). Sang, Xiuzhi ; Zhou, Dequn ; Yu, Xianyu ; Ge, Shengxian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3099-:d:236323.

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2019Impacts of U.S. Carbon Tariffs on China’s Foreign Trade and Social Welfare. (2019). Wang, Shuxiao ; Zhao, Bin ; Sharp, Basil ; He, Zhengxia ; Xu, Shichun ; Zhang, Wenwen. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5278-:d:270681.

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2019Carbon Emission Allocation in a Chinese Province-Level Region Based on Two-Stage Network Structures. (2019). Tang, Xiaowen ; Rao, Kaifeng ; Wang, Chan ; Zou, Bin ; Jin, XI. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1369-:d:211197.

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2019Is There Any Difference in the Effect of Different R and D Sources on Carbon Intensity in China?. (2019). Peng, Linlin ; Feng, Feng. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1701-:d:215845.

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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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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.

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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.

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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.

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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.

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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.

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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, Alicia ; Aldaco, Ruben ; Irabien, Angel ; Onandia, Raquel ; Laso, Jara ; Margallo, Maria ; Garcia-Herrero, Isabel. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:5:p:837-:d:98883.

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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.

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

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2019Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns. (2019). Natoli, Riccardo ; Kulendran, Nada ; Erdugan, Riza. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:4:d:10.1007_s11408-019-00338-z.

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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.

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2019Understanding Macro and Asset Price Dynamics During the Climate Transition. (2019). Hitzemann, Steffen ; Gruning, Patrick ; Donadelli, Michael. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:18.

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2018EXCHANGE RATE REGIMES AS THRESHOLDS: THE MAIN DETERMINANTS OF CAPITAL INFLOWS IN EMERGING MARKET ECONOMIES. (2018). Taşdemir, Fatma ; Ozmen, Erdal ; Tademir, Fatma. In: ERC Working Papers. RePEc:met:wpaper:1810.

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2019GLOBALISATION AND GOVERNANCE: THRESHOLDS FOR THE IMPACTS OF THE MAIN DETERMINANTS OF CAPITAL INFLOWS?. (2019). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: ERC Working Papers. RePEc:met:wpaper:1902.

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2018Volatility Risk Pass-through. (2018). Croce, Mariano ; Shaliastovich, Ivan ; Liu, Yang ; Colacito, Riccardo. In: NBER Working Papers. RePEc:nbr:nberwo:25276.

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2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta. In: Economics and Business Letters. RePEc:ove:journl:aid:12565.

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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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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.

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

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

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

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2018Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Aknouche, Abdelhakim ; Touche, Nassim ; Demmouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:91136.

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2019Is there any theory that explains the SEK?. (2019). Papahristodoulou, Christos. In: MPRA Paper. RePEc:pra:mprapa:95072.

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More than 100 citations found, this list is not complete...

Works by Ilias Tsiakas:


YearTitleTypeCited
2010THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS In: Journal of Financial Research.
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article4
2007An Economic Evaluation of Empirical Exchange Rate Models In: CEPR Discussion Papers.
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paper112
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: 112
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2010Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers.
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2011Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 30
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
2017Equity premium prediction: The role of economic and statistical constraints In: Journal of Financial Markets.
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article7
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: 7
paper
2008Overnight information and stochastic volatility: A study of European and US stock exchanges In: Journal of Banking & Finance.
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article22
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
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article29
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: 29
paper
2015Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme In: Journal of Banking & Finance.
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article39
2015Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 39
paper
2016What drives international portfolio flows? In: Journal of International Money and Finance.
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article25
2015What Drives International Portfolio Flows?.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 25
paper
2015Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk? In: Journal of Financial Econometrics.
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article23
2014Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?.(2014) In: Working Paper series.
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This paper has another version. Agregated cites: 23
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2006Periodic Stochastic Volatility and Fat Tails In: Journal of Financial Econometrics.
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