10
H index
10
i10 index
582
Citations
University of Guelph | 10 H index 10 i10 index 582 Citations RESEARCH PRODUCTION: 14 Articles 8 Papers RESEARCH ACTIVITY: 19 years (2004 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pts77 |
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Banking & Finance | 3 |
Journal of Empirical Finance | 2 |
The Journal of Financial Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Paper series / Rimini Centre for Economic Analysis | 5 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document |
---|---|
2023 | Bilateral capital flows: Gravity, push and pull. (2023). Mercado, Rogelio. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:36-63. Full description at Econpapers || Download paper |
2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
2023 | Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523. Full description at Econpapers || Download paper |
2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620. Full description at Econpapers || Download paper |
2023 | The global financial cycle and capital flows during the COVID-19 pandemic. (2023). Davis, Jonathan ; Zlate, Andrei. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s001429212300106x. Full description at Econpapers || Download paper |
2023 | Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226. Full description at Econpapers || Download paper |
2023 | The carrot and the stock: In search of stock-market incentives for decarbonization. (2023). Evdokimova, Tatiana ; Fernandez, Oscar ; Millischer, Laurent. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001135. Full description at Econpapers || Download paper |
2023 | Exquisite workmanship through net-zero emissions? The effects of carbon emission trading policy on firms export product quality. (2023). Vigne, Samuel A ; Wang, Yizhi ; Kong, Qunxi ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001998. Full description at Econpapers || Download paper |
2023 | The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062. Full description at Econpapers || Download paper |
2023 | Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244. Full description at Econpapers || Download paper |
2023 | Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864. Full description at Econpapers || Download paper |
2023 | Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222. Full description at Econpapers || Download paper |
2023 | From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933. Full description at Econpapers || Download paper |
2023 | Does carbon emission of firms matter for Bank loans decision? Evidence from China. (2023). Wu, Haomin ; Tan, Wenhao ; Ren, Yajing ; Ding, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000728. Full description at Econpapers || Download paper |
2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper |
2023 | How does green credit policy affect polluting firms dividend policy? The China experience. (2023). Li, Youwei ; Liu, Yangke ; Liao, Ming. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001473. Full description at Econpapers || Download paper |
2023 | The informational role of fund flow in the profitable predictability of mutual funds. (2023). Yamani, Ehab. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006225. Full description at Econpapers || Download paper |
2023 | Do macroeconomic variables drive exchange rates independently?. (2023). Piccotti, Louis R ; Li, Xiao ; Biswas, Rita. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007000. Full description at Econpapers || Download paper |
2023 | Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533. Full description at Econpapers || Download paper |
2023 | Does carbon emission of firms aggravate the risk of financial distress? Evidence from China. (2023). Tan, Wenhao ; Ding, Chenyang ; Song, Tiantian ; Li, Jingshan. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004063. Full description at Econpapers || Download paper |
2023 | Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593. Full description at Econpapers || Download paper |
2023 | Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908. Full description at Econpapers || Download paper |
2023 | Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028. Full description at Econpapers || Download paper |
2023 | Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561. Full description at Econpapers || Download paper |
2023 | Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822. Full description at Econpapers || Download paper |
2023 | Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673. Full description at Econpapers || Download paper |
2023 | Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953. Full description at Econpapers || Download paper |
2023 | GHG emissions and firm performance: The role of CEO gender socialization. (2023). Homroy, Swarnodeep. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003016. Full description at Econpapers || Download paper |
2023 | Dissecting climate risks: Are they reflected in stock prices?. (2023). Skiadopoulos, George ; Matin, Rastin ; Faccini, Renato. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s037842662300153x. Full description at Econpapers || Download paper |
2023 | A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496. Full description at Econpapers || Download paper |
2023 | Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence. (2023). Furceri, Davide ; Choi, Sangyup ; Ciminelli, Gabriele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s026156062200167x. Full description at Econpapers || Download paper |
2023 | Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460. Full description at Econpapers || Download paper |
2023 | Unveiling the influence of COVID-19 on the online retail market: A comprehensive exploration. (2023). Gomez-Gonzalez, Jose ; Muoz-Villamizar, Andrs ; Pardo-Jaramillo, Sergio. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:75:y:2023:i:c:s0969698923002898. Full description at Econpapers || Download paper |
2023 | Financial stress and returns predictability: Fresh evidence from China. (2023). Wang, Jianqiong ; Liang, Chao ; Xu, Yongan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300046x. Full description at Econpapers || Download paper |
2023 | A network analysis of the structure and dynamics of FX derivatives markets. (2023). Granados, Oscar M ; Ospina-Forero, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001048. Full description at Econpapers || Download paper |
2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
2023 | Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239. Full description at Econpapers || Download paper |
2023 | Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks. (2023). Li, Sai-Ping ; Lu, Feng-Zhi ; Yang, Ming-Yuan ; Ren, Fei ; Chen, Zhang-Hangjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:295-305. Full description at Econpapers || Download paper |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper |
2023 | A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137. Full description at Econpapers || Download paper |
2023 | Can carbon emissions trading improve corporate total factor productivity?. (2023). Meng, Xiangwei ; Cheng, Zhonghua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:195:y:2023:i:c:s0040162523004766. Full description at Econpapers || Download paper |
2023 | Determinants of Corporate Fossil Energy Assets Impairment and Measurement of Stranded Assets Risk. (2023). Wen, Yang ; Wu, Chuanqing ; Zhao, Hao. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6340-:d:1230447. Full description at Econpapers || Download paper |
2023 | Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets. (2023). SYRIOPOULOS, THEODOROS ; Tsatsaronis, Michael ; Roumpis, Efthymios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6396-:d:1232518. Full description at Econpapers || Download paper |
2023 | What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies. (2023). Stengos, Thanasis ; Liu, Renliang. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09669-3. Full description at Econpapers || Download paper |
2023 | Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246.. Full description at Econpapers || Download paper |
2023 | Inattentive Search for Currency Fundamentals. (2023). Verhoeks, Ralph C ; Markiewicz, Agnieszka P. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00195-3. Full description at Econpapers || Download paper |
2023 | Have drivers of portfolio capital flows changed since the Global Financial Crisis?. (2023). Boonman, Tjeerd. In: MPRA Paper. RePEc:pra:mprapa:116507. Full description at Econpapers || Download paper |
2023 | Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7. Full description at Econpapers || Download paper |
2023 | Risk measures and portfolio analysis in the paradigm of climate finance: a review. (2023). Nag, Suryadeepto ; Chakrabarty, Siddhartha P. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00449-w. Full description at Econpapers || Download paper |
2023 | Essays in corporate finance and ESG. (2023). Wu, Zhenshu. In: Other publications TiSEM. RePEc:tiu:tiutis:fe6f9604-d0c5-46f3-9492-f358ba2f5787. Full description at Econpapers || Download paper |
2023 | Does Emissions Trading Scheme Induce Innovation and Carbon Leakage? Evidence from Japan. (2023). Arimura, Toshi H ; Sadayuki, Taisuke ; Lu, Guanyu. In: Working Papers. RePEc:wap:wpaper:2217. Full description at Econpapers || Download paper |
2023 | Stock returns and interest rate differential in high and low interest rate environments. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1713-1728. Full description at Econpapers || Download paper |
2023 | Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187. Full description at Econpapers || Download paper |
2023 | Equity?premium prediction: Attention is all you need. (2023). Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:105-122. Full description at Econpapers || Download paper |
2023 | Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. Full description at Econpapers || Download paper |
2023 | Forecasting the stock risk premium: A new statistical constraint. (2023). Wang, Yudong ; Hao, Xianfeng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1805-1822. Full description at Econpapers || Download paper |
2023 | Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614. Full description at Econpapers || Download paper |
2023 | Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2010 | THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 6 |
2007 | An Economic Evaluation of Empirical Exchange Rate Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 151 |
2009 | An Economic Evaluation of Empirical Exchange Rate Models.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | article | |
2010 | Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2011 | Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2004 | Analysis of the predictive ability of information accumulated over nights, weekends and holidays In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 1 |
2020 | Equity premium prediction and the state of the economy In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
2021 | Volatility cascades in cryptocurrency trading In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
2017 | Equity premium prediction: The role of economic and statistical constraints In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 43 |
2016 | Equity Premium Prediction: The Role of Economic and Statistical Constraints.(2016) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2021 | Economic fundamentals and the long-run correlation between exchange rates and commodities In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2008 | Overnight information and stochastic volatility: A study of European and US stock exchanges In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
2014 | Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 49 |
2014 | Foreign Exchange Risk and the Predictability of Carry Trade Returns.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2015 | Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 107 |
2015 | Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
2016 | What drives international portfolio flows? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 60 |
2015 | What Drives International Portfolio Flows?.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2023 | On the Direction of Causality between Business and Financial Cycles In: JRFM. [Full Text][Citation analysis] | article | 0 |
2015 | Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk? In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 50 |
2014 | Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2006 | Periodic Stochastic Volatility and Fat Tails In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 26 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team