Ilias Filippou : Citation Profile

Washington University in St. Louis

4

H index

2

i10 index

68

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 6
   Journals where Ilias Filippou has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 3 (4.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi317
   Updated: 2026-01-17    RAS profile: 2023-02-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Mitchell, James (3)

Garciga, Christian (2)

Taylor, Mark (2)

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

Is cited by:

Sakemoto, Ryuta (9)

Taylor, Mark (6)

Beckmann, Joscha (4)

Londono, Juan M. (4)

Byrne, Joseph (4)

Mitchell, James (2)

Reitz, Stefan (2)

Xiao, Xiao (2)

Rubaszek, Michał (2)

Garciga, Christian (2)

Elvery, Joel (2)

Cites to:

Taylor, Mark (15)

Sarno, Lucio (12)

Verdelhan, Adrien (9)

West, Kenneth (7)

Lustig, Hanno (7)

Hansen, Stephen (6)

McMahon, Michael (6)

Roussanov, Nikolai (5)

Clarida, Richard (5)

Mueller, Philippe (5)

Romer, David (5)

Main data

Where Ilias Filippou has published?

Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers / Federal Reserve Bank of Cleveland2

Recent works citing Ilias Filippou (2025 and 2024)

YearTitle of citing document
2025100-Day Analysis of USD/IDR Exchange Rate Dynamics Around the 2025 U.S. Presidential Inauguration. (2025). , Sandy ; Kaban, Siti N ; Nugraha, Cahya. In: Papers. RePEc:arx:papers:2506.18738.

Full description at Econpapers || Download paper

2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

Full description at Econpapers || Download paper

2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

Full description at Econpapers || Download paper

2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

Full description at Econpapers || Download paper

2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

Full description at Econpapers || Download paper

2025Political stability as a risk factor in global markets. (2025). Jeutang, Noel Pavel ; Kesse, Kwabena ; Payne, Brian C. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016878.

Full description at Econpapers || Download paper

2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

Full description at Econpapers || Download paper

2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

Full description at Econpapers || Download paper

2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

Full description at Econpapers || Download paper

2024ETF arbitrage and international diversification. (2024). Rozental, Hari ; Gozluklu, Arie ; Filippou, Ilias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001882.

Full description at Econpapers || Download paper

2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

Full description at Econpapers || Download paper

2025Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281.

Full description at Econpapers || Download paper

2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

Full description at Econpapers || Download paper

2024Introduction to the Cleveland Fed Survey of Regional Conditions and Expectations (SORCE) Indexes. (2024). Elvery, Joel. In: Cleveland Fed District Data Brief. RePEc:fip:c00003:99167.

Full description at Econpapers || Download paper

2025Forecasting US Recessions in Real-Time Using Regional Economic Sentiment. (2025). Mitchell, James ; Garciga, Christian. In: Economic Commentary. RePEc:fip:fedcec:102077.

Full description at Econpapers || Download paper

2024The Beige Book and the Business Cycle: Using Beige Book Anecdotes to Construct Recession Probabilities. (2024). Gascon, Charles ; Martorana, Joseph. In: Working Papers. RePEc:fip:fedlwp:99162.

Full description at Econpapers || Download paper

2025An AI-powered Tool for Central Bank Business Liaisons: Quantitative Indicators and On-demand Insights from Firms. (2025). Gray, Nicholas ; Lattimore, Finn ; McLoughlin, Kate ; Windsor, Callan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2025-06.

Full description at Econpapers || Download paper

2025Commodity Option Return Predictability. (2025). Gagnon, Mariehlne ; Aka, Constant ; Power, Gabriel J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1544-1578.

Full description at Econpapers || Download paper

Works by Ilias Filippou:

YearTitleTypeCited
2014Common Macro Factors and Currency Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2017Common Macro Factors and Currency Premia.(2017) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2019Forward-Looking Policy Rules and Currency Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2020U.S. Populist Rhetoric and Currency Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2018Global Political Risk and Currency Momentum In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article31
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Economic Commentary.
[Full Text][Citation analysis]		article5
2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Working Papers.
[Full Text][Citation analysis]		paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team