Ilias Filippou : Citation Profile

Washington University in St. Louis

3

H index

2

i10 index

53

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 5
   Journals where Ilias Filippou has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (5.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi317
   Updated: 2025-04-19    RAS profile: 2023-02-24    
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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:

Taylor, Mark (6)

Sakemoto, Ryuta (5)

Londono, Juan M. (4)

Byrne, Joseph (4)

Beckmann, Joscha (3)

Gascon, Charles (2)

Reitz, Stefan (2)

Elvery, Joel (2)

Xiao, Xiao (2)

Yan, Shu (2)

Rubaszek, Michał (2)

Cites to:

Taylor, Mark (15)

Sarno, Lucio (12)

Verdelhan, Adrien (9)

West, Kenneth (7)

Lustig, Hanno (7)

McMahon, Michael (6)

Hansen, Stephen (6)

Mueller, Philippe (5)

Clarida, Richard (5)

Roussanov, Nikolai (5)

Galí, Jordi (4)

Main data

Production by document typearticlepaper201420152016201720182019202020212022202320240123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2014201520162017201820192020202120222023202402.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201420152016201720182019202020212022202320240102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents123450102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401234h-index Highcharts.comExport to raster or vector imagePrint the chart

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)

Year  ↓Title of citing document  ↓
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

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

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.

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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.

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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

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

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.

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Works by Ilias Filippou:

Year  ↓Title  ↓Type  ↓Cited  ↓
2014Common Macro Factors and Currency Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
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: 18		article
2019Forward-Looking Policy Rules and Currency Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
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]		paper3
2018Global Political Risk and Currency Momentum In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article27
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Economic Commentary.
[Full Text][Citation analysis]		article2
2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales? In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Working Papers.
[Full Text][Citation analysis]		paper2

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