Ilias Filippou : Citation Profile

Are you Ilias Filippou?

Washington University in St. Louis

3

H index

2

i10 index

45

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 4
   Journals where Ilias Filippou has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (6.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi317
   Updated: 2024-11-06    RAS profile: 2023-02-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Taylor, Mark (3)

Mitchell, James (3)

Garciga, Christian (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)

Londono, Juan M. (4)

Sakemoto, Ryuta (4)

Byrne, Joseph (4)

Beckmann, Joscha (3)

Reitz, Stefan (2)

Xiao, Xiao (2)

Rubaszek, Michał (2)

Eriksen, Jonas Nygaard (1)

Shang, Han Lin (1)

Guidolin, Massimo (1)

Cites to:

Taylor, Mark (15)

Sarno, Lucio (12)

Verdelhan, Adrien (9)

Lustig, Hanno (7)

West, Kenneth (7)

McMahon, Michael (6)

Hansen, Stephen (6)

Clarida, Richard (5)

Roussanov, Nikolai (5)

Mueller, Philippe (5)

Owyang, Michael (4)

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 (2024 and 2023)

YearTitle of citing document
2023Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346.

Full description at Econpapers || Download paper

2023Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318.

Full description at Econpapers || Download paper

2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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

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.

Full description at Econpapers || Download paper

2023Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122.

Full description at Econpapers || Download paper

2023Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3.

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]		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]		article23
2024Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions In: Economic Commentary.
[Full Text][Citation analysis]		article0
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]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team