Ilias Filippou
Names
| first: |
Ilias |
| last: |
Filippou |
Identifer
Contact
Affiliations
-
Washington University in St. Louis
/ Olin School of Business
Research profile
author of:
- Common Macro Factors and Currency Premia
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Taylor, Mark
(ReDIF-paper, cpr:ceprdp:10016) - Forward-Looking Policy Rules and Currency Premia
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Taylor, Mark & Filippou, Ilias
(ReDIF-paper, cpr:ceprdp:13835) - U.S. Populist Rhetoric and Currency Returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My
(ReDIF-paper, cpr:ceprdp:15054) - Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu
(ReDIF-paper, cpr:ceprdp:15305) - Common Macro Factors and Currency Premia
Journal of Financial and Quantitative Analysis, Cambridge University Press (2017)
by Filippou, Ilias & Taylor, Mark P.
(ReDIF-article, cup:jfinqa:v:52:y:2017:i:04:p:1731-1763_00) - Global Political Risk and Currency Momentum
Journal of Financial and Quantitative Analysis, Cambridge University Press (2018)
by Filippou, Ilias & Gozluklu, Arie E. & Taylor, Mark P.
(ReDIF-article, cup:jfinqa:v:53:y:2018:i:05:p:2227-2259_00) - The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?
Working Papers, Federal Reserve Bank of Cleveland (2023)
by Ilias Filippou & James Mitchell & My T. Nguyen
(ReDIF-paper, fip:fedcwq:96636) - Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions
Working Papers, Federal Reserve Bank of Cleveland (2024)
by Ilias Filippou & Christian Garciga & James Mitchell & My T. Nguyen
(ReDIF-paper, fip:fedcwq:98080)