Ilias Tsiakas
Names
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Ilias |
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Tsiakas |
Identifer
Contact
Affiliations
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University of Guelph
/ Gordon Lang School of Business and Economics
/ Department of Economics and Finance
Research profile
author of:
- The Economic Gains Of Trading Stocks Around Holidays (RePEc:bla:jfnres:v:33:y:2010:i:1:p:1-26)
by Ilias Tsiakas - An Economic Evaluation of Empirical Exchange Rate Models (RePEc:cpr:ceprdp:6598)
by Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias - Spot and Forward Volatility in Foreign Exchange (RePEc:cpr:ceprdp:7893)
by Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias - Analysis of the predictive ability of information accumulated over nights, weekends and holidays (RePEc:ecm:ausm04:208)
by Ilias Tsiakas - Equity premium prediction and the state of the economy (RePEc:eee:empfin:v:58:y:2020:i:c:p:75-95)
by Tsiakas, Ilias & Li, Jiahan & Zhang, Haibin - Volatility cascades in cryptocurrency trading (RePEc:eee:empfin:v:62:y:2021:i:c:p:252-265)
by Gradojevic, Nikola & Tsiakas, Ilias - Equity premium prediction: The role of economic and statistical constraints (RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75)
by Li, Jiahan & Tsiakas, Ilias - Economic fundamentals and the long-run correlation between exchange rates and commodities (RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000478)
by Tsiakas, Ilias & Zhang, Haibin - Overnight information and stochastic volatility: A study of European and US stock exchanges (RePEc:eee:jbfina:v:32:y:2008:i:2:p:251-268)
by Tsiakas, Ilias - Foreign exchange risk and the predictability of carry trade returns (RePEc:eee:jbfina:v:42:y:2014:i:c:p:302-313)
by Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias - Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (RePEc:eee:jbfina:v:58:y:2015:i:c:p:294-308)
by Oestreich, A. Marcel & Tsiakas, Ilias - Spot and forward volatility in foreign exchange (RePEc:eee:jfinec:v:100:y:2011:i:3:p:496-513)
by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias - What drives international portfolio flows? (RePEc:eee:jimfin:v:60:y:2016:i:c:p:53-72)
by Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara - On the Direction of Causality between Business and Financial Cycles (RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:430-:d:1250131)
by Ilias Tsiakas & Haibin Zhang - Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk? (RePEc:oup:jfinec:v:13:y:2015:i:2:p:293-341.)
by Jiahan Li & Ilias Tsiakas & Wei Wang - Periodic Stochastic Volatility and Fat Tails (RePEc:oup:jfinec:v:4:y:2006:i:1:p:90-135)
by Ilias Tsiakas - An Economic Evaluation of Empirical Exchange Rate Models (RePEc:oup:rfinst:v:22:y:2009:i:9:p:3491-3530)
by Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas - Foreign Exchange Risk and the Predictability of Carry Trade Returns (RePEc:rim:rimwps:02_14)
by Gino Cenedese & Lucio Sarno & Ilias Tsiakas - Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk? (RePEc:rim:rimwps:05_14)
by Jiahan Li & Ilias Tsiakas & Wei Wang - What Drives International Portfolio Flows? (RePEc:rim:rimwps:15-16)
by Lucio Sarno & Ilias Tsiakas & Barbara Ulloa - Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme (RePEc:rim:rimwps:15-18)
by A. Marcel Oestreich & Ilias Tsiakas - Equity Premium Prediction: The Role of Economic and Statistical Constraints (RePEc:rim:rimwps:16-25)
by Jiahan Li & Ilias Tsiakas - Equity Premium Prediction and the State of the Economy (RePEc:rim:rimwps:20-16)
by Ilias Tsiakas & Jiahan Li & Haibin Zhang