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Ilias Filippou
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Global political risk and currency momentum
I Filippou, AE Gozluklu, MP Taylor
Journal of Financial and Quantitative Analysis 53 (5), 2227-2259, 2018
802018
Common macro factors and currency premia
I Filippou, MP Taylor
Journal of Financial and Quantitative Analysis 52 (4), 1731-1763, 2017
332017
Exchange rate prediction with machine learning and a smart carry trade portfolio
I Filippou, D Rapach, MP Taylor, G Zhou
CEPR Discussion Paper No. DP15305, 2020
21*2020
Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia
I Filippou, MP Taylor
Journal of economic behavior & organization 191, 66-77, 2021
162021
ETF arbitrage and international diversification
I Filippou, AE Gozluklu, H Rozental
AFA 2022 Annual Meeting, WBS Finance Group Research Paper, 2022
112022
The information content of Trump tweets and the currency market
I Filippou, AE Gozluklu, M T Nguyen, G Viswanath-Natraj
Available at SSRN 3754991, 2020
112020
Demand for Lotteries: the Choice Between Stocks and Options
I Filippou, P Garcia-Ares, F Zapatero
112018
Boosting cryptocurrency return prediction
I Filippou, D Rapach, C Thimsen
Available at SSRN, 2021
52021
Overcoming arbitrage limits: Option trading and momentum returns
A Abhyankar, I Filippou, PA Garcia-Ares
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI-ESSEC, 2020
52020
US populist rhetoric and currency returns
I Filippou, AE Gozluklu, M T Nguyen, MP Taylor
CEPR Discussion Paper No. DP15054, 2020
52020
ETFs, Anomalies and Market Efficiency
I Filippou, S He, SZ Li, G Zhou
Available at SSRN 4056260, 2022
42022
Media sentiment and currency reversals
I Filippou, MP Taylor, Z Wang
Journal of Financial and Quantitative Analysis, 1-47, 2021
42021
Cryptocurrency Return Predictability: A Machine-Learning Analysis
I Filippou, D Rapach, C Thimsen
Cryptocurrency Return Predictability: A Machine-Learning Analysis: Filippou …, 2023
32023
Forward-looking policy rules and currency premia
I Filippou, MP Taylor
Journal of Financial and Quantitative Analysis 58 (1), 449-483, 2023
22023
The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability
I Filippou, D Rapach, MP Taylor, G Zhou
Available at SSRN, 2019
22019
A New Option Momentum: Compensation for Risk
H Beckmeyer, I Filippou, G Zhou
Available at SSRN, 2023
12023
Investor Attention to News on Financial Integration and Currency Returns
I Filippou, M T Nguyen, MP Taylor
Mark P., Investor Attention to News on Financial Integration and Currency …, 2023
12023
Media Sentiment and the Cross-Section of Option Returns
I Filippou, PA Garcia-Ares
Available at SSRN 4054872, 2020
12020
Foreign Exchange News and Currency Reversals
I Filippou, MP Taylor, Z Wang
Available at SSRN 3610512, 2020
12020
Short squeeze uncertainty and skewness
I Filippou, P Garcia-Ares, F Zapatero
SSRN Electronic Journal, 2019
12019
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