Details about Ilias Filippou

Access statistics for papers by Ilias Filippou.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pfi317

Working Papers

2023

1. The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?
   Working Papers, Federal Reserve Bank of Cleveland

2020

2. Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
3. U.S. Populist Rhetoric and Currency Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2019

4. Forward-Looking Policy Rules and Currency Premia
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2014

5. Common Macro Factors and Currency Premia
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Common Macro Factors and Currency Premia, Journal of Financial and Quantitative Analysis, Cambridge University Press (2017) View citations (18) (2017)

Journal Articles

2024

1. Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions
   Economic Commentary, 2024, 2024, (08), 8 View citations (2)

2018

2. Global Political Risk and Currency Momentum
   Journal of Financial and Quantitative Analysis, 2018, 53, (5), 2227-2259 View citations (29)

2017

3. Common Macro Factors and Currency Premia
   Journal of Financial and Quantitative Analysis, 2017, 52, (4), 1731-1763 View citations (18)
   See also Working Paper Common Macro Factors and Currency Premia, CEPR Discussion Papers (2014) View citations (1) (2014)