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Details about Ilias Filippou

Homepage:https://sites.google.com/site/ifilippou1/
Workplace:Olin School of Business, Washington University in St. Louis, (more information at EDIRC)

Access statistics for papers by Ilias Filippou.

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

Short-id: pfi317


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Working Papers

2024

  1. Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions
    Working Papers, Federal Reserve Bank of Cleveland Downloads

2023

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

2020

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

2019

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

2014

  1. Common Macro Factors and Currency Premia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article Common Macro Factors and Currency Premia, Journal of Financial and Quantitative Analysis, Cambridge University Press (2017) Downloads View citations (16) (2017)

Journal Articles

2018

  1. Global Political Risk and Currency Momentum
    Journal of Financial and Quantitative Analysis, 2018, 53, (5), 2227-2259 Downloads View citations (22)

2017

  1. Common Macro Factors and Currency Premia
    Journal of Financial and Quantitative Analysis, 2017, 52, (4), 1731-1763 Downloads View citations (16)
    See also Working Paper Common Macro Factors and Currency Premia, CEPR Discussion Papers (2014) Downloads View citations (1) (2014)
 
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