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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 2020-10-09. Update your information in the RePEc Author Service.

Short-id: pfi317


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Working Papers

2020

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

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 in Journal of Financial and Quantitative Analysis (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 (6)

2017

  1. Common Macro Factors and Currency Premia
    Journal of Financial and Quantitative Analysis, 2017, 52, (4), 1731-1763 Downloads View citations (7)
    See also Working Paper (2014)
 
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