EconPapers    
Economics at your fingertips  
 

Details about Ilias Tsiakas

Homepage:https://www.uoguelph.ca/business/people/ilias-tsiakas
Workplace:Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph, (more information at EDIRC)

Access statistics for papers by Ilias Tsiakas.

Last updated 2019-03-05. Update your information in the RePEc Author Service.

Short-id: pts77


Jump to Journal Articles

Working Papers

2016

  1. Equity Premium Prediction: The Role of Economic and Statistical Constraints
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)
    See also Journal Article in Journal of Financial Markets (2017)

2015

  1. Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (36)
    See also Journal Article in Journal of Banking & Finance (2015)
  2. What Drives International Portfolio Flows?
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (5)
    See also Journal Article in Journal of International Money and Finance (2016)

2014

  1. Foreign Exchange Risk and the Predictability of Carry Trade Returns
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (23)
    See also Journal Article in Journal of Banking & Finance (2014)
  2. Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (7)
    See also Journal Article in Journal of Financial Econometrics (2015)

2010

  1. Spot and Forward Volatility in Foreign Exchange
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Financial Economics (2011)

2007

  1. An Economic Evaluation of Empirical Exchange Rate Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (54)
    See also Journal Article in Review of Financial Studies (2009)

2004

  1. Analysis of the predictive ability of information accumulated over nights, weekends and holidays
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (1)

Journal Articles

2017

  1. Equity premium prediction: The role of economic and statistical constraints
    Journal of Financial Markets, 2017, 36, (C), 56-75 Downloads View citations (2)
    See also Working Paper (2016)

2016

  1. What drives international portfolio flows?
    Journal of International Money and Finance, 2016, 60, (C), 53-72 Downloads View citations (15)
    See also Working Paper (2015)

2015

  1. Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme
    Journal of Banking & Finance, 2015, 58, (C), 294-308 Downloads View citations (35)
    See also Working Paper (2015)
  2. Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
    Journal of Financial Econometrics, 2015, 13, (2), 293-341 Downloads View citations (15)
    See also Working Paper (2014)

2014

  1. Foreign exchange risk and the predictability of carry trade returns
    Journal of Banking & Finance, 2014, 42, (C), 302-313 Downloads View citations (25)
    See also Working Paper (2014)

2011

  1. Spot and forward volatility in foreign exchange
    Journal of Financial Economics, 2011, 100, (3), 496-513 Downloads View citations (29)
    See also Working Paper (2010)

2010

  1. THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS
    Journal of Financial Research, 2010, 33, (1), 1-26 Downloads View citations (3)

2009

  1. An Economic Evaluation of Empirical Exchange Rate Models
    Review of Financial Studies, 2009, 22, (9), 3491-3530 Downloads View citations (70)
    See also Working Paper (2007)

2008

  1. Overnight information and stochastic volatility: A study of European and US stock exchanges
    Journal of Banking & Finance, 2008, 32, (2), 251-268 Downloads View citations (21)

2006

  1. Periodic Stochastic Volatility and Fat Tails
    Journal of Financial Econometrics, 2006, 4, (1), 90-135 Downloads View citations (21)
 
Page updated 2020-02-21