Details about Ilias Tsiakas
Access statistics for papers by Ilias Tsiakas.
Last updated 2022-05-06. Update your information in the RePEc Author Service.
Short-id: pts77
Jump to Journal Articles
Working Papers
2020
- Equity Premium Prediction and the State of the Economy
Working Paper series, Rimini Centre for Economic Analysis 
See also Journal Article in Journal of Empirical Finance (2020)
2016
- Equity Premium Prediction: The Role of Economic and Statistical Constraints
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
See also Journal Article in Journal of Financial Markets (2017)
2015
- Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme
Working Paper series, Rimini Centre for Economic Analysis View citations (67)
See also Journal Article in Journal of Banking & Finance (2015)
- What Drives International Portfolio Flows?
Working Paper series, Rimini Centre for Economic Analysis View citations (7)
See also Journal Article in Journal of International Money and Finance (2016)
2014
- Foreign Exchange Risk and the Predictability of Carry Trade Returns
Working Paper series, Rimini Centre for Economic Analysis View citations (37)
See also Journal Article in Journal of Banking & Finance (2014)
- Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
Working Paper series, Rimini Centre for Economic Analysis View citations (10)
See also Journal Article in Journal of Financial Econometrics (2015)
2010
- Spot and Forward Volatility in Foreign Exchange
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article in Journal of Financial Economics (2011)
2007
- An Economic Evaluation of Empirical Exchange Rate Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (65)
See also Journal Article in Review of Financial Studies (2009)
2004
- Analysis of the predictive ability of information accumulated over nights, weekends and holidays
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (1)
Journal Articles
2021
- Economic fundamentals and the long-run correlation between exchange rates and commodities
Global Finance Journal, 2021, 49, (C)
- Volatility cascades in cryptocurrency trading
Journal of Empirical Finance, 2021, 62, (C), 252-265 View citations (1)
2020
- Equity premium prediction and the state of the economy
Journal of Empirical Finance, 2020, 58, (C), 75-95 View citations (4)
See also Working Paper (2020)
2017
- Equity premium prediction: The role of economic and statistical constraints
Journal of Financial Markets, 2017, 36, (C), 56-75 View citations (25)
See also Working Paper (2016)
2016
- What drives international portfolio flows?
Journal of International Money and Finance, 2016, 60, (C), 53-72 View citations (33)
See also Working Paper (2015)
2015
- Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme
Journal of Banking & Finance, 2015, 58, (C), 294-308 View citations (67)
See also Working Paper (2015)
- Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
Journal of Financial Econometrics, 2015, 13, (2), 293-341 View citations (29)
See also Working Paper (2014)
2014
- Foreign exchange risk and the predictability of carry trade returns
Journal of Banking & Finance, 2014, 42, (C), 302-313 View citations (41)
See also Working Paper (2014)
2011
- Spot and forward volatility in foreign exchange
Journal of Financial Economics, 2011, 100, (3), 496-513 View citations (40)
See also Working Paper (2010)
2010
- THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS
Journal of Financial Research, 2010, 33, (1), 1-26 View citations (6)
2009
- An Economic Evaluation of Empirical Exchange Rate Models
Review of Financial Studies, 2009, 22, (9), 3491-3530 View citations (99)
See also Working Paper (2007)
2008
- Overnight information and stochastic volatility: A study of European and US stock exchanges
Journal of Banking & Finance, 2008, 32, (2), 251-268 View citations (30)
2006
- Periodic Stochastic Volatility and Fat Tails
Journal of Financial Econometrics, 2006, 4, (1), 90-135 View citations (27)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|