Details about Ilias Tsiakas

Access statistics for papers by Ilias Tsiakas.

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

Short-id: pts77

Working Papers

2016

1. 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

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

2014

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

2010

6. 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

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

2004

8. 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

2017

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

2016

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

2015

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

2014

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

2011

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

2010

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

2009

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

2008

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

2006

10. Periodic Stochastic Volatility and Fat Tails
    Journal of Financial Econometrics, 2006, 4, (1), 90-135 View citations (21)