Number of items: 3.
Filippou, Ilias, Gozluklu, Arie Eskenazi and Taylor, Mark P.
(2018)
Global political risk and currency momentum.
Journal of Financial and Quantitative Analysis, 53
(5).
pp. 2227-2259.
doi:10.1017/S0022109018000686
ISSN 0022-1090.
Filippou, Ilias and Taylor, Mark P.
(2017)
Common macro factors and currency premia.
Journal of Financial and Quantitative Analysis, 52
(4).
pp. 1731-1763.
doi:10.1017/S0022109017000424
ISSN 0022-1090.
Filippou, Ilias
(2014)
Essays on empirical asset pricing in the foreign exchange market.
PhD thesis, University of Warwick.
This list was generated on Thu Mar 28 17:06:50 2024 GMT.