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Ilias Tsiakas
Titre
Citée par
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Année
An economic evaluation of empirical exchange rate models
P Della Corte, L Sarno, I Tsiakas
The review of financial studies 22 (9), 3491-3530, 2009
2822009
Carbon emissions and stock returns: Evidence from the EU emissions trading scheme
AM Oestreich, I Tsiakas
Journal of Banking & Finance 58, 294-308, 2015
1992015
What drives international portfolio flows?
L Sarno, I Tsiakas, B Ulloa
Journal of International Money and Finance 60, 53-72, 2016
1162016
Predicting exchange rates out of sample: Can economic fundamentals beat the random walk?
J Li, I Tsiakas, W Wang
Journal of Financial Econometrics 13 (2), 293-341, 2015
1012015
Spot and forward volatility in foreign exchange
P Della Corte, L Sarno, I Tsiakas
Journal of Financial Economics 100 (3), 496-513, 2011
972011
Foreign exchange risk and the predictability of carry trade returns
G Cenedese, L Sarno, I Tsiakas
Journal of Banking & Finance 42, 302-313, 2014
922014
Overnight information and stochastic volatility: A study of European and US stock exchanges
I Tsiakas
Journal of Banking & Finance 32 (2), 251-268, 2008
882008
Equity Premium Prediction: The Role of Economic and Statistical Constraints
J Li, I Tsiakas
Journal of Financial Markets, 2016
742016
Statistical and economic methods for evaluating exchange rate predictability
P Della Corte, I Tsiakas
Handbook of exchange rates, 221-263, 2012
602012
Periodic stochastic volatility and fat tails
I Tsiakas
Journal of Financial Econometrics 4 (1), 90-135, 2006
592006
Volatility and correlation timing in active currency management
P Della Corte, L Sarno, I Tsiakas
Wiley, 2012
30*2012
The economic gains of trading stocks around holidays
I Tsiakas
Journal of Financial Research 33 (1), 1-26, 2010
232010
Is seasonal heteroskedasticity real? An international perspective
I Tsiakas
Warwick Business School, Financial Econometrics Research Centre, 2005
152005
Equity premium prediction and the state of the economy
I Tsiakas, J Li, H Zhang
Journal of Empirical Finance 58, 75-95, 2020
112020
On the direction of causality between business and financial cycles
I Tsiakas, H Zhang
Recuperado del sitio web de The Rimini Centre for Economic Analysis: http …, 2018
52018
Volatility cascades in cryptocurrency trading
N Gradojevic, I Tsiakas
Journal of Empirical Finance 62, 252-265, 2021
32021
A new approach to equity premium prediction: Economic fundamentals matter
J Li, I Tsiakas
Working paper, 2016
22016
Currency Order Flow and Real-Time Macroeconomic Information
P DELLA CORTE, D RIME, L SARNO, I TSIAKAS
Working Paper, 2012
22012
Economic fundamentals and the long-run correlation between exchange rates and commodities
I Tsiakas, H Zhang
Global Finance Journal 49, 100649, 2021
2021
Robust conditional kurtosis and the cross-section of international stock returns
R Liu, A Maynard, I Tsiakas
90th International Atlantic Economic VIRTUAL Conference, 2020
2020
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