Authors: Filippou, Ilias1 (AUTHOR) IliasFilippou@wustl.edu, Taylor, Mark P.1 (AUTHOR) Mark.P.Taylor@wustl.edu, Wang, Zigan2 (AUTHOR) wangzg@sem.tsinghua.edu.cn
Superior Title: Journal of Financial & Quantitative Analysis. May2024, Vol. 59 Issue 3, p1401-1429. 29p.
Subject Terms: *FOREIGN exchange rates, *MASS media, *SENTIMENT analysis, *RATE of return, *TIME series analysis, INFORMATION dissemination, PRESS
Authors: Abhyankar, Abhay1 (AUTHOR) abyanka@gmail.com, Filippou, Ilias2 (AUTHOR) iliasfilippou@wustl.edu, Garcia-Ares, Pedro A.3 (AUTHOR) pedro.garcia@itam.mx
Superior Title: Journal of Financial & Quantitative Analysis. Feb2024, Vol. 59 Issue 1, p97-120. 24p.
Subject Terms: *PROFIT, *SHORT selling (Securities), *STOCKS (Finance), *STOCK options, *SECURITIES trading, *STOCK exchanges, *LOANS, *PRICING
Authors: Filippou, Ilias1 (AUTHOR) IliasFilippou@wustl.edu, Taylor, Mark P.2 (AUTHOR) Mark.P.Taylor@wustl.edu
Superior Title: Journal of Financial & Quantitative Analysis. Feb2023, Vol. 58 Issue 1, p449-483. 35p.
Subject Terms: *HARD currencies, *INTEREST rates, *INVESTMENT policy, *U.S. dollar, *MONETARY policy, TAYLOR'S rule, CARRY trades (Foreign exchange), INFLATION targeting
Authors: Filippou, Ilias, Taylor, Mark P.
Superior Title: In Journal of Economic Behavior and Organization November 2021 191:66-77
Authors: Filippou, Ilias, Gozluklu, Arie E., Taylor, Mark P.
Superior Title: The Journal of Financial and Quantitative Analysis, 2018 Oct 01. 53(5), 2227-2259.
Access URL: https://www.jstor.org/stable/26592016
Authors: Filippou, Ilias1 IliasFilippou@wustl.edu, Mitchell, James2 James.Mitchell@clev.frb.org, Nguyen, My T.1 myn@wustl.edu
Superior Title: Working Paper Series (Federal Reserve Bank of Cleveland). 8/30/2023, p1-47. 73p.
Subject Terms: *GROSS domestic product, *MACROECONOMICS, *UNEMPLOYMENT, *QUANTITATIVE research
Company/Entity: UNITED States. Federal Reserve Board
Authors: Filippou, Ilias, Taylor, Mark P.
Superior Title: The Journal of Financial and Quantitative Analysis, 2017 Aug 01. 52(4), 1731-1763.
Access URL: https://www.jstor.org/stable/26590458
Authors: Abhyankar, Abhay, Filippou, Ilias, Garcia-Ares, Pedro A.
Superior Title: Journal of Financial and Quantitative Analysis ; page 1-24 ; ISSN 0022-1090 1756-6916
Subject Terms: Economics and Econometrics, Finance, Accounting
Authors: Filippou, Ilias, Taylor, Mark P., Wang, Zigan
Superior Title: Journal of Financial and Quantitative Analysis ; page 1-29 ; ISSN 0022-1090 1756-6916
Subject Terms: Economics and Econometrics, Finance, Accounting
Authors: Filippou, Ilias, T. Nguyen, My, Viswanath-Natraj, Ganesh
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.4402365
Authors: Beckmeyer, Heiner, Filippou, Ilias, Zhou, Guofu
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.4404190
Authors: Filippou, Ilias, T. Nguyen, My, Taylor, Mark P.
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.4364178
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.4140487
Authors: Filippou, Ilias, He, Songrun, Zhou, Guofu
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.4056260
Authors: Cui, Min, Filippou, Ilias, Liu, Siming
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Availability: https://doi.org/10.2139/ssrn.4149463
Authors: Filippou, Ilias, Taylor, Mark P.
Superior Title: Journal of Financial and Quantitative Analysis ; volume 58, issue 1, page 449-483 ; ISSN 0022-1090 1756-6916
Subject Terms: Economics and Econometrics, Finance, Accounting
Authors: Filippou, Ilias, Rapach, David, Thimsen, Christoffer
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.3914414
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.3610518
Authors: Filippou, Ilias, Garcia-Ares, Pedro Angel
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.4054872
Superior Title: SSRN Electronic Journal ; ISSN 1556-5068
Subject Terms: General Earth and Planetary Sciences, General Environmental Science
Availability: https://doi.org/10.2139/ssrn.3754991