Ilias Filippou

发表的论文6 篇，按出版时间

1. 1
   Importance of transaction costs for asset allocation in foreign exchange marketsJournal of Financial Economics20248
2. 2
   Overcoming Arbitrage Limits: Option Trading and Momentum ReturnsJournal of Financial and Quantitative Analysis20234
3. 3
   Media Sentiment and Currency ReversalsJournal of Financial and Quantitative Analysis202323
4. 4
   Forward-Looking Policy Rules and Currency PremiaJournal of Financial and Quantitative Analysis202211
5. 5
   Global Political Risk and Currency MomentumJournal of Financial and Quantitative Analysis201873
6. 6
   Common Macro Factors and Currency PremiaJournal of Financial and Quantitative Analysis201730