Takip et
Ilias Tsiakas
Ilias Tsiakas
University of Guelph
uoguelph.ca üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Carbon emissions and stock returns: Evidence from the EU emissions trading scheme
AM Oestreich, I Tsiakas
Journal of Banking & Finance 58, 294-308, 2015
4312015
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
3242009
What drives international portfolio flows?
L Sarno, I Tsiakas, B Ulloa
Journal of International Money and Finance 60, 53-72, 2016
1682016
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
1232015
Foreign exchange risk and the predictability of carry trade returns
G Cenedese, L Sarno, I Tsiakas
Journal of Banking & Finance 42, 302-313, 2014
1092014
Spot and forward volatility in foreign exchange
P Della Corte, L Sarno, I Tsiakas
Journal of Financial Economics 100 (3), 496-513, 2011
1092011
Overnight information and stochastic volatility: A study of European and US stock exchanges
I Tsiakas
Journal of Banking & Finance 32 (2), 251-268, 2008
1092008
Equity Premium Prediction: The Role of Economic and Statistical Constraints
J Li, I Tsiakas
Journal of Financial Markets, 2016
1042016
Periodic stochastic volatility and fat tails
I Tsiakas
Journal of Financial Econometrics 4 (1), 90-135, 2006
722006
Statistical and economic methods for evaluating exchange rate predictability
P Della Corte, I Tsiakas
Handbook of exchange rates, 221-263, 2012
692012
Volatility and correlation timing in active currency management
P Della Corte, L Sarno, I Tsiakas
Handbook of exchange rates, 421-447, 2012
37*2012
Equity premium prediction and the state of the economy
I Tsiakas, J Li, H Zhang
Journal of Empirical Finance 58, 75-95, 2020
312020
Volatility cascades in cryptocurrency trading
N Gradojevic, I Tsiakas
Journal of Empirical Finance 62, 252-265, 2021
292021
The economic gains of trading stocks around holidays
I Tsiakas
Journal of Financial Research 33 (1), 1-26, 2010
282010
Is seasonal heteroskedasticity real? An international perspective
I Tsiakas
Warwick Business School, Financial Econometrics Research Centre, 2005
162005
On the direction of causality between business and financial cycles
I Tsiakas, H Zhang
Journal of Risk and Financial Management 16 (10), 430, 2023
7*2023
Economic fundamentals and the long-run correlation between exchange rates and commodities
I Tsiakas, H Zhang
Global Finance Journal 49, 100649, 2021
42021
Currency order flow and real-time macroeconomic information
P Della Corte, D Rime, L Sarno, I Tsiakas
Working Paper, 2012
32012
Carbon emissions and firm profitability
AM Oestreich, I Tsiakas
Journal of Sustainable Finance & Investment 14 (4), 766-786, 2024
22024
Order Flow and Cryptocurrency Returns
A Anastasopoulos, N Gradojevic, F Liu, A Maynard, I Tsiakas
2024
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Makaleler 1–20