Concepedia
Statistics
Publications
15
Citations
1K
H-Index
14
Active since
2004
Affiliations
University of Guelph(Current)
University of Warwick
Centre for Economic Policy Research
City, University of London
University of Notre Dame
Ilias Tsiakas is an author at University of Guelph specializing in business, finance, and economics.
Top concepts
BusinessFinanceEconomicsAsset PricingFinancial EconomicsEconomic AnalysisGlobal FinanceHigh-frequency TradingTradeEngineering
Publications per year
2004–2024
An Economic Evaluation of Empirical Exchange Rate Models
Pasquale Della Corte, Lucio Sarno, Ilias Tsiakas · Review of Financial Studies · 2008 · 279 citations
What drives international portfolio flows?
Lucio Sarno, Ilias Tsiakas, Bárbara Ulloa · Journal of International Money and Finance · 2015 · 108 citations
International Portfolio, Economics, International Finance +8
Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
J. Li, Ilias Tsiakas, Wenbin Wang · Journal of Financial Econometrics · 2014 · 93 citations
Equity premium prediction: The role of economic and statistical constraints
Jiahan Li, Ilias Tsiakas · Journal of Financial Markets · 2016 · 90 citations
Empirical Finance, Economics, Economic Forecasting +8
Spot and forward volatility in foreign exchange
Pasquale Della Corte, Lucio Sarno, Ilias Tsiakas · Journal of Financial Economics · 2011 · 81 citations
Forward Volatility, International Finance, Trade +6
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