Ilias Filippou
Doctoral Researcher in Finance
Email: PHD10IF at MAIL dot WBS dot AC dot UK
Education
- 2010-2015, PhD in Finance, Warwick Business School, University of Warwick, UK
- 2010-2011, MPhil in Finance, Warwick Business School, University of Warwick, UK
- 2009-2010, MSc in Business Mathematics, Athens University of Economics and Business & University of Athens
- 2004-2009, BSc in Economics, University of Athens
Research Interests
- Asset Pricing
- International Finance
- Macro-Finance
Publications
- Common Macro Factors and Currency Premia (2015), with Mark P. Taylor, Journal of Financial and Quantitative Analysis, forthcoming
CEPR Discussion Paper No. DP10016
Working Papers
- Global Political Risk and Currency Momentum (2015), with Arie E. Gozluklu and Mark P. Taylor
- Technology Diffusion and Currency Carry Trades (2014)
- Value, Momentum and Market Timing (2015), with Pedro A. Garcia-Ares
Work in Progress
- On the Evolution of Currency Carry Trades (2014), with Mark P. Taylor
Teaching
- Teaching Assistant, IB9X60 Quantitative Methods for Finance, MSc in Finance & MSc in Accounting and Finance, (Module leader: Dr Roman Kozhan)
- Teaching Assistant, IB9Y6 Empirical Finance, MSc in Finance and Economics & MSc in Finance, (Module leader: Dr Alessandro Palandri)
- Supporting sessions in Excel, VBA and STATA, MSc in Finance and Economics, MSc in Finance & MSc in Accounting and Finance.
Awards
- 2013-2014, Warwick Business School
- 2010-2013, Warwick Business School
- 2010-2013, Economic and Social Research Council (ESRC) PhD in Finance Scholarship
- 2004, Greek State Scholarship Foundation (IKY)
