Discussion paper DP19037 Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets Ilias Filippou Thomas Maurer Luca Pezzo Mark Taylor 2 May 2024 International Macroeconomics and Finance F31 G11 G15
Discussion paper DP16392 Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia Ilias Filippou Mark Taylor 24 Jul 2021 Financial Economics International Macroeconomics and Finance F31 G11 G12 G14 G32
Discussion paper DP16049 Media Sentiment and Currency Reversals Ilias Filippou Mark Taylor Zigan Wang 18 Apr 2021 Financial Economics International Macroeconomics and Finance C38 C55 F31 G11 G41 Z13
Discussion paper DP15305 Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio Ilias Filippou David Rapach Mark Taylor Guofu Zhou 17 Sep 2020 International Macroeconomics and Finance C45 F31 F37 G11 G12 G15
Discussion paper DP15054 U.S. Populist Rhetoric and Currency Returns Ilias Filippou Arie Gozluklu My Nguyen Mark Taylor 16 Jul 2020 International Macroeconomics and Finance G11 G12 G14 G32
