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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)

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Room M1.07
WBS Teaching Centre
Warwick Business School
University of Warwick
Coventry, CV4 7AL
UK
T: +44 (0) 24 765 22393