Ph.D. in Finance, The University of Warwick, 2015
M.Phil in Finance, The University of Warwick, 2011
M.S. in Business Mathematics, Athens University of Economics and Business & University of Athens, 2010
B.S. in Economics, University of Athens, 2009
Asset Pricing
Finance/Investments
Financial Economics
International Finance
Ilias Filippou is an assistant professor in the Department of Finance in Florida State University’s College of Business. Previously, he was at Olin Business School, Washington University in St. Louis and Warwick Business School. His research focuses on asset pricing, international finance and macro-finance and has been supported by the Economic and Social Research Council (ESRC). He has also been a visiting scholar at the USC Marshall School of Business. View Dr. Filippou's personal website.
"Importance of Transaction Costs for Asset Allocations in Foreign Exchange Markets" (2024), with Thomas Maurer, Luca Pezzo and Mark P. Taylor, Journal of Financial Economics, forthcoming
"Media Sentiment and Currency Reversals" (2024), with Mark P. Taylor and Zigan Wang, Journal of Financial and Quantitative Analysis, May 2024, Vol. 59 (3), pp. 1401-1429
"Overcoming Arbitrage Limits: Option Trading and Momentum Returns", with Abhay Abhyankar and Pedro A. Garcia-Ares, Journal of Financial and Quantitative Analysis, February 2024, Vol. 59 (1), pp. 97-120
"Forward-Looking Policy Rules and Currency Premia", with Mark P. Taylor, Journal of Financial and Quantitative Analysis, February 2023, Vol. 58 (1), pp. 449-483
"Global Political Risk and Currency Momentum", with Arie E. Gozluklu and Mark P. Taylor, Jour- nal of Financial and Quantitative Analysis, October 2018, Vol. 53 (5), pp. 2227-2259
"Common Macro Factors and Currency Premia", with Mark P. Taylor, Journal of Financial and Quantitative Analysis, August 2017, Vol. 52 (4), pp. 1731-1763
Best Paper Award, FMA Consortium on Asset Management, 2024
Best Paper Award, INQUIRE UK/ INQUIRE EUROPE 2024
Best Paper Award, Finance Forum, 2023
Outstanding Paper Award, Chinese Finance Annual Meeting, 2022
Award for Outstanding Contribution to Teaching, Warwick Business School, 2018
Teaching Excellence Award, Warwick Business School, 2017
