Staff Directory

Dr Ilias Filippou

Assistant Professor


Research Interests

Asset Pricing, International Finance, Macro-Finance

Finance Group

Email:  /  Tel: 024 765 23290  /  Room: 2.009

Biography

Ilias Filippou is an Assistant Professor of Financial Economics at Warwick Business School (started in 2016). His research focuses on Asset Pricing, International Finance and Macro-Finance. Ilias holds a PhD in Finance from Warwick Business School, an MSc in Business Mathematics from the Athens University of Economics and Business and a BSc in Economics from the University of Athens. His research has been supported by the Economic and Social Research Council (ESRC) and the Swiss National Science Foundation (NRP - 75 "Big Data"). He has also been a visiting scholar at the USC Marshall School of Business.

Publications

Journal Articles

  • Filippou, I., Gozluklu, A. E. and Taylor, M. P. (2018) "Global political risk and currency momentum", Journal of Financial and Quantitative Analysis
  • Filippou, I. and Taylor, M. P. (2017) "Common macro factors and currency premia", Journal of Financial and Quantitative Analysis, 52, 4, 1731-1763

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