Ilias Filippou

Ilias Filippou joined Olin Business School in 2018. Previously, he was (tenure-track) Assistant Professor of Finance at Warwick Business School (2016-2019). 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). He has also been a visiting scholar at the USC Marshall School of Business.

Area of Expertise:

• Asset Pricing, Finance/Investments, Financial Economics, International Finance

Research Interests:

• Asset Pricing, International Finance, Macro-Finance

Selected Publications:

• "Forward-Looking Policy Rules and Currency Premia", Journal of Financial and Quantitative Analysis, with M. Taylor, 2021
• "Global Political Risk and Currency Momentum", Journal of Financial and Quantitative Analysis, Issue 5, 2227-2259, with A. Gozluklu, M. Taylor, 2018
• "Common Macro Factors and Currency Premia", Journal of Financial and Quantitative Analysis, Issue 4, 1731-1763, with M. Taylor, 2017

Awards/Honors:

• Award for Outstanding Contribution to Teaching, Warwick Business School, 2018
• Teaching Excellence Award, Warwick Business School, 2017

Education

• PhD 2015, The University of Warwick
• M.Phil 2011, The University of Warwick
• MS 2010, Athens University of Economics and Business & University of Athens
• BS 2009, University of Athens