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 DP16611 Currency Volatility and Global Technological Innovation Po-Hsuan Hsu Mark Taylor Zigan Wang Qi Xu 5 Oct 2021 Financial Economics International Macroeconomics and Finance F31 O30 G32
VoxEU Column The Downton Abbey effect: British aristocratic matches with American business heiresses in the late 19th century Mark Taylor 5 Sep 2021 Migration Economic history
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 DP16209 The Downton Abbey Effect: 18th and 19th Century British Aristocratic Marriages and Agricultural Prices Mark Taylor 1 Jun 2021 Economic History D10 J10 J12 N00 N53
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 DP15306 Prospect Theory and Currency Returns: Empirical Evidence Qi Xu Roman Kozhan Mark Taylor 17 Sep 2020 International Macroeconomics and Finance F31 G12 G15 G40
Discussion paper DP15052 The Out-of-Sample Performance of Carry Trades Po-Hsuan Hsu Mark Taylor Zigan Wang 16 Jul 2020 International Macroeconomics and Finance F31 C53 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
Discussion paper DP15053 The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence Mark Taylor Zigan Wang Qi Xu 16 Jul 2020 International Macroeconomics and Finance G31 G32 F31
Discussion paper DP13835 Forward-Looking Policy Rules and Currency Premia Mark Taylor Ilias Filippou 1 Jul 2019 Financial Economics International Macroeconomics and Finance F31 G11 G15