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FERREIRA FILIPE Sara

Main Referenced Co-authors
GRAMMATIKOS, Theoharry  (2)
MICHALA, Dimitra  (2)
Maio, Paulo (1)
SUOMINEN, Matti  (1)
Main Referenced Keywords
carry trade (1); Currency return predictability (1); Exchange rates (1); exchange rates (1); funding risk (1);
Main Referenced Disciplines
Finance (5)

Publications (total 5)

The most downloaded
371 downloads
FERREIRA FILIPE, S., & Maio, P. (2015). What Drives Exchange Rates? Reassessing Currency Return Predictability. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/22510. https://hdl.handle.net/10993/22510

The most cited

19 citations (OpenAlex)

FERREIRA FILIPE, S. (2012). Equity Order Flow and Exchange Rate Dynamics. Journal of Empirical Finance, 359-381. doi:10.1016/j.jempfin.2012.03.002 https://hdl.handle.net/10993/6752

FERREIRA FILIPE, S., & Maio, P. (2015). What Drives Exchange Rates? Reassessing Currency Return Predictability. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/22510.

FERREIRA FILIPE, S., GRAMMATIKOS, T., & MICHALA, D. (2014). Pricing Default Risk: The Good, The Bad, and The Anomaly. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/15323.

FERREIRA FILIPE, S., GRAMMATIKOS, T., & MICHALA, D. (2014). Forecasting Distress in European SME Portfolios. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9233.

FERREIRA FILIPE, S., & SUOMINEN, M. (2013). Currency Carry Trades and Funding Risk. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/15389.

FERREIRA FILIPE, S. (2012). Equity Order Flow and Exchange Rate Dynamics. Journal of Empirical Finance, 359-381. doi:10.1016/j.jempfin.2012.03.002
Peer reviewed

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