itsiakas at uoguelph.ca
Areas of Specialization: Finance, International Finance, Portfolio Choice, Financial Econometrics, Bayesian Analysis.
Ilias Tsiakas joined the Department of Economics at the University of Guelph in July 2010. He received a BA (Hons) in Economics and Political Science from the University of Toronto, an MA in Economics from York University and a PhD in Economics from the University of Toronto in 2001. He was Associate Professor at the University of Warwick’s Business School until July 2010 where he was also the Director of the PhD program in Finance.
Della Corte, P., L. Sarno, and I. Tsiakas (2011). “Spot and Forward Volatility in Foreign Exchange,” Journal of Financial Economics 100, 496-513. Awarded the 2010 best paper prize by INQUIRE UK.
Tsiakas, I. (2010). “The Economic Gains of Trading Stocks around Holidays,” Journal of Financial Research 33, 1-26 (lead article). Abstracted in the CFA Digest vol 40, no.3 (August 2010). Received the 2010 Outstanding Article Award by the journal.
Della Corte, P., L. Sarno, and I. Tsiakas (2009). “An Economic Evaluation of Empirical Exchange Rate Models,” Review of Financial Studies 22, 3491-3530.
Tsiakas, I. (2008). “Overnight Information and Stochastic Volatility: A Study of European and US Stock Exchanges,” Journal of Banking and Finance 32, 251-268.
Tsiakas, I. (2006). “Periodic Stochastic Volatility and Fat Tails,” Journal of Financial Econometrics 4, 90-135.