Access Statistics for George Chalamandaris

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Adverse-selection considerations in the market-making of corporate bonds	0	0	0	2	0	0	2	11
Are financial ratios relevant for trading credit risk? Evidence from the CDS market	0	0	0	11	1	2	4	59
Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective	0	0	0	1	0	0	1	9
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market	0	0	0	1	0	0	0	15
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options	0	0	0	6	0	2	2	47
Exploring the role of the realized return distribution in the formation of the implied volatility smile	0	0	0	33	0	0	1	104
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options	0	0	2	98	0	0	10	443
Limits to arbitrage and CDS–bond dynamics around the financial crisis	0	0	0	6	0	1	4	27
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market	0	0	1	11	0	0	1	56
Predictable dynamics in implied volatility surfaces from OTC currency options	0	0	1	54	1	2	7	246
Recovering the market risk premium from higher‐order moment risks	0	0	0	2	1	1	3	13
The correlation structure of FX option markets before and since the financial crisis	0	0	0	34	0	0	1	159
Total Journal Articles	0	0	4	259	3	8	36	1,189

1 registered items for which data could not be found

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model	0	0	0	5	0	0	1	18
Total Chapters	0	0	0	5	0	0	1	18

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Statistics updated 2025-05-12