Access Statistics for George Chalamandaris

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are financial ratios relevant for trading credit risk? Evidence from the CDS market 0 0 0 11 1 1 3 58
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 2 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 1 2 98 0 4 12 443
Limits to arbitrage and CDS–bond dynamics around the financial crisis 0 0 0 6 0 0 3 26
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 0 0 6 244
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 1 4 254 3 7 29 1,152
1 registered items for which data could not be found


Statistics updated 2025-03-03