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
Adverse-selection considerations in the market-making of corporate bonds 0 0 0 2 0 1 9 21
Are financial ratios relevant for trading credit risk? Evidence from the CDS market 0 0 0 11 0 0 9 69
Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective 0 0 1 2 0 1 13 22
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market 0 0 0 1 0 1 5 21
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options 0 0 0 6 2 3 14 62
Exploring the role of the realized return distribution in the formation of the implied volatility smile 0 0 0 35 0 0 14 122
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options 0 1 2 101 0 6 36 483
Limits to arbitrage and CDS–bond dynamics around the financial crisis 0 0 1 7 0 2 17 49
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market 0 0 2 13 0 0 11 67
Predictable dynamics in implied volatility surfaces from OTC currency options 2 2 3 57 3 7 23 275
Recovering the market risk premium from higher‐order moment risks 0 0 2 4 0 0 12 25
The correlation structure of FX option markets before and since the financial crisis 0 0 1 35 0 1 14 177
Total Journal Articles 2 3 12 274 5 22 177 1,393
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
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 1 2 2 21
Total Chapters 0 0 0 5 1 2 2 21

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Statistics updated 2026-10-11