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	1	1	2	13
Are financial ratios relevant for trading credit risk? Evidence from the CDS market	0	0	0	11	1	1	4	61
Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective	0	0	0	1	3	3	3	12
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market	0	0	0	1	0	0	1	16
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options	0	0	0	6	0	1	4	49
Exploring the role of the realized return distribution in the formation of the implied volatility smile	0	1	2	35	2	6	8	112
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options	0	0	2	99	0	2	9	448
Limits to arbitrage and CDS–bond dynamics around the financial crisis	0	1	1	7	1	2	8	34
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market	1	1	1	12	1	1	1	57
Predictable dynamics in implied volatility surfaces from OTC currency options	0	0	0	54	4	6	13	257
Recovering the market risk premium from higher‐order moment risks	0	0	0	2	2	3	4	16
The correlation structure of FX option markets before and since the financial crisis	0	0	0	34	0	2	4	163
Total Journal Articles	1	3	6	264	15	28	61	1,238

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	19
Total Chapters	0	0	0	5	0	0	1	19

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Statistics updated 2025-12-06