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 3 5 16
Are financial ratios relevant for trading credit risk? Evidence from the CDS market 0 0 0 11 0 5 8 66
Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective 0 1 1 2 3 6 9 18
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market 0 0 0 1 0 2 3 18
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options 0 0 0 6 0 7 9 56
Exploring the role of the realized return distribution in the formation of the implied volatility smile 0 0 2 35 1 5 13 117
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options 0 0 1 99 2 15 20 463
Limits to arbitrage and CDS–bond dynamics around the financial crisis 0 0 1 7 1 8 16 42
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market 0 0 1 12 1 7 8 64
Predictable dynamics in implied volatility surfaces from OTC currency options 0 0 0 54 1 6 19 263
Recovering the market risk premium from higher‐order moment risks 1 2 2 4 2 5 9 21
The correlation structure of FX option markets before and since the financial crisis 0 1 1 35 1 5 9 168
Total Journal Articles 1 4 9 268 12 74 128 1,312
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 0 0 1 19
Total Chapters 0 0 0 5 0 0 1 19

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Statistics updated 2026-03-04