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 4 9 20
Are financial ratios relevant for trading credit risk? Evidence from the CDS market 0 0 0 11 1 3 10 69
Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective 0 0 1 2 0 3 12 21
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market 0 0 0 1 1 2 5 20
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options 0 0 0 6 0 3 12 59
Exploring the role of the realized return distribution in the formation of the implied volatility smile 0 0 2 35 0 5 18 122
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options 0 1 2 100 0 6 26 469
Limits to arbitrage and CDS–bond dynamics around the financial crisis 0 0 1 7 3 5 19 47
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market 0 0 1 12 1 2 10 66
Predictable dynamics in implied volatility surfaces from OTC currency options 0 1 1 55 0 5 21 268
Recovering the market risk premium from higher‐order moment risks 0 0 2 4 0 4 12 25
The correlation structure of FX option markets before and since the financial crisis 0 0 1 35 1 8 17 176
Total Journal Articles 0 2 11 270 7 50 171 1,362
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 0 19
Total Chapters 0 0 0 5 0 0 0 19

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Statistics updated 2026-06-04