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 1 1 7 0 2 7 29
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market 0 0 0 1 0 0 7 12
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options 0 0 0 5 0 0 1 40
Exploring the role of the realized return distribution in the formation of the implied volatility smile 0 0 0 32 0 0 5 96
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options 0 0 2 87 0 2 7 403
Limits to arbitrage and CDS–bond dynamics around the financial crisis 0 0 1 1 0 1 3 3
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market 0 0 0 8 0 2 8 49
Predictable dynamics in implied volatility surfaces from OTC currency options 0 0 1 48 0 1 19 220
Pricing multicallable range accruals with the Libor Market Model 0 0 1 6 1 4 10 39
The correlation structure of FX option markets before and since the financial crisis 0 0 0 34 0 1 2 155
Total Journal Articles 0 1 6 229 1 13 69 1,046


Statistics updated 2020-09-04