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
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

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Statistics updated 2020-09-04