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 0 2 11
Are financial ratios relevant for trading credit risk? Evidence from the CDS market 0 0 0 11 0 1 4 59
Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective 0 0 0 1 0 0 1 9
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market 0 0 0 1 0 0 0 15
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options 0 0 0 6 0 0 2 47
Exploring the role of the realized return distribution in the formation of the implied volatility smile 0 0 0 33 0 0 1 104
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options 0 0 2 98 0 0 10 443
Limits to arbitrage and CDS–bond dynamics around the financial crisis 0 0 0 6 1 2 5 28
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market 0 0 0 11 0 0 0 56
Predictable dynamics in implied volatility surfaces from OTC currency options 0 0 1 54 1 3 8 247
Recovering the market risk premium from higher‐order moment risks 0 0 0 2 0 1 2 13
The correlation structure of FX option markets before and since the financial crisis 0 0 0 34 0 0 1 159
Total Journal Articles 0 0 3 259 2 7 36 1,191
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 1 1 2 19
Total Chapters 0 0 0 5 1 1 2 19


Statistics updated 2025-06-06