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 3 4 9 20
Are financial ratios relevant for trading credit risk? Evidence from the CDS market 0 0 0 11 2 2 9 68
Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective 0 0 1 2 3 6 12 21
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market 0 0 0 1 0 1 4 19
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options 0 0 0 6 3 3 12 59
Exploring the role of the realized return distribution in the formation of the implied volatility smile 0 0 2 35 4 6 18 122
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options 1 1 2 100 4 8 26 469
Limits to arbitrage and CDS–bond dynamics around the financial crisis 0 0 1 7 0 3 17 44
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market 0 0 1 12 1 2 9 65
Predictable dynamics in implied volatility surfaces from OTC currency options 1 1 1 55 5 6 22 268
Recovering the market risk premium from higher‐order moment risks 0 1 2 4 1 6 12 25
The correlation structure of FX option markets before and since the financial crisis 0 0 1 35 7 8 16 175
Total Journal Articles 2 3 11 270 33 55 166 1,355
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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06