Access Statistics for Leonidas Rompolis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 2 18 0 2 40 105
The effectiveness of unconventional monetary policy on risk aversion and uncertainty 0 0 0 75 0 3 14 111
Total Working Papers 0 0 2 93 0 5 54 216

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exploring the role of the realized return distribution in the formation of the implied volatility smile 0 0 1 35 0 0 16 122
Improving variance forecasts: The role of Realized Variance features 0 0 1 6 1 3 15 28
Option‐implied moments and the cross‐section of stock returns 0 0 4 54 1 12 33 128
Pricing and hedging contingent claims using variance and higher order moment swaps 0 0 0 4 0 3 21 40
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban 0 0 0 21 3 3 41 156
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS 0 0 1 24 0 0 13 124
Recovering Risk Neutral Densities from Option Prices: A New Approach 0 0 0 70 0 0 6 143
Recovering the market risk premium from higher‐order moment risks 0 0 2 4 0 0 12 25
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy 0 0 1 70 2 5 19 206
Retrieving risk neutral moments and expected quadratic variation from option prices 0 0 0 10 0 1 16 78
Risk‐Free Rates and Variance Futures Prices 0 0 0 5 0 1 6 30
Total Journal Articles 0 0 10 303 7 28 198 1,080

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Statistics updated 2026-09-10