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 3 15 40 103
The effectiveness of unconventional monetary policy on risk aversion and uncertainty 0 0 0 75 2 4 10 107
Total Working Papers 0 0 2 93 5 19 50 210

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 2 35 4 6 18 122
Improving variance forecasts: The role of Realized Variance features 0 0 2 6 4 4 12 24
Option‐implied moments and the cross‐section of stock returns 0 3 9 54 3 12 30 115
Pricing and hedging contingent claims using variance and higher order moment swaps 0 0 0 4 3 7 19 37
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban 0 0 0 21 3 5 39 151
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS 0 1 1 24 5 8 12 123
Recovering Risk Neutral Densities from Option Prices: A New Approach 0 0 0 70 0 1 6 143
Recovering the market risk premium from higher‐order moment risks 0 1 2 4 1 6 12 25
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy 0 0 2 70 3 4 15 200
Retrieving risk neutral moments and expected quadratic variation from option prices 0 0 1 10 3 7 27 77
Risk‐Free Rates and Variance Futures Prices 0 0 0 5 1 1 5 29
Total Journal Articles 0 5 19 303 30 61 195 1,046

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Statistics updated 2026-05-06