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 8 21 37 100
The effectiveness of unconventional monetary policy on risk aversion and uncertainty 0 0 0 75 2 3 9 105
Total Working Papers 0 0 2 93 10 24 46 205

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 1 5 14 118
Improving variance forecasts: The role of Realized Variance features 0 0 2 6 0 4 8 20
Option‐implied moments and the cross‐section of stock returns 0 3 9 54 3 9 28 112
Pricing and hedging contingent claims using variance and higher order moment swaps 0 0 0 4 3 10 16 34
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban 0 0 0 21 1 10 37 148
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS 0 1 1 24 1 4 7 118
Recovering Risk Neutral Densities from Option Prices: A New Approach 0 0 0 70 1 1 7 143
Recovering the market risk premium from higher‐order moment risks 0 2 2 4 3 7 12 24
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy 0 0 2 70 1 3 12 197
Retrieving risk neutral moments and expected quadratic variation from option prices 0 0 1 10 4 6 24 74
Risk‐Free Rates and Variance Futures Prices 0 0 0 5 0 2 4 28
Total Journal Articles 0 6 19 303 18 61 169 1,016

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Statistics updated 2026-04-09