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 3 18 4 21 30 92
The effectiveness of unconventional monetary policy on risk aversion and uncertainty 0 0 0 75 0 5 7 103
Total Working Papers 0 0 3 93 4 26 37 195

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 13 117
Improving variance forecasts: The role of Realized Variance features 0 0 2 6 0 5 8 20
Option‐implied moments and the cross‐section of stock returns 3 3 10 54 6 9 28 109
Pricing and hedging contingent claims using variance and higher order moment swaps 0 0 0 4 1 8 13 31
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban 0 0 0 21 1 26 36 147
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS 1 1 1 24 2 5 6 117
Recovering Risk Neutral Densities from Option Prices: A New Approach 0 0 0 70 0 4 6 142
Recovering the market risk premium from higher‐order moment risks 1 2 2 4 2 5 9 21
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy 0 1 2 70 0 3 13 196
Retrieving risk neutral moments and expected quadratic variation from option prices 0 0 1 10 0 4 20 70
Risk‐Free Rates and Variance Futures Prices 0 0 0 5 0 4 4 28
Total Journal Articles 5 7 20 303 13 78 156 998

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Statistics updated 2026-03-04