George Chalamandaris
Names
| first: |
George |
| last: |
Chalamandaris |
Identifer
Contact
Affiliations
-
Athens University of Economics and Business (AUEB)
/ Department of Accounting and Finance
Research profile
author of:
- Recovering the market risk premium from higher‐order moment risks (RePEc:bla:eufman:v:27:y:2021:i:1:p:147-186)
by George Chalamandaris & Leonidas S. Rompolis - Limits to arbitrage and CDS–bond dynamics around the financial crisis (RePEc:eee:empfin:v:54:y:2019:i:c:p:213-235)
by Chalamandaris, George & Pagratis, Spyros - Predictable dynamics in implied volatility surfaces from OTC currency options (RePEc:eee:jbfina:v:34:y:2010:i:6:p:1175-1188)
by Chalamandaris, Georgios & Tsekrekos, Andrianos E. - Exploring the role of the realized return distribution in the formation of the implied volatility smile (RePEc:eee:jbfina:v:36:y:2012:i:4:p:1028-1044)
by Chalamandaris, Georgios & Rompolis, Leonidas S. - How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options (RePEc:eee:jimfin:v:30:y:2011:i:4:p:623-640)
by Chalamandaris, Georgios & Tsekrekos, Andrianos E. - Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market (RePEc:eee:joecas:v:6:y:2009:i:1:p:49-74)
by Chalamandaris, Georgios & Tsekrekos, Andrianos E. - Unknown item RePEc:eme:mfipps:v:33:y:2007:i:5:p:292-308 (article)
- Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options (RePEc:kap:compec:v:41:y:2013:i:3:p:327-358)
by Georgios Chalamandaris & Andrianos Tsekrekos - Are financial ratios relevant for trading credit risk? Evidence from the CDS market (RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2373-3)
by George Chalamandaris & Nikos E. Vlachogiannakis - The correlation structure of FX option markets before and since the financial crisis (RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:73-84)
by Georgios Chalamandaris & Andrianos Tsekrekos - Predictability in implied volatility surfaces: evidence from the Euro OTC FX market (RePEc:taf:eurjfi:v:20:y:2014:i:1:p:33-58)
by Georgios Chalamandaris & Andrianos E. Tsekrekos - Adverse-selection considerations in the market-making of corporate bonds (RePEc:taf:eurjfi:v:26:y:2020:i:16:p:1673-1702)
by George Chalamandaris & Nikos E. Vlachogiannakis - Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective (RePEc:taf:quantf:v:20:y:2020:i:7:p:1101-1122)
by George Chalamandaris - Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model (RePEc:wsi:wschap:9789811202391_0027)
by George Chalamandaris & A. G. Malliaris