Items where Author is "Chalamandaris, G."

Journal Article

Chalamandaris, G. and Tsekrekos, Andrianos (2013) Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian–Pacific currency options. Computational Economics, 41 (3). pp. 327-358. ISSN 0927-7099

Chalamandaris, G. and Tsekrekos, Andrianos (2009) Common factors and causality in the dynamics of implied volatility surfaces : evidence from the FX OTC market. Journal of Economic Asymmetries, 6 (1). pp. 49-74. ISSN 1703-4949