Items where Author is "Chalamandaris, Georgios"

Journal Article

Chalamandaris, Georgios and Tsekrekos, Andrianos (2014) Predictability in implied volatility surfaces : evidence from the Euro OTC FX market. European Journal of Finance, 20 (1). pp. 33-58. ISSN 1351-847X

Chalamandaris, Georgios and Tsekrekos, Andrianos (2011) How important is the term structure in implied volatility modelling : evidence from foreign exchange options. Journal of International Money and Finance, 30 (4). pp. 623-640. ISSN 0261-5606

Chalamandaris, Georgios and Tsekrekos, Andrianos (2010) Predictable dynamics in implied volatility surfaces from OTC currency options. Journal of Banking and Finance, 34 (6). pp. 1175-1188. ISSN 0378-4266

Chalamandaris, Georgios and Tsekrekos, Andrianos (2010) The correlation structure of FX option markets before and since the financial crisis. Applied Financial Economics, 20 (1-2). pp. 73-84. ISSN 0960-3107