Items where Author is "Tsekrekos, Andrianos"

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

Tsekrekos, Andrianos (2013) Irreversible exit decisions under mean-reverting uncertainty. Journal of Economics, 110 (1). pp. 5-23. ISSN 0931-8658

Tsekrekos, Andrianos and Kanoutos, George (2013) Real options premia implied from recent transactions in the Greek real estate market. Journal of Real Estate Finance and Economics, 47 (1). pp. 152-168. ISSN 1573-045X

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

Spyrou, Spyros and Tsekrekos, Andrianos and Siougle, Georgia (2011) Informed trading around merger and acquisitions announcements : evidence from the UK equity and options markets. Journal of Futures Markets, 31 (8). pp. 703-726. ISSN 0270-7314

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

Tsekrekos, Andrianos (2010) The effect of mean reversion on entry and exit decisions under uncertainty. Journal of Economic Dynamics and Control, 34 (4). pp. 725-742. ISSN 0165-1889

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

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

Contribution in Book/Report/Proceedings

Tsekrekos, Andrianos and Kavussanos, Manolis (2010) The option to change the flag of a vessel. In: International handbook of maritime business :. Edward Elgar, Cheltenham, pp. 47-62. ISBN 9781847209344

Tsekrekos, Andrianos (2003) The effect of first-mover’s advantages in the strategic exercise of real options. In: Real R&D options :. Butterworth-Heinemann, Oxford, pp. 185-207. ISBN 978-0-7506-5332-9