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Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options
Chalamandaris, Georgios, (2013)
The correlation structure of FX option markets before and since the financial crisis
Chalamandaris, Georgios, (2010)
Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets
Spyrou, Spyros, (2011)