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subject:"Währungsmanagement"
~person:"Chalamandaris, Georgios"
~subject:"Foreign exchange management"
~subject:"Optionspreistheorie"
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Währungsmanagement
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1999-2007
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Chalamandaris, Georgios
Wystup, Uwe
11
Craig, Ben R.
9
Hoque, Ariful
8
Takahashi, Akihiko
6
Tsekrekos, Andrianos E.
6
Keller, Joachim G.
5
Kit, Pong Wong
5
Pierdzioch, Christian
5
Takehara, Kohta
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Brenner, Menachem
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Dumas, Bernard
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Hauser, Shmuel
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Mizrach, Bruce Marshall
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Adam-Müller, Axel F. A.
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Jennergren, Lars Peter
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Lin, Shih-kuei
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Manzur, Meher
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Reider, Robert L.
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Shiraya, Kenichiro
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Wong, Hoi Ying
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Wu, Qi
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Bali, Turan G.
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Bhat, Aparna
2
Bloss, Michael
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Busch, Thomas
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ECONIS (ZBW)
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1
Predictability in implied volatility surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
2
Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian-Pacific currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Computational economics
41
(
2013
)
3
,
pp. 327-358
Persistent link: https://www.econbiz.de/10009711327
Saved in:
3
How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Saved in:
4
Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1175-1188
Persistent link: https://www.econbiz.de/10003977944
Saved in:
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