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~person:"Chalamandaris, Georgios"
~person:"Chang, P. H. Kevin"
~subject:"Option pricing theory"
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Chalamandaris, Georgios
Chang, P. H. Kevin
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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:
5
Implied exchange rate distributions : evidence from OTC option markets
Campa, José Manuel
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 117-160
Persistent link: https://www.econbiz.de/10001338367
Saved in:
6
Implied exchange rate distributions : evidience from OTC option markets
Campa, José Manuel
;
Chang, P. H. Kevin
;
Reider, Robert L.
-
1997
Persistent link: https://www.econbiz.de/10000642832
Saved in:
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