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How did the Fed do? An empirical assessment of the Fed's new initiatives in the financial crisis
Chalamandaris, Georgios; Tsekrekos, Andrianos - In: Applied financial economics 20 (2010) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10008348814
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Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets
Spyrou, Spyros; Tsekrekos, Andrianos; Siougle, Georgia - In: The journal of futures markets 31 (2011) 8, pp. 703-727
Persistent link: https://www.econbiz.de/10009134889
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Exploring the role of the realized return distribution in the formation of the implied volatility smile
Chalamandaris, Georgios; Rompolis, Leonidas S. - In: Journal of banking & finance 36 (2012) 4, pp. 1028-1045
Persistent link: https://www.econbiz.de/10009834072
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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/10010074296
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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. 623-641
Persistent link: https://www.econbiz.de/10009015630
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Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: Journal of banking & finance 34 (2010) 6, pp. 1175-1189
Persistent link: https://www.econbiz.de/10008400809