George Chalamandaris : Citation Profile


Are you George Chalamandaris?

Athens University of Economics and Business (AUEB)

4

H index

2

i10 index

43

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 3
   Journals where George Chalamandaris has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 3 (6.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1065
   Updated: 2021-10-16    RAS profile: 2020-02-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with George Chalamandaris.

Is cited by:

Shang, Han Lin (8)

Guidolin, Massimo (5)

Bernales, Alejandro (5)

Lin, Hai (4)

Kearney, Fearghal (3)

Mauad, Roberto (2)

DA FONSECA, José (2)

ORNELAS, JOSE (2)

Gottschalk, Katrin (2)

guo, biao (2)

Kellard, Neil (1)

Cites to:

Ng, Serena (10)

Bai, Jushan (7)

Guidolin, Massimo (7)

Vayanos, Dimitri (6)

Gromb, Denis (6)

xu, xinzhong (6)

Wu, Liuren (6)

Campbell, John (6)

Vorst, Ton (5)

Goncalves, Silvia (5)

Forni, Mario (5)

Main data


Where George Chalamandaris has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Recent works citing George Chalamandaris (2021 and 2020)


YearTitle of citing document
2021Credit spread approximation and improvement using random forest regression. (2021). Lardy, Jean-Pierre ; Mercadier, Mathieu. In: Papers. RePEc:arx:papers:2106.07358.

Full description at Econpapers || Download paper

2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces. (2021). Shang, Han Lin ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:2107.14026.

Full description at Econpapers || Download paper

2021Option valuation under no-arbitrage constraints with neural networks. (2021). Zhai, Jia ; Liu, Xiaoquan ; Cao, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:1:p:361-374.

Full description at Econpapers || Download paper

2021Asymmetric tail dependence between stock market returns and implied volatility. (2021). Echaust, Krzysztof. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300372.

Full description at Econpapers || Download paper

2021Do sovereign credit ratings matter for corporate credit ratings?. (2021). Ben Cheikh, Nidhaleddine ; Boubaker, Sabri ; ben Zaied, Younes ; ben Hmiden, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03590-z.

Full description at Econpapers || Download paper

2021The implied volatility smirk of commodity options. (2021). Ruan, Xinfeng ; Jia, Xiaolan ; Zhang, Jin E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:72-104.

Full description at Econpapers || Download paper

Works by George Chalamandaris:


YearTitleTypeCited
2019Limits to arbitrage and CDS–bond dynamics around the financial crisis In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2010Predictable dynamics in implied volatility surfaces from OTC currency options In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article17
2012Exploring the role of the realized return distribution in the formation of the implied volatility smile In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article5
2011How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article10
2009Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article1
2007Pricing multicallable range accruals with the Libor Market Model In: Managerial Finance.
[Full Text][Citation analysis]
article0
2013Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options In: Computational Economics.
[Full Text][Citation analysis]
article1
2018Are financial ratios relevant for trading credit risk? Evidence from the CDS market In: Annals of Operations Research.
[Full Text][Citation analysis]
article4
2010The correlation structure of FX option markets before and since the financial crisis In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
2014Predictability in implied volatility surfaces: evidence from the Euro OTC FX market In: The European Journal of Finance.
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team