George Chalamandaris : Citation Profile


Are you George Chalamandaris?

Athens University of Economics and Business (AUEB)

3

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 3
   Journals where George Chalamandaris has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (7.89 %)

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   Permalink: http://citec.repec.org/pch1065
   Updated: 2020-07-04    RAS profile: 2020-02-13    
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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 (6)

Guidolin, Massimo (5)

Bernales, Alejandro (5)

Lin, Hai (4)

Kearney, Fearghal (3)

Mauad, Roberto (2)

ORNELAS, JOSE (2)

DA FONSECA, José (2)

Gottschalk, Katrin (2)

guo, biao (2)

Tsekrekos, Andrianos (1)

Cites to:

Ng, Serena (10)

Guidolin, Massimo (7)

Bai, Jushan (7)

Wu, Liuren (6)

Campbell, John (6)

Vayanos, Dimitri (6)

Gromb, Denis (6)

xu, xinzhong (6)

Vorst, Ton (5)

Forni, Mario (5)

Diebold, Francis (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 (2019 and 2018)


YearTitle of citing document
2018Matching distributions: Recovery of implied physical densities from option prices. (2018). Talponen, Jarno . In: Papers. RePEc:arx:papers:1803.03996.

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2019Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009.

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2019Credit spread approximation and improvement using random forest regression. (2019). Lardy, Jean-Pierre ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:1:p:351-365.

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2018Forecasting the term structure of option implied volatility: The power of an adaptive method. (2018). Niu, Linlin ; Han, Qian ; Chen, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:157-177.

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2019Implied volatility term structure and exchange rate predictability. (2019). ORNELAS, JOSE ; Mauad, Roberto Baltieri ; Haas, Jose Renato. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1800-1813.

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2019Implied volatility surface predictability: The case of commodity markets. (2019). Sheenan, Lisa ; Shang, Han Lin ; Kearney, Fearghal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302328.

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2019The correlation structure in the international stock markets during global financial crisis. (2019). Mei, Dong-Cheng ; Gao, Hai-Ling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312002.

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2018Are there gains from using information over the surface of implied volatilities?. (2018). Lin, Hai ; Han, Qian ; Guo, Biao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:6:p:645-672.

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Works by George Chalamandaris:


YearTitleTypeCited
2019Limits to arbitrage and CDS–bond dynamics around the financial crisis In: Journal of Empirical Finance.
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2010Predictable dynamics in implied volatility surfaces from OTC currency options In: Journal of Banking & Finance.
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2012Exploring the role of the realized return distribution in the formation of the implied volatility smile In: Journal of Banking & Finance.
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article5
2011How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options In: Journal of International Money and Finance.
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article8
2009Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market In: The Journal of Economic Asymmetries.
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2007Pricing multicallable range accruals with the Libor Market Model In: Managerial Finance.
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2013Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options In: Computational Economics.
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article1
2018Are financial ratios relevant for trading credit risk? Evidence from the CDS market In: Annals of Operations Research.
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2010The correlation structure of FX option markets before and since the financial crisis In: Applied Financial Economics.
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article2
2014Predictability in implied volatility surfaces: evidence from the Euro OTC FX market In: The European Journal of Finance.
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article2

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