5
H index
2
i10 index
59
Citations
George Chalamandaris : Citation Profile
Athens University of Economics and Business (AUEB) | RESEARCH PRODUCTION: 9 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2009 - 2019). 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:
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Main data
Where George Chalamandaris has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 2 |
Recent works citing George Chalamandaris (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247. Full description at Econpapers || Download paper |
| 2023 | The empirical performance of option implied volatility surface-driven optimal portfolios. (2023). Guidolin, Massimo ; Wang, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123000511. Full description at Econpapers || Download paper |
| 2023 | Developing an integrated fuzzy credit rating system for SMEs using fuzzy-BWM and fuzzy-TOPSIS-Sort-C. (2023). Ishizaka, Alessio ; Shaw, Krishnendu ; Roy, Pranith Kumar. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:2:d:10.1007_s10479-022-04704-5. Full description at Econpapers || Download paper |
| 2023 | Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644. Full description at Econpapers || Download paper |
Works by George Chalamandaris:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Limits to arbitrage and CDS–bond dynamics around the financial crisis In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Predictable dynamics in implied volatility surfaces from OTC currency options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
| 2012 | Exploring the role of the realized return distribution in the formation of the implied volatility smile In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2011 | How 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] | article | 17 |
| 2009 | Common 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] | article | 2 |
| 2013 | Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Are financial ratios relevant for trading credit risk? Evidence from the CDS market In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
| 2010 | The correlation structure of FX option markets before and since the financial crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Predictability in implied volatility surfaces: evidence from the Euro OTC FX market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team