5
H index
2
i10 index
66
Citations
George Chalamandaris : Citation Profile
Athens University of Economics and Business (AUEB) | RESEARCH PRODUCTION: 12 Articles 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2009 - 2021). 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 |
| The European Journal of Finance | 2 |
Recent works citing George Chalamandaris (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Integrating the implied regularity into implied volatility models: A study on free arbitrage model. (2025). di Sciorio, Fabrizio ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2502.07518. Full description at Econpapers || Download paper |
| 2025 | Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders. (2025). Wang, Jing ; Vuik, Cornelis ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:2509.01743. Full description at Econpapers || Download paper |
| 2025 | Optimal N-state endogenous Markov-switching model for currency liquidity timing. (2025). Wang, Luqi ; Urga, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925001034. Full description at Econpapers || Download paper |
| 2024 | Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387. Full description at Econpapers || Download paper |
| 2024 | Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696. Full description at Econpapers || Download paper |
Works by George Chalamandaris:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Recovering the market risk premium from higher‐order moment risks In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
| 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 | 21 |
| 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 | 20 |
| 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 | 6 |
| 2020 | Adverse-selection considerations in the market-making of corporate bonds In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2020 | Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team