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Results for foreign exchange options
Publications & Outputs
Predictability in implied volatility surfaces: evidence from the Euro OTC FX market
Chalamandaris, G. &
Tsekrekos, A.
,
2014
,
In:
European Journal of Finance.
20
,
1
,
p. 33-58
26 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
How important is the term structure in implied volatility modelling: evidence from foreign exchange options
Chalamandaris, G. &
Tsekrekos, A.
,
06/2011
,
In:
Journal of International Money and Finance.
30
,
4
,
p. 623-640
18 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review