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Research

Dr Andrianos Tsekrekos

Formerly at Lancaster University

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  1. Published

    Common factors and causality in the dynamics of implied volatility surfaces: evidence from the FX OTC market

    Chalamandaris, G. & Tsekrekos, A., 06/2009, In: Journal of Economic Asymmetries. 6, 1, p. 49-74 26 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Published

    Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian–Pacific currency options

    Chalamandaris, G. & Tsekrekos, A., 03/2013, In: Computational Economics. 41, 3, p. 327-358 42 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    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

  4. Published

    Informed trading around merger and acquisitions announcements: evidence from the UK equity and options markets

    Spyrou, S., Tsekrekos, A. & Siougle, G., 08/2011, In: Journal of Futures Markets. 31, 8, p. 703-726 24 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    Irreversible exit decisions under mean-reverting uncertainty

    Tsekrekos, A., 09/2013, In: Journal of Economics. 110, 1, p. 5-23 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Published

    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

  7. Published

    Predictable dynamics in implied volatility surfaces from OTC currency options

    Chalamandaris, G. & Tsekrekos, A., 06/2010, In: Journal of Banking and Finance. 34, 6, p. 1175-1188 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    Real options premia implied from recent transactions in the Greek real estate market

    Tsekrekos, A. & Kanoutos, G., 07/2013, In: Journal of Real Estate Finance and Economics. 47, 1, p. 152-168 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    The correlation structure of FX option markets before and since the financial crisis

    Chalamandaris, G. & Tsekrekos, A., 2010, In: Applied Financial Economics. 20, 1-2, p. 73-84 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    The effect of first-mover’s advantages in the strategic exercise of real options

    Tsekrekos, A., 2003, Real R&D options. Paxson, D. (ed.). Oxford: Butterworth-Heinemann, p. 185-207 23 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  11. Published

    The effect of mean reversion on entry and exit decisions under uncertainty

    Tsekrekos, A., 04/2010, In: Journal of Economic Dynamics and Control. 34, 4, p. 725-742 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. Published

    The option to change the flag of a vessel

    Tsekrekos, A. & Kavussanos, M., 2010, International handbook of maritime business. Cullinane, K. (ed.). Cheltenham: Edward Elgar, p. 47-62 16 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

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