Dr Andrianos Tsekrekos

Honorary/Visiting

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.
Journal article

Irreversible exit decisions under mean-reverting uncertainty
Tsekrekos, A. 09/2013 In: Journal of Economics. 110, 1, p. 5-23. 19 p.
Journal article

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.
Journal article

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.
Journal article

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.
Journal article

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.
Journal article

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.
Journal article

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.
Journal article

The option to change the flag of a vessel
Tsekrekos, A., Kavussanos, M. 2010 In: International handbook of maritime business. Cheltenham : Edward Elgar p. 47-62. 16 p. ISBN: 9781847209344.
Chapter

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.
Journal article

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.
Journal article

The effect of first-mover’s advantages in the strategic exercise of real options
Tsekrekos, A. 2003 In: Real R&D options. Oxford : Butterworth-Heinemann p. 185-207. 23 p. ISBN: 978-0-7506-5332-9.
Chapter