Access Statistics for Anurag Gupta

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1,222 1 1 19 3,139
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1 0 3 29 798
Total Working Papers 0 0 0 1,223 1 4 48 3,937


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical examination of the convexity bias in the pricing of interest rate swaps 0 0 1 141 0 3 28 487
Do hedge funds have enough capital? A value-at-risk approach 0 0 0 204 0 1 8 512
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets 0 0 0 43 2 3 13 185
Liquidity effect in OTC options markets: Premium or discount? 0 0 0 105 2 4 21 483
Liquidity in the pricing of syndicated loans 0 0 0 113 0 3 20 408
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 0 2 298 1 1 28 1,190
Pricing and hedging interest rate options: Evidence from cap-floor markets 0 0 0 149 3 4 13 496
The economic determinants of interest rate option smiles 0 0 0 59 0 0 12 358
Total Journal Articles 0 0 3 1,112 8 19 143 4,119


Statistics updated 2026-10-11