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 4 8 9 777
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1,222 3 4 5 3,124
Total Working Papers 0 0 0 1,223 7 12 14 3,901


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 1 2 141 12 14 24 473
Do hedge funds have enough capital? A value-at-risk approach 0 0 1 204 2 3 5 507
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets 0 0 1 43 2 4 5 176
Liquidity effect in OTC options markets: Premium or discount? 0 0 0 105 3 6 8 468
Liquidity in the pricing of syndicated loans 0 0 0 113 6 7 8 395
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 0 1 296 3 11 22 1,173
Pricing and hedging interest rate options: Evidence from cap-floor markets 0 0 2 149 0 0 6 483
The economic determinants of interest rate option smiles 0 0 0 59 5 7 8 353
Total Journal Articles 0 1 7 1,110 33 52 86 4,028


Statistics updated 2026-01-09