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 1 1,222 0 0 7 3,119
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1 0 0 3 768
Total Working Papers 0 0 1 1,223 0 0 10 3,887


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 4 140 1 3 22 452
Do hedge funds have enough capital? A value-at-risk approach 0 0 1 203 0 0 5 502
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets 0 0 1 42 0 0 1 171
Liquidity effect in OTC options markets: Premium or discount? 0 0 3 105 0 0 8 460
Liquidity in the pricing of syndicated loans 0 0 0 113 0 1 8 388
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 0 2 295 1 5 15 1,156
Pricing and hedging interest rate options: Evidence from cap-floor markets 0 0 0 147 0 1 3 478
The economic determinants of interest rate option smiles 0 0 0 59 0 0 0 345
Total Journal Articles 0 1 11 1,104 2 10 62 3,952


Statistics updated 2025-04-04