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 0 0 3 3,120
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1 0 0 3 769
Total Working Papers 0 0 0 1,223 0 0 6 3,889


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 3 140 1 3 13 455
Do hedge funds have enough capital? A value-at-risk approach 0 0 2 204 0 0 5 504
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets 1 1 2 43 1 1 2 172
Liquidity effect in OTC options markets: Premium or discount? 0 0 2 105 0 2 5 462
Liquidity in the pricing of syndicated loans 0 0 0 113 0 0 5 388
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 1 1 1 296 2 5 15 1,161
Pricing and hedging interest rate options: Evidence from cap-floor markets 0 2 2 149 0 4 6 482
The economic determinants of interest rate option smiles 0 0 0 59 0 1 1 346
Total Journal Articles 2 4 12 1,109 4 16 52 3,970


Statistics updated 2025-08-05