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 3 8 10 3,129
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1 6 16 21 789
Total Working Papers 0 0 0 1,223 9 24 31 3,918


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 1 17 27 478
Do hedge funds have enough capital? A value-at-risk approach 0 0 1 204 1 5 8 510
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets 0 0 1 43 0 4 7 178
Liquidity effect in OTC options markets: Premium or discount? 0 0 0 105 0 7 12 472
Liquidity in the pricing of syndicated loans 0 0 0 113 1 9 10 398
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 0 1 296 0 6 21 1,176
Pricing and hedging interest rate options: Evidence from cap-floor markets 0 0 2 149 0 3 8 486
The economic determinants of interest rate option smiles 0 0 0 59 2 9 12 357
Total Journal Articles 0 0 6 1,110 5 60 105 4,055


Statistics updated 2026-03-04