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 14 3,134
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1 4 11 25 794
Total Working Papers 0 0 0 1,223 7 19 39 3,928


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 4 7 32 484
Do hedge funds have enough capital? A value-at-risk approach 0 0 0 204 0 2 7 511
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets 0 0 1 43 2 3 10 181
Liquidity effect in OTC options markets: Premium or discount? 0 0 0 105 4 5 17 477
Liquidity in the pricing of syndicated loans 0 0 0 113 1 5 14 402
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 1 2 3 298 6 9 29 1,185
Pricing and hedging interest rate options: Evidence from cap-floor markets 0 0 2 149 2 4 12 490
The economic determinants of interest rate option smiles 0 0 0 59 1 3 13 358
Total Journal Articles 1 2 7 1,112 20 38 134 4,088


Statistics updated 2026-05-06