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 3 3 6 772
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1,222 1 1 4 3,121
Total Working Papers 0 0 0 1,223 4 4 10 3,893


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 1 1 3 141 1 5 15 460
Do hedge funds have enough capital? A value-at-risk approach 0 0 1 204 0 0 2 504
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets 0 0 2 43 1 1 3 173
Liquidity effect in OTC options markets: Premium or discount? 0 0 0 105 1 1 3 463
Liquidity in the pricing of syndicated loans 0 0 0 113 0 0 1 388
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 0 1 296 1 2 13 1,163
Pricing and hedging interest rate options: Evidence from cap-floor markets 0 0 2 149 0 1 6 483
The economic determinants of interest rate option smiles 0 0 0 59 0 0 1 346
Total Journal Articles 1 1 9 1,110 4 10 44 3,980


Statistics updated 2025-11-08