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 1 7 18 3,138
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps 0 0 0 1 0 5 26 795
Total Working Papers 0 0 0 1,223 1 12 44 3,933


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 0 4 30 484
Do hedge funds have enough capital? A value-at-risk approach 0 0 0 204 0 0 7 511
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets 0 0 1 43 0 3 11 182
Liquidity effect in OTC options markets: Premium or discount? 0 0 0 105 1 6 17 479
Liquidity in the pricing of syndicated loans 0 0 0 113 0 4 17 405
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 1 3 298 1 10 30 1,189
Pricing and hedging interest rate options: Evidence from cap-floor markets 0 0 0 149 1 4 10 492
The economic determinants of interest rate option smiles 0 0 0 59 0 1 12 358
Total Journal Articles 0 1 5 1,112 3 32 134 4,100


Statistics updated 2026-07-10