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~person:"Gupta, Anurag"
~subject:"1957-1996"
~subject:"Impact assessment"
~subject:"Risk premium"
~subject:"United States"
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1957-1996
Impact assessment
Risk premium
United States
Interest rate derivative
5
Zinsderivat
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Derivat
2
Derivative
2
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
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Yield curve
2
Zinsstruktur
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1998-2000
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Black-Scholes model
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CAPM
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EU countries
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EU-Staaten
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Estimation
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Euribor market
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Euro interest rate markets
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Hedging
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Interest rate
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Interest rate options
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Liquidity
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Liquidität
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OTC market
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OTC options markets
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OTC-Handel
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Option trading
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Optionsgeschäft
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Portfolio selection
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Gupta, Anurag
Hess, Dieter
8
Gay, Gerald D.
6
Hegde, Shantaram P.
6
Tirelli, Patrizio
6
Trecroci, Carmine
6
Arak, Marcelle V.
5
Fang, Victor
5
Hautsch, Nikolaus
5
Kambhu, John
5
Lekkos, Ilias
5
Malhotra, Davinder Kumar
5
Milas, Costas
5
Ronn, Ehud I.
5
Trolle, Anders B.
5
Upper, Christian
5
Werner, Thomas
5
Bhattacharya, Anand K.
4
Gürkaynak, Refet S.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Muscatelli, V. Anton
4
Swanson, Eric T.
4
Tse, Yiuman
4
Azad, A. S. M. Sohel
3
Bernoth, Kerstin
3
Bhargava, Vivek
3
Brooks, Robert
3
Christiansen, Charlotte
3
Ederington, Louis H.
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Filipović, Damir
3
Fornari, Fabio
3
Goodman, Laurie Sharon
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Guidolin, Massimo
3
Hein, Scott E.
3
Ito, Takayasu
3
Jermann, Urban J.
3
Jordan, James V.
3
Kuprianov, Anatoli
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Lee, Jae-ha
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Journal of financial economics
1
Journal of financial markets
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
3
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1
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
2
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
3
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
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