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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/10005362764
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Do hedge funds have enough capital? A value-at-risk approach
Gupta, Anurag; Liang, Bing - In: Journal of Financial Economics 77 (2005) 1, pp. 219-253
Persistent link: https://www.econbiz.de/10005478192
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Stock returns and volatility A firm-level analysis
Duffee, Gregory R. - In: Journal of Financial Economics 37 (1995) 3, pp. 399-420
Persistent link: https://www.econbiz.de/10005376526
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Term structure estimation without using latent factors
Duffee, Gregory R. - In: Journal of Financial Economics 79 (2006) 3, pp. 507-536
Persistent link: https://www.econbiz.de/10005477855