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Subrahmanyam, Marti G.
23
Gupta, Anurag
9
Stapleton, Richard C.
9
Deuskar, Prachi
5
Ho, T.S.
4
Berndt, Antje
3
Chan, Justin S.P.
2
Eom, Young Ho
2
Fan, Rong
2
Hong, Dong
2
Jankowitsch, Rainer
2
Pollet, Joshua M.
2
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2
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2
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2
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2
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Journal of banking & finance
7
The review of financial studies
5
Journal of financial economics
3
Journal of monetary economics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
Australian journal of management
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Economic theory
1
European financial management : the journal of the European Financial Management Association
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OLC EcoSci
ECONIS (ZBW)
342
RePEc
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The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10007995467
Saved in:
2
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-729
Persistent link: https://www.econbiz.de/10008883954
Saved in:
3
Pricing and hedging interest rate options: Evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-734
Persistent link: https://www.econbiz.de/10005879200
Saved in:
4
The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?
Deuskar, Prachi
;
Pollet, Joshua M.
;
Wang, Z. Jay
;
Zheng, Lu
- In:
The review of financial studies
24
(
2013
)
9
,
pp. 3008-3007
Persistent link: https://www.econbiz.de/10010113941
Saved in:
5
Market Liquidity and Flow-driven Risk
Deuskar, Prachi
;
Johnson, Timothy C.
- In:
The review of financial studies
24
(
2013
)
3
,
pp. 721-720
Persistent link: https://www.econbiz.de/10010114028
Saved in:
6
The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?
Deuskar, Prachi
;
Pollet, Joshua M.
;
Wang, Z. Jay
;
Zheng, Lu
- In:
The review of financial studies
24
(
2011
)
9
,
pp. 3008-3008
Persistent link: https://www.econbiz.de/10009257760
Saved in:
7
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10006554355
Saved in:
8
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
Persistent link: https://www.econbiz.de/10006501310
Saved in:
9
On Pricing and Hedging in the Swaption Market: How Many Factors, Really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10007871192
Saved in:
10
Moral hazard and adverse selection in the originate-to-distribute model of bank credit
Berndt, Antje
;
Gupta, Anurag
- In:
Journal of monetary economics
56
(
2009
)
5
,
pp. 725-744
Persistent link: https://www.econbiz.de/10008883063
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