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Liang, Bing
20
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8
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4
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4
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4
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3
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3
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Financial analysts' journal : FAJ
4
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4
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3
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3
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc
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OLC EcoSci
ECONIS (ZBW)
116
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1
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:
2
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:
3
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
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4
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:
5
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
Saved in:
6
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:
7
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. 725-743
Persistent link: https://www.econbiz.de/10008309123
Saved in:
8
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. 725-743
Persistent link: https://www.econbiz.de/10008285627
Saved in:
9
Price Pressure: Evidence from the "Dartboard" Column
Liang, Bing
- In:
The journal of business : B
72
(
1999
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10007344682
Saved in:
10
ALTERNATIVE INVESTMENTS - The Accuracy of Hedge Fund Returns
Liang, Bing
- In:
The journal of portfolio management : a publication of …
29
(
2003
)
4
,
pp. 111-122
Persistent link: https://www.econbiz.de/10006555659
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