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A. Gupta
A. Gupta
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Title
Cited by
Cited by
Year
Moral hazard and adverse selection in the originate-to-distribute model of bank credit
A Berndt, A Gupta
Journal of Monetary Economics 56 (5), 725-743, 2009
3422009
Do hedge funds have enough capital? A value-at-risk approach
A Gupta, B Liang
Journal of Financial Economics 77 (1), 219-253, 2005
1802005
An empirical examination of the convexity bias in the pricing of interest rate swaps
A Gupta, MG Subrahmanyam
Journal of Financial Economics 55 (2), 239-279, 2000
1132000
Hedging in the possible presence of unspanned stochastic volatility: Evidence from swaption markets
R Fan, A Gupta, P Ritchken
The Journal of Finance 58 (5), 2219-2248, 2003
1042003
Pricing and hedging interest rate options: Evidence from cap–floor markets
A Gupta, MG Subrahmanyam
Journal of Banking & Finance 29 (3), 701-733, 2005
982005
Liquidity in the pricing of syndicated loans
A Gupta, AK Singh, AA Zebedee
Journal of Financial Markets 11 (4), 339-376, 2008
962008
Liquidity effect in OTC options markets: Premium or discount?
P Deuskar, A Gupta, MG Subrahmanyam
Journal of Financial Markets 14 (1), 127-160, 2011
842011
Liquidity Effects in Options Markets: Premium or Discount?
P Deuskar, A Gupta, MG Subrahmanyam
84*2007
The economic determinants of interest rate option smiles
P Deuskar, A Gupta, MG Subrahmanyam
Journal of Banking & Finance 32 (5), 714-728, 2008
522008
On pricing and hedging in the swaption market: How many factors, really?
R Fan, A Gupta, P Ritchken
The Journal of Derivatives 15 (1), 9-33, 2007
322007
An examination of the static and dynamic performance of interest rate option pricing models in the dollar cap-floor markets
A Gupta, MG Subrahmanyam
NYU Working Paper No. S-DRP-01-18, 2001
222001
Liquidity effects in interest rate options markets: Premium or discount
P Deuskar, A Gupta, MG Subrahmanyam
Unpublished working paper, New York University, NY, 2006
142006
Liquidity effects and volatility smiles in interest rate option markets
P Deuskar, A Gupta, MG Subrahmanyam
Working paper, New York University, 2003
72003
On the performance of multi-factor term structure models for pricing caps and swaptions
R Fan, A Gupta, P Ritchken
Working Paper Case Western University, 2001
52001
Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles
P Deuskar, A Gupta, MG Subrahmanyam
32004
The Pitfalls of Originate‐to‐Distribute in Bank Lending
A Berndt, A Gupta, RW Kolb
Lessons from the Financial Crisis: Causes, Consequences, and Our Economic …, 0
1
Why do Interest Rate Options Smile?
P Deuskar, A Gupta, MG Subrahmanyam
2006
The Drivers and Pricing of Liquidity in Interest Rate Option Markets
P Deuskar, A GUPTA, MG SUBRAHMANYAM
2005
On Pricing and Hedging in the Swaption Market: How Many Factors, Really?
R Fan, A Gupta, P Ritchken
manuscript Case Western Reserve University Ohio, 2001
2001
Term Structure Model Specifications and the Pricing and Hedging of Fixed Income Derivatives
A Gupta
New York University, Graduate School of Business Administration, 1999
1999
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