A Gupta

A Gupta

Case Western Reserve University - Cleveland / United States
Others
AD Scientific Index ID: 900178
Case Western Reserve University CWRU
person_outline A Gupta's MOST POPULAR ARTICLES
1-) Moral hazard and adverse selection in the originate-to-distribute model of bank creditA Berndt, A GuptaJournal of Monetary Economics 56 (5), 725-743, 20093092009
2-) Do hedge funds have enough capital? A value-at-risk approachA Gupta, B LiangJournal of Financial Economics 77 (1), 219-253, 20051762005
3-) An empirical examination of the convexity bias in the pricing of interest rate swapsA Gupta, MG SubrahmanyamJournal of Financial Economics 55 (2), 239-279, 20001072000
4-) Hedging in the possible presence of unspanned stochastic volatility: Evidence from swaption marketsR Fan, A Gupta, P RitchkenThe Journal of Finance 58 (5), 2219-2248, 20031062003
5-) Pricing and hedging interest rate options: Evidence from cap–floor marketsA Gupta, MG SubrahmanyamJournal of Banking & Finance 29 (3), 701-733, 2005992005