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 | 348 | 2009 |
Do hedge funds have enough capital? A value-at-risk approach A Gupta, B Liang Journal of Financial Economics 77 (1), 219-253, 2005 | 181 | 2005 |
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 | 113 | 2000 |
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 | 104 | 2003 |
Pricing and hedging interest rate options: Evidence from cap–floor markets A Gupta, MG Subrahmanyam Journal of Banking & Finance 29 (3), 701-733, 2005 | 98 | 2005 |
Liquidity in the pricing of syndicated loans A Gupta, AK Singh, AA Zebedee Journal of Financial Markets 11 (4), 339-376, 2008 | 97 | 2008 |
Liquidity effect in OTC options markets: Premium or discount? P Deuskar, A Gupta, MG Subrahmanyam Journal of Financial Markets 14 (1), 127-160, 2011 | 86 | 2011 |
Liquidity Effects in Options Markets: Premium or Discount? P Deuskar, A Gupta, MG Subrahmanyam | 86* | 2007 |
The economic determinants of interest rate option smiles P Deuskar, A Gupta, MG Subrahmanyam Journal of Banking & Finance 32 (5), 714-728, 2008 | 52 | 2008 |
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 | 32 | 2007 |
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 | 22 | 2001 |
Liquidity effects in interest rate options markets: Premium or discount P Deuskar, A Gupta, MG Subrahmanyam Unpublished working paper, New York University, NY, 2006 | 14 | 2006 |
Liquidity effects and volatility smiles in interest rate option markets P Deuskar, A Gupta, MG Subrahmanyam Working paper, New York University, 2003 | 7 | 2003 |
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 | 5 | 2001 |
Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles P Deuskar, A Gupta, MG Subrahmanyam | 3 | 2004 |
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 |