Gurdip Bakshi
Gurdip Bakshi
Professor of Finance
Email verificata su temple.edu - Home page
Titolo
Citata da
Citata da
Anno
Empirical performance of alternative option pricing models
G Bakshi, C Cao, Z Chen
The Journal of finance 52 (5), 2003-2049, 1997
31611997
Stock return characteristics, skew laws, and the differential pricing of individual equity options
G Bakshi, N Kapadia, D Madan
The Review of Financial Studies 16 (1), 101-143, 2003
13282003
Delta-hedged gains and the negative market volatility risk premium
G Bakshi, N Kapadia
The Review of Financial Studies 16 (2), 527-566, 2003
9232003
Spanning and derivative-security valuation
G Bakshi, D Madan
Journal of financial economics 55 (2), 205-238, 2000
8522000
Baby boom, population aging, and capital markets
GS Bakshi, Z Chen
Journal of business, 165-202, 1994
5531994
The spirit of capitalism and stock-market prices
GS Bakshi, Z Chen
The American Economic Review, 133-157, 1996
5201996
Pricing and hedging long-term options
G Bakshi, C Cao, Z Chen
Journal of econometrics 94 (1-2), 277-318, 2000
3242000
A theory of volatility spreads
G Bakshi, D Madan
Management Science 52 (12), 1945-1956, 2006
2642006
Inflation, asset prices, and the term structure of interest rates in monetary economics
GS Bakshi, Z Chen
The Review of Financial Studies 9 (1), 241-275, 1996
2611996
Do call prices and the underlying stock always move in the same direction?
G Bakshi, C Cao, Z Chen
The Review of Financial Studies 13 (3), 549-584, 2000
2362000
Understanding the role of recovery in default risk models: Empirical comparisons and implied recovery rates
G Bakshi, D Madan, F Zhang
Board Of Governors Of The Federal Reserve System, 2001
2022001
An alternative valuation model for contingent claims
GS Bakshi, Z Chen
Journal of Financial Economics 44 (1), 123-165, 1997
1951997
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
G Bakshi, P Carr, L Wu
Journal of Financial Economics 87 (1), 132-156, 2008
1892008
Volatility risk premiums embedded in individual equity options: Some new insights
G Bakshi, N Kapadia
The Journal of Derivatives 11 (1), 45-54, 2003
1872003
Stock valuation in dynamic economies
G Bakshi, Z Chen
Journal of Financial Markets 8 (2), 111-151, 2005
1612005
Returns of claims on the upside and the viability of U-shaped pricing kernels
G Bakshi, D Madan, G Panayotov
Journal of Financial Economics 97 (1), 130-154, 2010
1602010
Equilibrium valuation of foreign exchange claims
GS Bakshi, Z Chen
The Journal of Finance 52 (2), 799-826, 1997
1521997
Investigating the role of systematic and firm‐specific factors in default risk: Lessons from empirically evaluating credit risk models
G Bakshi, D Madan, FX Zhang
The Journal of Business 79 (4), 1955-1987, 2006
1492006
Predictability of currency carry trades and asset pricing implications
G Bakshi, G Panayotov
Journal of Financial Economics 110 (1), 139-163, 2013
1322013
In search of explanation for the predictive ability of the Baltic Dry index for global stock returns, commodity returns, and global economic activity
G Bakshi, G Panayotov, G Skoulakis
University of Maryland Working Paper, 2013
128*2013
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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