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Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip; Madan, Dilip; Panayotov, George - In: Journal of financial economics 97 (2010) 1, pp. 130-155
Persistent link: https://www.econbiz.de/10008412398
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Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10010174652
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Sentiment and stock prices: The case of aviation disasters
Bakshi, Gurdip; Panayotov, George - In: Journal of financial economics 95 (2010) 2, pp. 174-202
Persistent link: https://www.econbiz.de/10008350225
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Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
Bakshi, Gurdip; Panayotov, George; Skoulakis, Georgios - In: Journal of financial economics 100 (2011) 3, pp. 475-496
Persistent link: https://www.econbiz.de/10008992555
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First-passage probability, jump models, and intra-horizon risk
Bakshi, Gurdip; Panayotov, George - In: Journal of financial economics 95 (2010) 1, pp. 20-41
Persistent link: https://www.econbiz.de/10008881840
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Average Rate Claims with Emphasis on Catastrophe Loss Options
Bakshi, Gurdip; Madan, Dilip - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10006695845
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Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, Gurdip; Kapadia, Nikunj; Madan, Dilip - In: The review of financial studies 16 (2013) 1, pp. 101-100
Persistent link: https://www.econbiz.de/10010114367
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Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models
Bakshi, Gurdip; Madan, Dilip; Zhang, Frank Xiaoling - In: The journal of business : B 79 (2006) 4, pp. 1955-1988
Persistent link: https://www.econbiz.de/10007293316
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A Theory of Volatility Spreads
Bakshi, Gurdip; Madan, Dilip - In: Management science : journal of the Institute for … 52 (2006) 12, pp. 1945-1956
Persistent link: https://www.econbiz.de/10007396016
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Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes Df:230
Bakshi, Gurdip; Madan, Dilip; Panayatov, George - In: Operations research, Management science : OR MS ; the … 51 (2011) 1, pp. 97-101
Persistent link: https://www.econbiz.de/10009030249