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Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
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Empirical performance of alternative option pricing models
Bakshi, Gurdip S. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
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Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001
Persistent link: https://www.econbiz.de/10001573166
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An empirical investigation of asset pricing models using Japanese stock market data
Bakshi, Gurdip S. - In: Journal of international money and finance 16 (1997) 1, pp. 81-112
Persistent link: https://www.econbiz.de/10001219111
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Volatility of the stochastic discount factor, and the distinction between risk-neutral and objective probability measures
Bakshi, Gurdip S. (contributor); Chen, Zhiwu (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569963
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Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.; Gao, Xiaohui; Rossi, Alberto G. - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 619-641
Persistent link: https://www.econbiz.de/10012000721
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Decoding default risk : a review of modeling approaches, findings, and estimation methods
Bakshi, Gurdip S.; Gao, Xiaohui; Zhong, Zhaodong - In: Annual review of financial economics 14 (2022), pp. 391-413
Persistent link: https://www.econbiz.de/10013461162
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Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market
Bakshi, Gurdip S.; Gao, Xiaohui; Xue, Jinming - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1808-1842
Persistent link: https://www.econbiz.de/10014309628
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Default risk and the cross-section of UK insurance firms' returns
Cerrato, Mario; Coccorese, Paolo; Zhang, Xuan - 2022
Persistent link: https://www.econbiz.de/10013462514
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Structural breaks and unit roots in black market real exchange rates
Cerrato, Mario; Sarantis, Nicholas - In: Recent developments on exchange rates, (pp. 59-68). 2004
Persistent link: https://www.econbiz.de/10001935169