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Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.; Kapadia, Nikunj; Madan, Dilip B. - In: The review of financial studies 16 (2003) 1, pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
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Delta-hedged gains and the negative market volatility risk premium
Bakshi, Gurdip S.; Kapadia, Nikunj - In: The review of financial studies 16 (2003) 2, pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
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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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Baby boom, population aging, and capital markets
Bakshi, Gurdip S. - In: The journal of business : B 67 (1994) 2, pp. 165-202
Persistent link: https://www.econbiz.de/10001164872
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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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Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank - 2001
Persistent link: https://www.econbiz.de/10001613473
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Stock valuation in dynamic economies
Bakshi, Gurdip S.; Chen, Zhiwu - In: Journal of financial markets 8 (2005) 2, pp. 111-151
Persistent link: https://www.econbiz.de/10002852768
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A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.; Chabi-Yo, Fousseni; Gao, Xiaohui - In: The review of financial studies 31 (2018) 2, pp. 532-555
Persistent link: https://www.econbiz.de/10011925241
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Common failings : how corporate defaults are correlated
Das, Sanjiv R.; Duffie, Darrell; Kapadia, Nikunj; … - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10003425753