Gurdip Bakshi
Gurdip Bakshi
Professor of Finance
Verified email at - Homepage
Cited by
Cited by
Empirical performance of alternative option pricing models
G Bakshi, C Cao, Z Chen
The Journal of finance 52 (5), 2003-2049, 1997
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
Delta-hedged gains and the negative market volatility risk premium
G Bakshi, N Kapadia
The Review of Financial Studies 16 (2), 527-566, 2003
Spanning and derivative-security valuation
G Bakshi, D Madan
Journal of financial economics 55 (2), 205-238, 2000
Baby boom, population aging, and capital markets
GS Bakshi, Z Chen
Journal of business, 165-202, 1994
The spirit of capitalism and stock-market prices
GS Bakshi, Z Chen
The American Economic Review, 133-157, 1996
Pricing and hedging long-term options
G Bakshi, C Cao, Z Chen
Journal of Econometrics 94 (1-2), 277-318, 2000
A theory of volatility spreads
G Bakshi, D Madan
Management Science 52 (12), 1945-1956, 2006
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
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
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
Understanding the role of recovery in default risk models: Empirical comparisons and implied recovery rates
DB Madan, G Bakshi, FX Zhang
FDIC CFR working paper, 2006
An alternative valuation model for contingent claims
GS Bakshi, Z Chen
Journal of Financial Economics 44 (1), 123-165, 1997
Volatility risk premiums embedded in individual equity options: Some new insights
G Bakshi, N Kapadia
The Journal of Derivatives 11 (1), 45-54, 2003
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
Stock valuation in dynamic economies
G Bakshi, Z Chen
Journal of Financial Markets 8 (2), 111-151, 2005
Predictability of currency carry trades and asset pricing implications
G Bakshi, G Panayotov
Journal of financial economics 110 (1), 139-163, 2013
Understanding the sources of risk underlying the cross section of commodity returns
G Bakshi, X Gao, AG Rossi
Management Science 65 (2), 619-641, 2019
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
Equilibrium valuation of foreign exchange claims
GS Bakshi, Z Chen
The Journal of Finance 52 (2), 799-826, 1997
The system can't perform the operation now. Try again later.
Articles 1–20