Hitesh Doshi - Publications, H-index & Citations

Hitesh Doshi

University of Houston System

12H指数

47论文数

855被引数

收录论文 10

发表时间

Options on Interbank Rates and Implied Disaster Risk 银行间利率期权与隐含灾难风险

Journal of Financial and Quantitative Analysis

IF2.8

2025-08-01

PREAI

Doshi, Hitesh; Kim, Hyung Joo; Seo, Sang Byung

The risk and return of equity and credit index options

JOURNAL OF FINANCIAL ECONOMICS

IF12

2024-11-01

PREAI

Doshi, Hitesh; Ericsson, Jan; Fournier, Mathieu; Seo, Sang Byung

Modeling volatility in dynamic term structure models

JOURNAL OF FINANCIAL ECONOMICS

IF12

2024-11-01

PREAI

Doshi, Hitesh; Jacobs, Kris; Liu, Rui

Capital Investment, Equity Returns, and Aggregate Dynamics in Oligopolistic Production Economies

REVIEW OF FINANCIAL STUDIES

IF5.4

2024-09-24

PREAI

Doshi, Hitesh; Kumar, Praveen

Synthetic Options and Implied Volatility for the Corporate Bond Market

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2022-02-15

OAAI

Chen, Steven Shu-Hsiu; Doshi, Hitesh; Seo, Sang Byung

Pricing structured products with economic covariates

JOURNAL OF FINANCIAL ECONOMICS

IF12

2020-03-01

PREAI

Choi, Yong Seok; Doshi, Hitesh; Jacobs, Kris; Turnbull, Stuart M.

Leverage and the Cross-Section of Equity Returns 杠杆率和股票收益的横截面

JOURNAL OF FINANCE

IF9.5

2019-03-18

PREAI

Doshi, Hitesh; Jacobs, Kris; Kumar, Praveen; Rabinovitch, Ramon

The Term Structure of Expected Recovery Rates

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-10-19

PREAI

Doshi, Hitesh; Elkamhi, Redouane; Ornthanalai, Chayawat

Pricing Credit Default Swaps with Observable Covariates

REVIEW OF FINANCIAL STUDIES

IF5.4

2013-04-05

PREAI

Doshi, Hitesh; Ericsson, Jan; Jacobs, Kris; Turnbull, Stuart M.

Precarious Politics and Return Volatility

REVIEW OF FINANCIAL STUDIES

IF5.4

2011-10-10

290

PREAI

Boutchkova, Maria; Doshi, Hitesh; Durnev, Art; Molchanov, Alexander

研究方向