Gurdip Bakshi - Publications, H-index & Citations

Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods

IF12

2023-12-01

PREAI

Bakshi, Gurdip; Crosby, John; Gao, Xiaohui; Hansen, Jorge W.

financial economics

IF5.2

2022-11-01

PREAI

Bakshi, Gurdip; Gao, Xiaohui; Zhong, Zhaodong

Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market

New Entropy Restrictions and the Quest for Better-Specified Asset-Pricing Models

IF2.8

2022-07-18

PREAI

Bakshi, Gurdip; Gao, Xiaohui; Xue, Jinming

Implications of Incomplete Markets for International Economies

IF2.8

2018-11-15

PREAI

Bakshi, Gurdip; Chabi-Yo, Fousseni

A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem

IF5.4

2017-10-23

OAAI

Bakshi, Gurdip; Cerrato, Mario; Crosby, John

Heterogeneity in Beliefs and Volatility Tail Behavior

IF5.4

2017-09-25

OAAI

Bakshi, Gurdip; Chabi-Yo, Fousseni; Gao, Xiaohui

Predictability of currency carry trades and asset pricing implications

IF2.8

2016-02-24

PREAI

Bakshi, Gurdip; Madan, Dilip; Panayotov, George

Variance bounds on the permanent and transitory components of stochastic discount factors

IF12

2013-10-01

PREAI

Bakshi, Gurdip; Panayotov, George

Empirical performance of alternative option pricing models

IF12

2012-07-01

PREAI

Bakshi, Gurdip; Chabi-Yo, Fousseni

JOURNAL OF FINANCE

IF9.5

2012-04-18

1.2K

OAAI

Bakshi, G; Cao, C; Chen, ZW

Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios

Do subjective expectations explain asset pricing puzzles?

IF12

2011-06-01

PREAI

Bakshi, Gurdip; Panayotov, George; Skoulakis, Georgios

Returns of claims on the upside and the viability of U-shaped pricing kernels

IF12

2010-12-01

PREAI

Bakshi, Gurdip; Skoulakis, Georgios

First-passage probability, jump models, and intra-horizon risk

IF12

2010-07-01

PREAI

Bakshi, Gurdip; Madan, Dilip; Panayotov, George

Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies

IF12

2010-01-01

PREAI

Bakshi, Gurdip; Panayotov, George

Estimation of continuous-time models with an application to equity volatility dynamics

IF12

2008-01-01

PREAI

Bakshi, Gurdip; Carr, Peter; Wu, Liuren

Delta-hedged gains and the negative market volatility risk premium

IF12

2006-10-01

PREAI

Bakshi, Gurdip; Ju, Nengjiu; Ou-Yang, Hui

Stock return characteristics, Skew laws, and the differential pricing of individual equity options

IF5.4

2003-04-01

483

PREAI

Bakshi, G; Kapadia, N

Average rate claims with emphasis on catastrophe loss options

IF5.4

2003-01-01

746

PREAI

Bakshi, G; Kapadia, N; Madan, D

Do call prices and the underlying stock always move in the same direction?

IF2.8

2002-03-01

PREAI

Bakshi, G; Madan, D