Mayank Gupta

Cass Business School City University London

Visiting Researcher

London, EC2Y 8HB

Great Britain

http://www.cass.city.ac.uk

University of Verona - Department of Economics

PhD scholar in Economics & Finance

Via dell'Artigliere, 8

Verona, 37129

Italy

University of Padua - Department of Economics and Management

Doctoral Researcher in Economics & Finance

Via Del Santo 23

Padova, 35122

Italy

  • Cass Business School City University London

  • University of Verona - Department of Economics

  • University of Padua - Department of Economics and Management

SCHOLARLY PAPERS

5

DOWNLOADS

919

TOTAL CITATIONS

2

Scholarly Papers (5)

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1.

The Evolution of Shadow Banking System in Emerging Economies: The Role of Entrusted Loans in China’s Capital Market

Number of pages: 41 Posted: 29 May 2018
Mayank Gupta and Massimiliano Caporin
Cass Business School City University London and University of Padua - Department of Statistical Sciences
Downloads 261 (233,563)

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China, Shadow Banking, Banks, Stress Tests, Off-Balance Sheet Investment Vehicles

2.

Revisiting Neoclassical Growth Theory: A Survey in the Literature

Number of pages: 26 Posted: 13 Aug 2014 Last Revised: 02 Apr 2015
Mayank Gupta
Cass Business School City University London
Downloads 258 (236,290)

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Political Economy, Economic Growth, Technological Progress, Income Distribution, Human Capital, R&D

3.

The Dynamics of Value Across Global Equity Markets: The Risk Contagion

Number of pages: 27 Posted: 03 Apr 2015 Last Revised: 07 Apr 2015
Jan Novotny and Mayank Gupta
Centre for Econometric Analysis, Faculty of Finance, Cass Business School, London, UK and Cass Business School City University London
Downloads 159 (369,407)
Citation 1

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CAPE, Portfolio Diversification, Price-Earning Ratio, Value Portfolio, Asset Mispricing, Spillover Risk

4.

Dynamic Asset Allocation: Empirical Evidence from Frontier Emerging Markets

Number of pages: 45 Posted: 15 Jul 2014 Last Revised: 08 Aug 2014
Mayank Gupta
Cass Business School City University London
Downloads 143 (402,905)
Citation 1

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Emerging Markets, Frontier Markets, GARCH, DCC, time-varying market integration

5.

The Dynamics of Value Comovement Across Global Equity Markets

CERGE-EI Working Paper Series No. 560
Number of pages: 36 Posted: 27 Apr 2016
Mayank Gupta and Jan Novotny
Cass Business School City University London and Centre for Econometric Analysis, Faculty of Finance, Cass Business School, London, UK
Downloads 98 (534,420)

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Asset Pricing, PE Ratio, CAPE, Price-Earning Ratio, Financial crisis, Value Portfolio, Equity Markets, DCC-GARCH Models