Abhimanyu Gupta

University of Essex - Department of Economics

Wivenhoe Park

Colchester CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

2

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179

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.
Downloads 178 (184,554)
Citation 1

Credit Market Spillovers in a Financial Network

Number of pages: 46 Posted: 03 Nov 2017 Last Revised: 17 Mar 2020
Abhimanyu Gupta, Sotirios Kokas and Alexander Michaelides
University of Essex - Department of Economics, University of Essex - Essex Business School and Imperial College Business School
Downloads 178 (184,524)
Citation 1

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Syndicated loan market, financial networks, spillovers, cost of lending, spatial autoregression, linear interaction function

Credit Market Spillovers: Evidence from a Syndicated Loan Market Network

CEPR Discussion Paper No. DP12424
Number of pages: 65 Posted: 17 Nov 2017
Abhimanyu Gupta, Sotirios Kokas and Alexander Michaelides
University of Essex - Department of Economics, University of Essex - Essex Business School and Imperial College Business School
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complexity., cost of lending, Financial Networks, spatial autoregression, Spillovers, syndicated loan market

2.

Order Selection and Inference with Long Memory Dependent Data

Journal of Time Series Analysis, Vol. 40, Issue 4, pp. 425-446, 2019
Number of pages: 22 Posted: 29 May 2020
Abhimanyu Gupta and Javier Hidalgo
University of Essex - Department of Economics and London School of Economics & Political Science (LSE) - Department of Economics
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Long memory, spectral decomposition, BIC, HIC