Hitesh Doshi
Hitesh Doshi
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Cited by
Cited by
Precarious politics and return volatility
M Boutchkova, H Doshi, A Durnev, A Molchanov
The Review of Financial Studies 25 (4), 1111-1154, 2012
Managerial activeness and mutual fund performance
H Doshi, R Elkamhi, M Simutin
The Review of Asset Pricing Studies 5 (2), 156-184, 2015
Uncertainty, capital investment, and risk management
H Doshi, P Kumar, V Yerramilli
Management Science 64 (12), 5769-5786, 2018
Pricing credit default swaps with observable covariates
H Doshi, J Ericsson, K Jacobs, SM Turnbull
The Review of Financial Studies 26 (8), 2049-2094, 2013
Economic and financial determinants of credit risk premiums in the sovereign CDS market
H Doshi, K Jacobs, V Zurita
The Review of Asset Pricing Studies 7 (1), 43-80, 2017
Leverage and the Cross‐Section of Equity Returns
H Doshi, K Jacobs, P Kumar, R Rabinovitch
The Journal of Finance 74 (3), 1431-1471, 2019
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis, 1-43, 2017
Pricing structured products with economic covariates
YS Choi, H Doshi, K Jacobs, SM Turnbull
Journal of Financial Economics 135 (3), 754-773, 2020
Macroeconomic determinants of the term structure: Long-run and short-run dynamics
H Doshi, K Jacobs, R Liu
Journal of Empirical Finance 48, 99-122, 2018
Information in the term structure: A forecasting perspective
H Doshi, K Jacobs, R Liu
Management Science 67 (8), 5255-5277, 2021
The Asset Volatility Effects of Uncertain Tone: Evidence from Credit Default Swaps
H Doshi, S Patel, S Ramani, M Sooy
SSRN, 2019
The Risk and Return of Equity and Credit Index Options
H Doshi, J Ericsson, M Fournier, SB Seo
Available at SSRN 3885357, 2023
Modeling Volatility in Dynamic Term Structure Models
H Doshi, K Jacobs, R Liu
Available at SSRN 3745975, 2020
Never a Dull Moment: Entropy Risk in Commodity Markets
F Chabi-Yo, H Doshi, V Zurita
Available at SSRN 3300843, 2019
Synthetic Options and Implied Volatility for the Corporate Bond Market
SSH Chen, H Doshi, SB Seo
Journal of Financial and Quantitative Analysis 58 (3), 1295-1325, 2023
Capital Investment and Asset Returns in Dynamic Oligopolies
H Doshi, P Kumar
Uncertain tone, asset volatility and credit default swap spreads
H Doshi, S Patel, S Ramani, M Sooy
Journal of Contemporary Accounting & Economics 19 (3), 100380, 2023
Options on Interbank Rates and Implied Disaster Risk
H Doshi, HJ Kim, SB Seo
FEDS Working Paper, 2023
Accounting Transparency and the Implied Volatility Skew
H Doshi, J Ericsson, S Szaura, F Yu
Available at SSRN 4225996, 2022
What Interbank Rates Tell Us About Time-Varying Disaster Risk
H Doshi, HJ Kim, SB Seo
Canadian Derivatives Institute, 2022
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