| Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets G Chacko, LM Viceira The Review of Financial Studies 18 (4), 1369-1402, 2005 | 678 | 2005 |
| Spectral GMM estimation of continuous-time processes G Chacko, LM Viceira Journal of Econometrics 116 (1-2), 259-292, 2003 | 378 | 2003 |
| Latent liquidity: A new measure of liquidity, with an application to corporate bonds S Mahanti, A Nashikkar, M Subrahmanyam, G Chacko, G Mallik Journal of Financial Economics 88 (2), 272-298, 2008 | 293 | 2008 |
| Pricing interest rate derivatives: a general approach G Chacko, S Das The review of financial studies 15 (1), 195-241, 2002 | 215 | 2002 |
| Strategic asset allocation in a continuous-time VAR model JY Campbell, G Chacko, J Rodriguez, LM Viceira Journal of Economic Dynamics and Control 28 (11), 2195-2214, 2004 | 172 | 2004 |
| Financial derivatives: pricing, applications, and mathematics J Baz, G Chacko Cambridge University Press, 2004 | 164 | 2004 |
| The price of immediacy GC Chacko, JW Jurek, E Stafford The Journal of Finance 63 (3), 1253-1290, 2008 | 105 | 2008 |
| Credit derivatives: A primer on credit risk, modelling, and instruments (HB) G Chacko Pearson Education India, 2006 | 93 | 2006 |
| Liquidity risk in the corporate bond markets G Chacko Available at SSRN 687619, 2005 | 85 | 2005 |
| Cephalon, Inc. Taking risk management theory seriously G Chacko, P Tufano, G Verter Journal of Financial Economics 60 (2-3), 449-485, 2001 | 35 | 2001 |
| An index-based measure of liquidity G Chacko, S Das, R Fan Journal of Banking & Finance 68, 162-178, 2016 | 24 | 2016 |
| The determinants of liquidity in the corporate bond markets: An application of latent liquidity G Chacko, S Mahanti, G Mallik, MG Subrahmanyam NYU Working Paper No. S-DRP-05-08, 2005 | 23 | 2005 |
| The global economic system: How liquidity shocks affect financial institutions and lead to economic crises G Chacko, CL Evans, H Gunawan, A Sjoman FT Press, 2011 | 21 | 2011 |
| Financial derivatives J Baz, G Chacko Cambridge Books, 2004 | 20 | 2004 |
| Multifactor interest rate dynamics and their implications for bond pricing G Chacko Manuscript, Harvard University, 1997 | 17 | 1997 |
| Continuous-time estimation of exponential separable term structure models: A general approach G Chacko manuscript, Harvard University, 1999 | 15 | 1999 |
| An index-based measure of liquidity G Chacko, S Das, R Fan Working Paper, Santa Clara University, 2012 | 14 | 2012 |
| Average interest G Chacko, S Das National Bureau of Economic Research, 1997 | 14 | 1997 |
| Valuation: methods and models in applied corporate finance G Chacko, CL Evans FT Press, 2014 | 13 | 2014 |
| A liquidity-based explanation of convertible arbitrage alphas G Batta, G Chacko, BG Dharan The Journal of Fixed Income 20 (1), 28-43, 2010 | 13 | 2010 |
