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Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?
Vaidyanathan, Ravi - In: The journal of futures markets 12 (1992) 6, pp. 659-677
Persistent link: https://www.econbiz.de/10001133905
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Cointegration tests of the unbiased expectations hypothesis in metals markets
Krehbiel, Timothy L. - In: The journal of futures markets 13 (1993) 7, pp. 753-763
Persistent link: https://www.econbiz.de/10001152237
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Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 8, pp. 899-913
Persistent link: https://www.econbiz.de/10001209794
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Interest rate futures : evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
Krehbiel, Timothy L. - In: The journal of futures markets 14 (1994) 5, pp. 531-543
Persistent link: https://www.econbiz.de/10001169817
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Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 4, pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
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Price risk in the NYMEX energy complex : an extreme value approach
Krehbiel, Timothy L.; Adkins, Lee Chester - In: The journal of futures markets 25 (2005) 4, pp. 309-337
Persistent link: https://www.econbiz.de/10002647763