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Empirical performance of alternative pricing models of currency options
Sarwar, Ghulam; Krehbiel, Timothy L. - In: The journal of futures markets 20 (2000) 3, pp. 265-291
Persistent link: https://www.econbiz.de/10001485242
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Modeling nonlinear dynamics of daily futures price changes
Gao, Andre H.; Wang, George H. K. - In: The journal of futures markets 19 (1999) 3, pp. 325-351
Persistent link: https://www.econbiz.de/10001377991
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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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Trading volume and transaction costs in futures markets
Wang, George H. K. - In: The journal of futures markets 17 (1997) 7, pp. 757-780
Persistent link: https://www.econbiz.de/10001228473
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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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The failure of the mortgage-backed futures contract
Nothaft, Frank E. - In: The journal of futures markets 15 (1995) 5, pp. 585-603
Persistent link: https://www.econbiz.de/10001186661
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A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K. - In: The journal of futures markets 14 (1994) 4, pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
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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