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A Test of the Cox, Ingersoll,...
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1
A test of the Cox, Ingersoll, and Ross model of the term structure
Gibbons, Michael R.
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 619-658
Persistent link: https://www.econbiz.de/10001159893
Saved in:
2
Building green without losing green : managing risks in sustainable design and construction contracts
Gibbons, Michael R.
- In:
The real estate finance journal
25
(
2009/10
)
3
,
pp. 51-76
Persistent link: https://www.econbiz.de/10003918108
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3
A simple econometric approach for utilitybased asset pricing models
Brown, David P.
;
Gibbons, Michael R.
- In:
The journal of finance : the journal of the American …
40
(
1985
)
2
,
pp. 359-381
Persistent link: https://www.econbiz.de/10001953296
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4
A test of the efficiency of a given portfolio
Gibbons, Michael R.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1121-1152
Persistent link: https://www.econbiz.de/10001076157
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5
Empirical tests of the consumption-oriented CAPM
Breeden, Douglas T.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
2
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001072951
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6
A dynamic model for the forward curve
Chua, Choong Tze
;
Foster, Dean P.
;
Ramaswamy, Krishna
; …
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 265-310
Persistent link: https://www.econbiz.de/10003716162
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7
Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
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8
Looking for spot in the presence of futures
Ramaswamy, Krishna
;
Waldron, Patrick
- In:
International review of finance
4
(
2003
)
3/4
,
pp. 101-123
Persistent link: https://www.econbiz.de/10003108897
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9
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 393-430
Persistent link: https://www.econbiz.de/10001105896
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10
Looking for spot in the presence of futures
Ramaswamy, Krishna
;
Waldron, Patrick
-
1997
Persistent link: https://www.econbiz.de/10000975671
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