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1
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
Saved in:
2
An analysis of the determinants of portfolio selection
Krehbiel, Timothy L.
- In:
The quarterly review of economics and business : …
29
(
1989
)
3
,
pp. 43-56
Persistent link: https://www.econbiz.de/10001096830
Saved in:
3
Investment analysis by the individual investor
Yunker, James A.
- In:
The quarterly review of economics and business : …
28
(
1988
)
4
,
pp. 90-101
Persistent link: https://www.econbiz.de/10001063152
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
9
Do FOMC actions speak loudly? : evidence from corporate bond credit spreads
Javadi, Siamak
;
Nejadmalayeri, Ali
;
Krehbiel, Timothy L.
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
5
,
pp. 1877-1909
Persistent link: https://www.econbiz.de/10012006217
Saved in:
10
Measuring correlated default risk : a new metric and validity tests
Javadi, Siamak
;
Kim, Seoyoung
;
Krehbiel, Timothy L.
; …
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 6-29
Persistent link: https://www.econbiz.de/10011803728
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