Access Statistics for Tim Krehbiel

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY	0	0	2	28	0	1	4	79
Cointegration tests of the unbiased expectations hypothesis in metals markets	0	0	0	17	0	0	1	83
Do systematic risk premiums persist in eurodollar futures prices?	0	0	0	5	0	0	1	18
Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?	0	0	0	4	0	1	1	10
Expected returns, risk premia, and volatility surfaces implicit in option market prices	0	0	0	20	0	0	0	125
Extreme daily changes in U.S. Dollar London inter-bank offer rates	0	0	0	38	2	2	3	177
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis	0	2	4	14	0	2	6	38
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models	0	0	0	63	0	0	2	253
Normal backwardation in short‐term interest rate futures markets	0	0	0	2	0	0	0	3
Price and volume effects associated with changes in the Dow Jones Averages	0	0	0	61	0	0	0	165
Price risk in the NYMEX energy complex: An extreme value approach	0	0	1	7	0	0	5	47
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems	0	0	0	28	0	1	1	97
Total Journal Articles	0	2	7	287	2	7	24	1,095

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Statistics updated 2025-03-03