Access Statistics for Tim Krehbiel

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
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 0 28 1 1 12 92
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 0 3 20 0 0 8 91
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 1 1 6 24
Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time? 0 0 0 4 0 0 10 20
Expected returns, risk premia, and volatility surfaces implicit in option market prices 0 0 0 20 1 2 9 134
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 1 1 12 189
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 1 1 8 46
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 0 1 8 263
Normal backwardation in short‐term interest rate futures markets 0 0 0 2 0 4 10 13
Price and volume effects associated with changes in the Dow Jones Averages 0 0 0 61 1 1 8 173
Price risk in the NYMEX energy complex: An extreme value approach 1 1 2 9 2 2 4 52
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 0 0 8 105
Total Journal Articles 1 1 5 292 8 14 103 1,202

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Statistics updated 2026-08-07