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 0 4 12 91
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 1 3 20 0 1 8 91
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 0 2 5 23
Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time? 0 0 0 4 0 2 10 20
Expected returns, risk premia, and volatility surfaces implicit in option market prices 0 0 0 20 0 1 7 132
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 0 0 11 188
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 0 1 7 45
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 1 1 8 263
Normal backwardation in short‐term interest rate futures markets 0 0 0 2 0 4 6 9
Price and volume effects associated with changes in the Dow Jones Averages 0 0 0 61 0 2 7 172
Price risk in the NYMEX energy complex: An extreme value approach 0 0 1 8 0 1 3 50
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 0 3 8 105
Total Journal Articles 0 1 4 291 1 22 92 1,189

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Statistics updated 2026-06-04