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 6 8 87
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 0 2 19 0 2 7 90
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 0 3 3 21
Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time? 0 0 0 4 0 2 8 18
Expected returns, risk premia, and volatility surfaces implicit in option market prices 0 0 0 20 0 4 6 131
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 0 5 11 188
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 0 2 6 44
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 0 5 8 262
Normal backwardation in short‐term interest rate futures markets 0 0 0 2 1 3 3 6
Price and volume effects associated with changes in the Dow Jones Averages 0 0 0 61 0 4 5 170
Price risk in the NYMEX energy complex: An extreme value approach 0 0 1 8 0 0 2 49
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 1 4 6 103
Total Journal Articles 0 0 3 290 2 40 73 1,169

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09