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	0	28	0	0	3	81
Cointegration tests of the unbiased expectations hypothesis in metals markets	2	2	2	19	2	3	5	88
Do systematic risk premiums persist in eurodollar futures prices?	0	0	0	5	0	0	0	18
Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?	0	0	0	4	3	6	6	16
Expected returns, risk premia, and volatility surfaces implicit in option market prices	0	0	0	20	1	2	2	127
Extreme daily changes in U.S. Dollar London inter-bank offer rates	0	0	0	38	3	6	8	183
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis	0	0	1	14	1	4	5	42
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models	0	0	0	63	2	2	4	257
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	1	1	1	166
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	2	2	99
Total Journal Articles	2	2	4	290	14	26	38	1,129

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Statistics updated 2026-01-09