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~isPartOf:"The journal of futures markets"
~person:"Adkins, Lee Chester"
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Cointegration tests of the unbiased expectations hypothesis in metals markets
Krehbiel, Timothy L.
- In:
The journal of futures markets
13
(
1993
)
7
,
pp. 753-763
Persistent link: https://www.econbiz.de/10001152237
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Interest rate futures : evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
Krehbiel, Timothy L.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 531-543
Persistent link: https://www.econbiz.de/10001169817
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3
Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
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4
Price risk in the NYMEX energy complex : an extreme value approach
Krehbiel, Timothy L.
;
Adkins, Lee Chester
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 309-337
Persistent link: https://www.econbiz.de/10002647763
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