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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
Saved in:
2
Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
8
,
pp. 899-913
Persistent link: https://www.econbiz.de/10001209794
Saved in:
3
Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?
Vaidyanathan, Ravi
- In:
The journal of futures markets
12
(
1992
)
6
,
pp. 659-677
Persistent link: https://www.econbiz.de/10001133905
Saved in:
4
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
Saved in:
5
An empirical investigation of the relationship between ownership structure and operating performance of newly privatized Czech firms
Harper, Joel T.
;
Krehbiel, Timothy L.
-
1999
Persistent link: https://www.econbiz.de/10001618783
Saved in:
6
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
Saved in:
7
Investment analysis by the individual investor
Yunker, James A.
- In:
The quarterly review of economics and business : …
28
(
1988
)
4
,
pp. 90-101
Persistent link: https://www.econbiz.de/10001063152
Saved in:
8
An analysis of the determinants of portfolio selection
Krehbiel, Timothy L.
- In:
The quarterly review of economics and business : …
29
(
1989
)
3
,
pp. 43-56
Persistent link: https://www.econbiz.de/10001096830
Saved in:
9
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
Saved in:
10
Expected returns, risk premia, and volatility surfaces implicit in option market prices
Câmara, António
;
Krehbiel, Timothy L.
;
Li, Weiping
- In:
Journal of banking & finance
35
(
2011
)
1
,
pp. 215-230
Persistent link: https://www.econbiz.de/10009244419
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