Details about Krishna Ramaswamy

Access statistics for papers by Krishna Ramaswamy.

Last updated 2019-04-23. Update your information in the RePEc Author Service.

Short-id: pra1015

Working Papers

2004

1. Profiting from Mean-Reverting Yield Curve Trading Strategies
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (2)

1997

2. Looking for Spot in the Presence of Futures
   Economics Technical Papers, Trinity College Dublin, Economics Department
   See also Journal Article in International Review of Finance (2003)

1988

3. THE TERM STRUCTURE OF INTEREST RATES: EMPIRICAL EVIDENCE
   Working Papers, Columbia - Center for Futures Markets

Undated

4. A Test of the Cox, Ingersoll, and Ross Model of the Term Structure
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
   See also Journal Article in Review of Financial Studies (1993)
5. Program Trading and the Behavior of Stock Index Futures Prices
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
6. Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
7. The Valuation of Corporate Fixed Income Securities
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (4)
8. The Valuation of Floating Rate Instruments - Theory and Evidence
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
   See also Journal Article in Journal of Financial Economics (1986)

Journal Articles

2008

1. A Dynamic Model for the Forward Curve
   Review of Financial Studies, 2008, 21, (1), 265-310 View citations (1)

2005

2. Comparing returns of US treasuries versus equities: implications for market and portfolio efficiency
   Applied Financial Economics, 2005, 15, (17), 1213-1218 View citations (5)

2003

3. Looking for Spot in the Presence of Futures*
   International Review of Finance, 2003, 4, (3‐4), 101-123
   See also Working Paper (1997)

1993

4. A Test of the Cox, Ingersoll, and Ross Model of the Term Structure
   Review of Financial Studies, 1993, 6, (3), 619-58 View citations (52)
   See also Working Paper
5. Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model
   Financial Management, 1993, 22, (3) View citations (101)

1990

6. Simple Binomial Processes as Diffusion Approximations in Financial Models
   Review of Financial Studies, 1990, 3, (3), 393-430 View citations (86)

1988

7. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices
   Review of Financial Studies, 1988, 1, (2), 137-158 View citations (38)

1986

8. The valuation of floating-rate instruments: Theory and evidence
   Journal of Financial Economics, 1986, 17, (2), 251-272 View citations (30)
   See also Working Paper

1985

9. The Valuation of Options on Futures Contracts
   Journal of Finance, 1985, 40, (5), 1319-40 View citations (21)

1982

10. The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects?
    Journal of Finance, 1982, 37, (2), 429-43 View citations (57)

1980

11. Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium
    Journal of Finance, 1980, 35, (2), 469-82 View citations (25)
12. On the CAP M Approach to the Estimation of a Public Utility's Cost of Equity Capital
    Journal of Finance, 1980, 35, (2), 369-83 View citations (3)

1979

13. The effect of personal taxes and dividends on capital asset prices: Theory and empirical evidence
    Journal of Financial Economics, 1979, 7, (2), 163-195 View citations (164)