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
Jump to Journal Articles
Working Papers
2004
- Profiting from Mean-Reverting Yield Curve Trading Strategies
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (2)
1997
- 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
- THE TERM STRUCTURE OF INTEREST RATES: EMPIRICAL EVIDENCE
Working Papers, Columbia - Center for Futures Markets
Undated
- 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)
- 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
- 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)
- 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)
- 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
- A Dynamic Model for the Forward Curve
Review of Financial Studies, 2008, 21, (1), 265-310 View citations (1)
2005
- 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
- Looking for Spot in the Presence of Futures*
International Review of Finance, 2003, 4, (3‐4), 101-123 
See also Working Paper (1997)
1993
- 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
- Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model
Financial Management, 1993, 22, (3) View citations (101)
1990
- Simple Binomial Processes as Diffusion Approximations in Financial Models
Review of Financial Studies, 1990, 3, (3), 393-430 View citations (86)
1988
- Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices
Review of Financial Studies, 1988, 1, (2), 137-158 View citations (38)
1986
- 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
- The Valuation of Options on Futures Contracts
Journal of Finance, 1985, 40, (5), 1319-40 View citations (21)
1982
- 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
- Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium
Journal of Finance, 1980, 35, (2), 469-82 View citations (25)
- 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
- 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)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|