Tim Krehbiel

Oklahoma State University - Stillwater - Spears School of Business

201 Business

Stillwater, OK 74078-0555

United States

SCHOLARLY PAPERS

3

DOWNLOADS

160

CITATIONS

0

Scholarly Papers (3)

1.

Measuring Correlated Default Risk: A New Metric and Validity Tests

Number of pages: 48 Posted: 20 Sep 2015 Last Revised: 04 Feb 2017
University of Texas - Rio Grande Valley, Santa Clara University, Oklahoma State University - Stillwater - Spears School of Business and Oklahoma State University - Department of Finance
Downloads 66 (281,491)

Abstract:

correlated default risk, correlation in probability of default, credit default swap (CDS) spreads, credit spreads

2.

All Risks Matter

25th Australasian Finance and Banking Conference 2012
Number of pages: 54 Posted: 12 Jul 2012 Last Revised: 14 Jul 2012
Weiping Li and Tim Krehbiel
Oklahoma State University and Oklahoma State University - Stillwater - Spears School of Business
Downloads 66 (246,702)

Abstract:

stochastic correlation, stochastic volatility, equity index option

3.

Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads

The Review of Finance, Forthcoming
Number of pages: 51 Posted: 05 Apr 2017
Siamak Javadi, Ali Nejadmalayeri and Tim Krehbiel
University of Texas - Rio Grande Valley, Oklahoma State University - Department of Finance and Oklahoma State University - Stillwater - Spears School of Business
Downloads 0 (484,564)

Abstract:

Fed Fund Rate, FOMC, Corporate Bonds, Credit Spreads, Monetary Policy Actions