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Krishna Ramaswamy

Personal Details

First Name:Krishna
Middle Name:
Last Name:Ramaswamy
Suffix:
RePEc Short-ID:pra1015

Affiliation

Wharton School of Business
University of Pennsylvania

Philadelphia, Pennsylvania (United States)
http://www.wharton.upenn.edu/
RePEc:edi:wsupaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Krishna Ramaswamy & Choong-Tze Chua & Winston T.H. Koh, 2004. "Profiting from Mean-Reverting Yield Curve Trading Strategies," Econometric Society 2004 Australasian Meetings 142, Econometric Society.
  2. Krishna Ramaswamy & Patrick Waldron, 1997. "Looking for Spot in the Presence of Futures," Economics Technical Papers 973, Trinity College Dublin, Department of Economics.
  3. Gibbons, M.R. & Ramaswamy, K., 1988. "The Term Structure Of Interest Rates: Empirical Evidence," Papers 174, Columbia - Center for Futures Markets.
  4. In Joon Kim & Krishna Ramaswamy & Suresh Sundaresan, "undated". "The Valuation of Corporate Fixed Income Securities," Rodney L. White Center for Financial Research Working Papers 32-89, Wharton School Rodney L. White Center for Financial Research.
  5. Daniel B. Nelson & Krishna Ramaswamy, "undated". "Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003)," Rodney L. White Center for Financial Research Working Papers 30-89, Wharton School Rodney L. White Center for Financial Research.
  6. Craig A. MacKinlay & Krishna Ramaswamy, "undated". "Program Trading and the Behavior of Stock Index Futures Prices," Rodney L. White Center for Financial Research Working Papers 30-87, Wharton School Rodney L. White Center for Financial Research.
  7. Krishna Ramaswamy & Suresh Sundaresan, "undated". "The Valuation of Floating Rate Instruments - Theory and Evidence," Rodney L. White Center for Financial Research Working Papers 21-85, Wharton School Rodney L. White Center for Financial Research.
  8. Michael R. Gibbons & Krishna Ramaswamy, "undated". "A Test of the Cox, Ingersoll, and Ross Model of the Term Structure," Rodney L. White Center for Financial Research Working Papers 8-92, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Choong Tze Chua & Dean Foster & Krishna Ramaswamy & Robert Stine, 2008. "A Dynamic Model for the Forward Curve," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 265-310, January.
  2. Krishna Ramaswamy & Patrick Waldron, 2003. "Looking for Spot in the Presence of Futures," International Review of Finance, International Review of Finance Ltd., vol. 4(3‐4), pages 101-123, September.
  3. Gibbons, Michael R & Ramaswamy, Krishna, 1993. "A Test of the Cox, Ingersoll, and Ross Model of the Term Structure," The Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 619-658.
  4. In Joon Kim & Krishna Ramaswamy & Suresh Sundaresan, 1993. "Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model," Financial Management, Financial Management Association, vol. 22(3), Fall.
  5. Nelson, Daniel B & Ramaswamy, Krishna, 1990. "Simple Binomial Processes as Diffusion Approximations in Financial Models," The Review of Financial Studies, Society for Financial Studies, vol. 3(3), pages 393-430.
  6. A. Craig MacKinlay, Krishna Ramaswamy, 1988. "Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices," The Review of Financial Studies, Society for Financial Studies, vol. 1(2), pages 137-158.
  7. Ramaswamy, Krishna & Sundaresan, Suresh M., 1986. "The valuation of floating-rate instruments : Theory and evidence," Journal of Financial Economics, Elsevier, vol. 17(2), pages 251-272, December.
  8. Ramaswamy, Krishna & Sundaresan, Suresh M, 1985. "The Valuation of Options on Futures Contracts," Journal of Finance, American Finance Association, vol. 40(5), pages 1319-1340, December.
  9. Litzenberger, Robert H & Ramaswamy, Krishna, 1982. "The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects?," Journal of Finance, American Finance Association, vol. 37(2), pages 429-443, May.
  10. Litzenberger, Robert H & Ramaswamy, Krishna, 1980. "Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium," Journal of Finance, American Finance Association, vol. 35(2), pages 469-482, May.
  11. Litzenberger, Robert & Ramaswamy, Krishna & Sosin, Howard, 1980. "On the CAP M Approach to the Estimation of a Public Utility's Cost of Equity Capital," Journal of Finance, American Finance Association, vol. 35(2), pages 369-383, May.
  12. Litzenberger, Robert H. & Ramaswamy, Krishna, 1979. "The effect of personal taxes and dividends on capital asset prices : Theory and empirical evidence," Journal of Financial Economics, Elsevier, vol. 7(2), pages 163-195, June.
    RePEc:taf:apfiec:v:15:y:2005:i:17:p:1213-1218 is not listed on IDEAS

More information

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
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  3. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  5. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 2004-10-30

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