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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. 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.
  5. 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.
  6. 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.
  7. 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.
  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

Research fields, statistics, top rankings, if available.

Statistics

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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
  2. Number of Journal Pages, Weighted by Recursive Impact Factor
  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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