Krishna Ramaswamy

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7368-4429

Publications

• A Dynamic Model for the Forward Curve — The Review of Financial Studies 2008
• A Test of the Cox, Ingersoll, and Ross Model of the Term Structure — The Review of Financial Studies 1993
• Simple Binomial Processes as Diffusion Approximations in Financial Models — The Review of Financial Studies 1990
• Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices — The Review of Financial Studies 1988
• The valuation of floating-rate instruments — Journal of Financial Economics 1986
• The Valuation of Options on Futures Contracts — The Journal of Finance 1985
• The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects? — The Journal of Finance 1982
• On the CAPM Approach to the Estimation of A Public Utility's Cost of Equity Capital — The Journal of Finance 1980
• Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium — The Journal of Finance 1980
• The effect of personal taxes and dividends on capital asset prices — Journal of Financial Economics 1979