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Dollar jump fears : 1984 - 1992 ; distributional abnormalities implicit in currency futures options
Bates, David S. - In: Journal of international money and finance 15 (1996) 1, pp. 65-93
Persistent link: https://www.econbiz.de/10001197734
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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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Valuing the futures market clearinghouse's default exposure during the 1987 crash
Bates, David S.; Craine, Roger N. - In: Journal of money, credit and banking : JMCB 31 (1999) 2, pp. 248-272
Persistent link: https://www.econbiz.de/10001397768
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Financial markets' assessments of EMU
Bates, David S. - In: Carnegie Rochester conference series on public policy : … 51 (1999), pp. 229-269
Persistent link: https://www.econbiz.de/10001467328
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Financial markets' assessments of EMU: a comment
Favero, Carlo A. - In: Carnegie Rochester conference series on public policy : … 51 (1999), pp. 271-280
Persistent link: https://www.econbiz.de/10001467329
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Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S. - 1994
Persistent link: https://www.econbiz.de/10000941571
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1995
Persistent link: https://www.econbiz.de/10000941574
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Testing option pricing models
Bates, David S. - 1996
Persistent link: https://www.econbiz.de/10001320236
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Financial markets' assessment of EMU
Bates, David S. - 1998
Persistent link: https://www.econbiz.de/10001354749
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The market for crash risk
Bates, David S. - 2001
Persistent link: https://www.econbiz.de/10001621523