NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by David S. Bates

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

April 2009U.S. Stock Market Crash Risk, 1926-2006
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May 2003Maximum Likelihood Estimation of Latent Affine Processes
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Published: Bates, David S. "Maximum Likelihood Estimation Of Latent Affine Processes," Review of Financial Studies, 2006, v19(3,Fall), 909-965.

October 2001The Market for Crash Risk
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Published: Bates, David S. "The Market for Crash Risk." Journal of Economic Dynamics and Control 32, 7 (July 2008): 2291-2321.

January 2000Implications of Managed Care for Teaching Hospitals Comparisons of Traditional and Managed Care Medical Services within a Single Institution
with David Meltzer, Frederick L. Hiltz
in The Changing Hospital Industry: Comparing For-Profit and Not-for-Profit Institutions, David M. Cutler, editor
January 1999Financial Markets' Assessment of EMU
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Published: Carnegie-Rochester Conference Series on Public Policy, Vol. 51, no. 1(1999): 229-269.

April 1998Valuing the Futures Market Clearinghouse's Default Exposure During the 1987 Crash
with Roger Craine: w6505

Published: Journal of Money, Credit and Banking, Vol. 31, no. 2 (1999): 248-272.

January 1997Post-'87 Crash Fears in S&P 500 Futures Options
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Published: Journal of Econometrics, Vol. 94, nos. 1/2 (2000): 181-238.

May 1995Testing Option Pricing Models
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Published: in G.S. Maddale and C.R. Rao, editers, Handbook of Statistics: Statistical Methods in Finance, Vol. 14, 1996, pp. 567-611.

December 1993Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options
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Published: Review of Financial Studies, Vol. 9, no. 1 (1996): 69-107.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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