NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by David S. Bates

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

April 2009U.S. Stock Market Crash Risk, 1926-2006
w14913
May 2003Maximum Likelihood Estimation of Latent Affine Processes
w9673
October 2001The Market for Crash Risk
w8557
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
w6874
April 1998Valuing the Futures Market Clearinghouse's Default Exposure During the 1987 Crash
with Roger Craine: w6505
January 1997Post-'87 Crash Fears in S&P 500 Futures Options
w5894
May 1995Testing Option Pricing Models
w5129
December 1993Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options
w4596

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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