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Valuing the futures-market performance guarantee
Craine, Roger N. - In: Macroeconomic dynamics 1 (1997) 4, pp. 701-719
Persistent link: https://www.econbiz.de/10001630092
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Valuing the futures market performance guarantee
Craine, Roger N. - 1996
Persistent link: https://www.econbiz.de/10001442564
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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How crashes develop : intradaily volatility and crash evolution
Bates, David S. - 2016
Persistent link: https://www.econbiz.de/10011451109
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The crash of '87 : was it expected? ; the evidence from options markets
Bates, David S. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1009-1044
Persistent link: https://www.econbiz.de/10001110299
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US stock market crash risk, 1926 - 2006
Bates, David S. - 2009
Persistent link: https://www.econbiz.de/10003837108
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The market for crash risk
Bates, David S. - 2001
Persistent link: https://www.econbiz.de/10001621523
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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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The market for crash risk
Bates, David S. - In: Journal of economic dynamics & control 32 (2008) 7, pp. 2291-2321
Persistent link: https://www.econbiz.de/10003732926
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Empirical option pricing models
Bates, David S. - In: Annual review of financial economics 14 (2022), pp. 369-389
Persistent link: https://www.econbiz.de/10013461154