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ECONIS (ZBW)
46
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1
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
Saved in:
2
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
Saved in:
3
Risky business : the allocation of capital
Craine, Roger N.
- In:
Journal of monetary economics
23
(
1989
)
2
,
pp. 201-218
Persistent link: https://www.econbiz.de/10001064792
Saved in:
4
Maturity intermediation and interest rate risk : hedging strategies for S & Ls
Craine, Roger N.
- In:
Review of research in futures markets : publ. three …
4
(
1985
)
3
,
pp. 390-403
Persistent link: https://www.econbiz.de/10001012113
Saved in:
5
Rational bubbles : a test
Craine, Roger N.
- In:
Journal of economic dynamics & control
17
(
1993
)
5
,
pp. 829-846
Persistent link: https://www.econbiz.de/10001148491
Saved in:
6
Exchange rate regime credibility, the agency cost of capital and devaluation
Craine, Roger N.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1431-1456
Persistent link: https://www.econbiz.de/10001668346
Saved in:
7
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
Saved in:
8
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
9
Innovate or stagnate : digitalisation in investment management
Bates, David
;
Migliore, Paul
- In:
Journal of securities operations & custody
10
(
2017/2018
)
4
,
pp. 296-304
Persistent link: https://www.econbiz.de/10011976025
Saved in:
10
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
Saved in:
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