David S. Bates

Henry B. Tippie College of Business
Department of Finance
University of Iowa
Iowa City, IA 52242-1000
Tel: 319/353-2288
Fax: 319/335-3690

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
NBER Program Affiliations: AP
NBER Affiliation: Research Associate
Institutional Affiliation: University of Iowa

NBER Working Papers and Publications

February 2016How Crashes Develop: Intradaily Volatility and Crash Evolution

Published: DAVID S. BATES, 2019. "How Crashes Develop: Intradaily Volatility and Crash Evolution," The Journal of Finance, vol 74(1), pages 193-238.

April 2009U.S. Stock Market Crash Risk, 1926-2006
May 2003Maximum Likelihood Estimation of Latent Affine Processes

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

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 Not-for-Profit and For-Profit Institutions, David M. Cutler, editor
January 1999Financial Markets' Assessment of EMU

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

Published: Journal of Econometrics, Vol. 94, nos. 1/2 (2000): 181-238.

May 1995Testing Option Pricing Models

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

Published: Review of Financial Studies, Vol. 9, no. 1 (1996): 69-107.

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