Valuing the future market clearinghouse's default exposure during the 1987 crash

Valuing the future market clearinghouse's default exposure during the 1987 crash

Détails bibliographiques
Auteur principal: Bates, David
Autres auteurs: Craine, Roger
Format: Livre
Langue:English
Publié: Cambridge National Bureau of Economic Research 1998.
Sujets:
Stock index futures > Prices > Econometric models. > United States.
Stock Market Crash, 1987 > Econometric models.
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