The market for crash risk.

The market for crash risk.

Bibliographic Details
Main Author: Bates, David S.
Format: Book
Language:English
Published: Cambridge, Mass. National Bureau of Economic Research 2001
Series:NBER working paper series no.8557
Subjects:
Stock exchange > Econometric models.
Stock options > Econometric models.
Financial futures > Econometric models.
Futures market > Econometric models.
Options (Finance) > Econometric models.
Hedging (Finance) > Econometric models.