The market for crash risk.

The market for crash risk.

Dettagli Bibliografici
Autore principale: Bates, David S.
Natura: Libro
Lingua:English
Pubblicazione: Cambridge, Mass. National Bureau of Economic Research 2001
Serie:NBER working paper series no.8557
Soggetti:
Stock exchange > Econometric models.
Stock options > Econometric models.
Financial futures > Econometric models.
Futures market > Econometric models.
Options (Finance) > Econometric models.
Hedging (Finance) > Econometric models.