An edition of Valuing the futures market clearinghouse's default exposure during the 1987 crash (1998)

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

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Valuing the futures market clearinghouse's de ...
David S. Bates, David S. Bates
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Last edited by WorkBot
January 24, 2010 | History
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An edition of Valuing the futures market clearinghouse's default exposure during the 1987 crash (1998)

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

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
39

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Subjects

Econometric models, Prices, Stock index futures, Stock Market Crash, 1987

Places

United States

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Edition Availability
Cover of: Valuing the futures market clearinghouse's default exposure during the 1987 crash
Valuing the futures market clearinghouse's default exposure during the 1987 crash
1998, National Bureau of Economic Research
in English
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Book Details

Edition Notes

"April 1998."

JEL no. G23.

Includes bibliographical references (p. 37-39).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 6505, Working paper series (National Bureau of Economic Research) -- working paper no. 6505.

Classifications

Library of Congress
HB1 .W654 no. 6505

The Physical Object

Pagination
39 p. :
Number of pages
39

ID Numbers

Open Library
OL22403483M

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January 24, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page