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

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

Bibliographic Details
Main Author: Bates, David
Other Authors: Craine, Roger
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1998.
Subjects:
Stock index futures > Prices > Econometric models. > United States.
Stock Market Crash, 1987 > Econometric models.
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