Work

Valuing the Futures Market Clearinghouse's Default Exposure during the 1987 Crash

Year: 1999

Type: article

Source: Journal of money credit and banking

DOI: 10.2307/2601232

Authors: David Bates, Roger Craine

Institutions: University of Iowa, National Bureau of Economic Research, University of California, Berkeley

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2013922982

FWCI: 0.688

Cites:

Cited by: 29

Related to: 10