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

Journal of Money, Credit and Banking

Volumn 31, Issue 2, 1999, Pages 248-272

  Bates, David ^b   Craine, Roger ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033457538     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.2307/2601232     Document Type: Article

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