The market for crash risk

Journal of Economic Dynamics and Control

Volumn 32, Issue 7, 2008, Pages 2291-2321

  Bates, David S ^a  

^a UNIVERSITY OF IOWA   (United States)

Author keywords

Complete markets; Dynamic equilibria; Heterogeneous agents; Stock index options

Indexed keywords

EID: 44449109543     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2007.09.020     Document Type: Article

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