THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS

D.S. Bates

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Keywords: financial market; prices; risk (search for similar items in EconPapers)
Pages: 32 pages
Date: 1990
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennif:28-90

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