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

Bates, David

Valuing the futures market clearinghouse's default exposure during the 1987 crash - Cambridge, Mass. : National Bureau of Economic Research, 1998 - 39


STOCK INDEX FUTURES--PRICES--UNITED STATES--ECONOMETRIC MODELS
STOCK MARKET CRASH, 1987--ECONOMETRIC MODELS
ECONOMICS--RESEARCH

HG4551 / B373V

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