Post-'87 crash fears in S&P 500 futures options
By: David S. Bates.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5894; Working paper series (National Bureau of Economic Research) -- working paper no. 5894.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 54
Subjects: Stock index futures -- Econometric models.; Stock Market Crash, 1987.
Notes: "January 1997."

Includes bibliographical references (p. 45-48).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.