Price discovery during periods of stress: Barings, the Kobe Quake and the Nikkei futures market

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publicationRisk measurement and systemic risk
Editors: Bank of Japan
Place of PublicationTokyo
Pages409-434
Number of pages26
Publication statusPublished - 1999

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