| Original language | Undefined/Unknown |
|---|---|
| Title of host publication | Risk measurement and systemic risk |
| Editors | : Bank of Japan |
| Place of Publication | Tokyo |
| Pages | 409-434 |
| Number of pages | 26 |
| Publication status | Published - 1999 |
Research programs
- EUR ESE 01
Price discovery during periods of stress: Barings, the Kobe Quake and the Nikkei futures market
Research output: Chapter/Conference proceeding › Chapter › Academic