An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Year of publication: |
1999
|
---|---|
Authors: | Walsh, David M. ; Quek, Jinwei |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 1, p. 1-29
|
Subject: | Baring Brothers | Index-Futures | Index futures | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Erdbeben | Earthquake | Japan | Großbritannien | United Kingdom | Bankinsolvenz | Bank failure | Singapur | Singapore | 1995 |
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