Forecasting Stock Market Crashes is Hard--Especially Future Ones: Can Option Prices Help?
Posted: 16 Dec 2014
Date Written: May 7, 2014
Abstract
Stock market gyrations are notoriously hard to predict, and not for lack of effort by legions of investors, market commentators and academics.
Suggested Citation: Suggested Citation
Engstrom, Eric C., Forecasting Stock Market Crashes is Hard--Especially Future Ones: Can Option Prices Help? (May 7, 2014). FEDS Notes No. 2014-05-07, Available at SSRN: https://ssrn.com/abstract=3750047 or http://dx.doi.org/10.17016/2380-7172.0017
Eric C. Engstrom (Contact Author)
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