This chapter presents historical economic crises that are taken into account for the analysis of the standardized strategies tradable on Eurex. The periods considered for the crisis scenarios are based on the historical events that led to each respective crisis.

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Data Collection of Crisis Scenarios

  • Stefan Meyer

摘要

This chapter presents historical economic crises that are taken into account for the analysis of the standardized strategies tradable on Eurex. The periods considered for the crisis scenarios are based on the historical events that led to each respective crisis.