What Does the Market Think About Your Y2K Exposure?
1 December 1999
By Dr. Vinita Juneja, Dr. Denise Martin and Dr. David Tabak
In this article, NERA economists used data derived from option premiums to analyze market perceptions of companies' Y2K exposures in 1999. They also discuss how the same technique can be applied to other company-specific risks, including current risk exposures.
This article was published in Viewpoint, pp. 1-4, 1999.
