Margin constraints and asset prices
Year of publication: |
2025
|
---|---|
Authors: | Ahn, Jungkyu |
Subject: | margin-CAPM | margin valuation adjustments | Dodd-Frank Act | uncleared margin rule | cross-as-set netting | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | CAPM | Derivat | Derivative | Börsenkurs | Share price |
Description of contents: | Description [doi.org] |
-
The impact of margin requirements on voluntary clearing decisions
Onur, Esen, (2024)
-
Do margin requirements affect asset prices?
Giovannetti, Bruno, (2012)
-
Will Tighter Futures Price Limits Decrease Hedge Effectiveness?
Dark, Jonathan, (2010)
- More ...
-
What drives the TIPS-Treasury bond mispricing?
Ahn, Jungkyu, (2023)
-
Options illiquidity in an over-the-counter market
Ahn, Jungkyu, (2024)
-
Clogged pipes in the repo market
Ahn, Jungkyu, (2023)
- More ...