Determining margin for futures contracts: the role of private interests and the relevance of excess volatility
Year of publication: |
1992
|
---|---|
Authors: | Moser, James T. |
Published in: |
Economic Perspectives. - Federal Reserve Bank of Chicago. - 1992, Mar, v. 16, no. 2, p. 2-18
|
Publisher: |
Federal Reserve Bank of Chicago |
Subject: | Margins (Security trading) | Futures | Risk |
-
Greenspan, Alan, (1991)
-
Determination of collateral deposits by bilateral parties and clearinghouses.
Baer, Herbert L., (1995)
-
Margin requirements, price fluctuations and market participation in metal and stock index futures
Hardouvelis, Gikas A., (1991)
- More ...
-
The effect of bank-held derivatives on credit accessibility
Brewer, Elijah, (1994)
-
Moser, James T., (1994)
-
Opportunity cost and prudentiality : a representative-agent model of futures clearinghouse behavior
Baer, Herbert L., (1993)
- More ...