Futures margin regulation and stock market volatility : evidence from the Nikkei225 options market
Year of publication: |
1998
|
---|---|
Authors: | Nabil, Maghrebi M. |
Published in: |
Advances in Pacific Basin financial markets. - Stamford, Conn. : JAI Press, ZDB-ID 1236143-4. - Vol. 4.1998, p. 227-253
|
Subject: | Finanzmarktregulierung | Financial market regulation | Aktienmarkt | Stock market | Volatilität | Volatility | Futures | Japan | 1988-1994 |
-
Price effects of stock market liberalization in Taiwan
Kwan, Felix B., (1997)
-
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H., (1997)
-
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H., (1998)
- More ...
-
Return dynamics of Japanese stock index options
Nishina, Kazuhiko, (1997)
-
Nabil, Maghrebi M., (1994)
-
Return Dynamics of Japanese Stock Index Options
Nishina, Kazuhiko, (1997)
- More ...