Futures margins and stock price volatility: is there any link?
Year of publication: |
1989
|
---|---|
Authors: | Kupiec, Paul H. |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Futures | Stock - Prices | Margins (Security trading) |
-
Moser, James T., (1990)
-
Margin requirements, price fluctuations and market participation in metal and stock index futures
Hardouvelis, Gikas A., (1991)
-
Initial margin requirements and stock returns volatility: another look
Kupiec, Paul H., (1989)
- More ...
-
The pre-commitment approach: using incentives to set market risk capital requirements
Kupiec, Paul H., (1997)
-
Microeconomic sources of beta risk instability
Kupiec, Paul H., (1989)
-
Initial margin requirements and stock returns volatility: another look
Kupiec, Paul H., (1989)
- More ...