The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Gikas Hardouvelis, Andreas Pericli and Panayiotis Theodossiou
| Year of publication: |
1997
|
|---|---|
| Authors: | Hardouvelis, Gikas A. |
| Other Persons: | Pericli, Andreas Neophytou (contributor) ; Theodossiou, Panayiotis (contributor) |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation | Theorie | Theory | USA | United States | 1934-1994 |
| Extent: | 50 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 1746 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013424729