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Research Paper / Federal Reserve Bank of New York
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Physica A: Statistical Mechanics and its Applications
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Margin requirements, price fluctuations and market participation in metal and stock index futures
Hardouvelis, Gikas A.
;
Kim, Dongcheol
-
Federal Reserve Bank of New York
-
1991
Persistent link: https://www.econbiz.de/10005717240
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Intertemporal asset pricing models and the cross section of expected stock returns
Hardouvelis, Gikas A.
;
Kim, Dongcheol
;
Wizman, Thierry A.
-
Federal Reserve Bank of New York
-
1992
Persistent link: https://www.econbiz.de/10005512204
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