Wan, Difang; Yang, Yang; Fang, Dong; Yang, Guang - In: China Finance Review International 1 (2010) 1, pp. 34-56
Purpose – The purpose of this paper is to investigate whether the change of margin in Chinese futures markets has policy spillover effects. Design/methodology/approach – The paper constructs a model based on Harzmark and on Chng, taking Chinese futures markets status quo as a single species...