The Asymmetric Relation Between Initial Margin Requirements...

Review of Financial Studies 2002 / 10 Vol. 15; Iss. 5

The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Hardouvelis, G. A., Theodossiou, P.
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Volume:
15
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/15.5.1525
Date:
October, 2002
File:
PDF, 203 KB
english, 2002
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