The Impact of Decreased Margin Requirements on Futures Markets: Evidence from CSI 300 Index Futures-Reference-Cited by-同舟云学术

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The Impact of Decreased Margin Requirements on Futures Markets: Evidence from CSI 300 Index Futures

Published:2020-12-16 Issue: Volume: Page:1-13
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Huang Wenli¹,Luo Jingyu¹,Qian Yanhong¹,Zheng Yuqi¹

Affiliation:

1. China Academy of Financial Research, Zhejiang University of Finance & Economics, Hangzhou, China

Funder

National Natural Science Foundation of China

Natural Science Foundation of Zhejiang Province

Humanities and Social Science Youth Foundation of Ministry of Education of China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2020.1852925

Reference25 articles.

1. Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH

2. Margin requirements and systemic liquidity risk

3. Optimal margin requirement

4. Generalized autoregressive conditional heteroskedasticity

5. Cai, X.H. 2010. The mechanism analysis and empirical test of stock index futures affecting stock market fluctuation. PhD diss., Fudan University.

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Using the VaR Model to Study Basis Risk in Stock Index Futures: Evidence from the Chinese Futures Market;Operations Research and Fuzziology;2024

2. The time-varying lead-lag relationship between index futures and the cash index and its factors;Economic Research-Ekonomska Istraživanja;2022-06-28

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