The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets-Reference-Cited by-同舟云学术

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

Published:2002-10 Issue:5 Volume:15 Page:1525-1559
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Hardouvelis Gikas A.,Theodossiou Panayiotis

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/15/5/1525/5318093/151525.pdf

Reference32 articles.

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2. Estimation and Inference in Nonlinear Structural Models;Bernt;Annals of Economics and Social Measurement,”,1974

3. Black F. , 1976, “Studies of Stock Market Volatility Changes,” 1976 Proceedings of the American Statistical Association, Business and Economics Statistics Section, 177–181.

4. Prudent Margin Levels in the Finnish Stock Index Futures Market

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