๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

MARGIN REQUIREMENTS AND THE BEHAVIOR OF SILVER FUTURES PRICES

โœ Scribed by Christopher K. Ma; G. Wenchi Kao; C.J. Frohlich


Book ID
111105538
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
910 KB
Volume
20
Category
Article
ISSN
0306-686X

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๐Ÿ“œ SIMILAR VOLUMES


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โœ Adrangi, Bahram; Chatrath, Arjun ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 273 KB ๐Ÿ‘ 2 views

This article investigates the impact of margin requirements on the trading activity and volatility in futures markets. We extend Hartzmark's (1986) model for futures demand to allow for the costs imposed by margins to change across the maturity of the contract. The model is tested employing data fro

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This article reexamines the evidence on the relationship between stock market margin buying and volatility, and discusses the implications for the regulation of futures markets margin requirements. Post-war data provide no evidence of a link between the initial margin requirements set by the Federal