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Futures margins and stock price volatility: Is there any link?

Paul Kupiec

Journal of Futures Markets, 1993, vol. 13, issue 6, 677-691

Date: 1993
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Related works:
Working Paper: Futures margins and stock price volatility: is there any link? (1990)
Working Paper: Futures margins and stock price volatility: is there any link? (1989)
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