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

Paul Kupiec

No 104, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Futures; Stock - Prices (search for similar items in EconPapers)
Date: 1990
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Related works:
Journal Article: Futures margins and stock price volatility: Is there any link? (1993)
Working Paper: Futures margins and stock price volatility: is there any link? (1989)
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