Initial margin requirements and stock returns volatility: another look
Paul Kupiec ()
No 53, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)
Keywords: Margins (Security trading); Stock - Prices (search for similar items in EconPapers)
Date: 1989, Revised 1989
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfe:53
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