The performance of S&P500 futures product margins under the span margining system

Paul Kupiec

No 93-27, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Futures; Margins (Security trading) (search for similar items in EconPapers)
Date: 1993
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Journal Article: The performance of S&P 500 futures product margins under the SPAN margining system (1994)
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