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

Paul Kupiec ()

No 95, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Futures; Stock - Prices; Margins (Security trading) (search for similar items in EconPapers)
Date: 1989
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Working Paper: Futures margins and stock price volatility: is there any link? (1990)
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