The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets.
| Autor: | Hardouvelis, Gikas A.1, Theodossiou, Panayiotis2 theodoss@camden.rutgers.edu. |
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| Zdroj: | Review of Financial Studies. Winter2002, Vol. 15 Issue 5, p1525. 35p. 6 Charts, 1 Graph. |
| Databáze: | Business Source Ultimate |
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