Margin requirements, margin loans, and margin rates: practice and principles
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References listed on IDEAS
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Why Margin Requirements Made Sense in 1934
by Mike Guttentag in The conglomerate on 2008-10-31 03:06:19
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Matsypura, Dmytro & Pauwels, Laurent L., 2016. "Does portfolio margining make borrowing more attractive?," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 128-134.
- D. Matsypura & V.G. Timkovsky, 2013. "Integer programs for margining option portfolios by option spreads with more than four legs," Computational Management Science, Springer, vol. 10(1), pages 51-76, February.
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- Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2015.
"Margin regulation and volatility,"
Journal of Monetary Economics, Elsevier, vol. 75(C), pages 54-68.
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- Florackis, Chris & Kostakis, Alexandros & Kontonikas, Alexandros, 2011. "Transmission of macro-liquidity shocks to liquidity-sorted stock portfoliosâ€™ returns: The role of the financial crisis," SIRE Discussion Papers 2011-31, Scottish Institute for Research in Economics (SIRE).
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"Leverage-induced systemic risk under Basle II and other credit risk policies,"
Journal of Banking & Finance, Elsevier, vol. 42(C), pages 199-212.
- Sebastian Poledna & Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2013. "Leverage-induced systemic risk under Basle II and other credit risk policies," Papers 1301.6114, arXiv.org, revised Jan 2014.
- Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, 2010. "Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis," Working Papers 2011_22, Business School - Economics, University of Glasgow, revised Apr 2011.
- Guanghui Huang & Wenting Xin & Weiqing Gu, 2012. "Active margin system for margin loans and its application in Chinese market: using cash and randomly selected stock as collateral," Papers 1202.4913, arXiv.org, revised Feb 2012.
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- Garivaltis, Alex, 2019. "Two resolutions of the margin loan pricing puzzle," Research in Economics, Elsevier, vol. 73(2), pages 199-207.
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