Margin requirements across equity-related instruments: how level is the playing field?
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References listed on IDEAS
- Stephen Figlewski, 1984. "Margins and market integrity: Margin setting for stock index futures and options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 4(3), pages 385-416, September.
- Paul H. Kupiec, 1994. "The performance of S&P 500 futures product margins under the SPAN margining system," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(7), pages 789-811, October.
- Cathy E. Minehan & Katerina Simons, 1995. "Managing risk in the 90's: what should you be asking about derivatives?," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 3-25.
- George Sofianos, 1988. "Margin requirements on equity instruments," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 47-60.
- Arturo Estrella, 1988. "Consistent margin requirements: are they feasible?," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 61-79.
- Peter Fortune, 1999. "Are stock returns different over weekends? a jump diffusion analysis of the "weekend effect"," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 3-19.
- Paul H. Kupiec, 1993. "The performance of S&P500 futures product margins under the span margining system," Finance and Economics Discussion Series 93-27, Board of Governors of the Federal Reserve System (U.S.).
- Gerald D. Gay & William C. Hunter & Robert W. Kolb, 1986. "A comparative analysis of futures contract margins," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(2), pages 307-324, June.
- Franklin R. Edwards, 1983. "The clearing association in futures markets: Guarantor and regulator," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(4), pages 369-392, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paul Willen & Felix Kubler, 2006.
"Collateralized Borrowing and Life-Cycle Portfolio Choice,"
NBER Working Papers
12309, National Bureau of Economic Research, Inc.
- Paul Willen & Felix Kubler, 2006. "Collateralized Borrowing And Life-Cycle Portfolio Choice," 2006 Meeting Papers 578, Society for Economic Dynamics.
- Paul S. Willen & Felix Kubler, 2006. "Collateralized borrowing and life-cycle portfolio choice," Public Policy Discussion Paper 06-4, Federal Reserve Bank of Boston.
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