
Margin Requirements, Volatility, and Market Integrity: What Have We Learned since the Crash?
Author(s) -
Paul H. Kupiec
Publication year - 1997
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.1997.22
Subject(s) - volatility (finance) , stock market crash , economics , leverage (statistics) , margin (machine learning) , econometrics , volatility smile , equity (law) , crash , stock (firearms) , monetary economics , stock market , financial economics , computer science , engineering , mechanical engineering , paleontology , horse , machine learning , political science , law , biology , programming language