Open AccessAn Empirical Analysis of Futures Margin Changes: Determinants and Policy Implications
Author(s) -
Nicole Abruzzo,
Yang-Ho Park
Publication year - 2014
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2014.86
Subject(s) - margin (machine learning) , leverage (statistics) , futures contract , volatility (finance) , recession , economics , monetary economics , empirical evidence , econometrics , financial economics , macroeconomics , statistics , philosophy , mathematics , epistemology , machine learning , computer science