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The asymmetric relation between margin requirements and stock market volatility across bull and bear markets

Gikas A. Hardouvelis

Publication Data

Title The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Author Gikas A. Hardouvelis
Contributors Andreas Pericli, Panayiotis Theodossiou
Publisher Centre for Economic Policy Research
Publication date 1997
Publication location London
Language English

Topics

Stock exchanges :: Mathematical models

Catalogue Data

OBNB ID GB9824543
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 50p.

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The asymmetric relation between margin requirements and stock market volatility across bull and bear markets by Gikas A. Hardouvelis. Published by Centre for Economic Policy Research in 1997. Publication and catalogue information, links to buy online and reader comments.

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