Margin Regulation and Volatility

AuthorF. Kübler, Karl Schmedders, J. Brumm, M. Grill
JournalMargin Regulation and Volatility, J. Brumm, M. Grill, F. Kübler, and K. Schmedders, Journal of Monetary Economics, vol. 73, pp 54-68, 2015.
Date1 jan. 2015
CatégorieAcademic Publications
VolumeMargin Regulation and Volatility, J. Brumm, M. Grill, F. Kübler, and K. Schmedders, Journal of Monetary Economics, vol. 73, pp 54-68, 2015.