An Empirical Analysis of Futures Margin Changes: Determinants and Policy Implications
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Cited by:
- Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015.
"The impact of CCPs' margin policies on repo markets,"
BIS Working Papers
515, Bank for International Settlements.
- Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers) 1028, Bank of Italy, Economic Research and International Relations Area.
- Jarrow, Robert A. & Kwok, Simon S., 2023. "Futures contract collateralization and its implications," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Jin, YangKyu & Suh, Sangwon, 2024. "Procyclical variation margins in central clearing," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
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More about this item
Keywords
Margin; futures; volatility; central counterparties; procyclicality; race to the bottom; Dodd-Frank Act;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2014-12-08 (Corporate Finance)
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