The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility across Bull and Bear Markets

CFA Digest ◽  
2003 ◽  
Vol 33 (2) ◽  
pp. 37-39
Author(s):  
Charles F. Peake
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Margin Requirements ◽  
Bear Markets ◽  
Asymmetric Relation ◽  
Bull And Bear Markets

Margin requirements and stock market volatility

1988 ◽  
Vol 28 (3) ◽  
pp. 251-254 ◽  
Author(s):  
Stephen P. Ferris ◽  
Don M. Chance
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Margin Requirements

Estimating Emerging Stock Market Volatility Using Garch Family Models

2011 ◽  
Vol 3 (9) ◽  
pp. 331-333 ◽  
Author(s):  
Ramona Birău ◽  
◽  
Jatin Trivedi
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Family Models
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