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Keywords:Margins (Security trading) 

Futures margin and excess volatility

Chicago Fed Letter , Issue Jun

Journal Article
Statement to Congress, February 7, 1991 (Title III of S.207, The Intermarket Coordination Act of 1991)

Federal Reserve Bulletin , Issue Apr , Pages 238-240

Discussion Paper
The adequacy and consistency of margin requirements in the markets for stocks and derivative products

Staff Studies , Paper 158

Margin requirements, speculative trading and stock price fluctuations: the case of Japan

Research Paper , Paper 9006

Setting futures margins: who?...and how high?

Chicago Fed Letter , Issue May

Working Paper
Futures margins and stock price volatility: is there any link?

Finance and Economics Discussion Series , Paper 95

Journal Article
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility

Economic Perspectives , Volume 16 , Issue Mar , Pages 2-18

Working Paper
Animal spirits, margin requirements, and stock price volatility

Finance and Economics Discussion Series , Paper 91

Margin requirements, volatility, and the transitory component of stock prices

Research Paper , Paper 8818

Journal Article
Margin requirements, margin loans, and margin rates: practice and principles

The Board of Governors of the Federal Reserve System establishes initial margin requirements under Regulations T, U, and X. Recent margin loan increases, both in aggregate value and relative to market capitalization, have rekindled the debate about using margin requirements as an instrument to affect the prices of common stocks. Proponents of a more active margin requirement policy see the regulations as instruments for affecting the level and volatility of stock prices by influencing investors' demand for common stocks. Others believe that the announcement effects of increased margin ...
New England Economic Review , Issue Sep , Pages 19-44


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