On the effects of margin requirements

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

Abstract

In this survey, I review the theoretical foundations and empirical evidence on the effects—both positive and negative—of requiring traders to post higher margins. The results reviewed here are interesting on their own and shed light on the roles played by investors’ leverage in financial markets.
Original languageEnglish
Title of host publicationLiquidity and market efficiency alive and well?
EditorsEsa Jokivuolle, Jouko Vilmunen
Place of PublicationVienna
Pages9-19
Number of pages11
ISBN (Electronic) 978-3-902109-78-1
Publication statusPublished - 2015
MoE publication typeB3 Non-refereed article in conference proceedings
EventSUERF-Bank of Finland Conference: Liquidity and Market Efficiency – Alive and Well? - Helsinki, Finland
Duration: 3 Jul 20153 Jul 2015
Conference number: 6

Conference

ConferenceSUERF-Bank of Finland Conference
Country/TerritoryFinland
CityHelsinki
Period03/07/201503/07/2015

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