A theoretical framework to evaluate different margin-setting methodologies
Article Abstract:
The two concern namely, prudentiality and opportunity cost, involved in the clearinghouse is explained. To have balance between these concerns, three main margin-setting methodologies are listed.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2004
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Dynamics of intraday serial correlation in the Italian futures market
Article Abstract:
A study on the high-frequency intraday returns depicted by the Italian stock index futures during 2000-2002 is presented.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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