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Margin Requirements, Volatility, and the Transitory Component of Stock Prices G. Hardouvelis American Economic Review, 1990, vol. 80, issue 4, 736-62 Abstract: Official margin requirements in the U.S. stock market were established in October Read More …
Comment on “Lessons for Monetary Policy from the Euro-Area Crisis” Author: Gikas A. Hardouvelis Journal: Journal of Macroeconomics, Volume 39, Part B, March 2014, Pages 383-386 Abstract: This comment discusses and extends the paper: Read More …
Money and Interest Rates: The Effects of Temporal Aggregation and Data Revisions Authors: Thomas J. Cunningham and Gikas A. Hardouvelis Journal: Jowmd of Economics and Business, February 1992:44:19-30 Abstract: Econometric estimates of liquidity effects produce Read More …
Margin Requirements, Speculative Trading and Stock Price Fluctuations: The Case of Japan Authors: Gikas A. Hardouvelis, Stavros Peristiani Journal: Quarterly Journal of Economics, November 1992, 107: 1333-1370 Abstract: An increase in margin requirements in Read More …
The term structure spread and future changes in long and short rates in the G7 countries – Is there a puzzle? Author: Gikas A. Hardouvelis Journal: Journal of Monetary Economics 33 (1994) 255-283. North-Holland Abstract: According to Read More …
Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures Authors: Gikas A. Hardouvelis, Dongcheol Kim Journal: Journal of Money, Credit and Banking, August 1995, 27: 659-671 Abstract: THE OCTOBER 1987 STOCK MARKET CRASH Read More …
Price Volatility and Futures Margins Authors: ikas A. Hardouvelis, Dongcheol. Kim Journal: The Journal of Futures Markets, Vol. 16, No. 1, 81 -111 (1996) Abstract: The October, 1987 stock market crash renewed interest among Read More …
Asset pricing models with and without consumption data: An empirical evaluation Authors: Gikas A. Hardouvelis,Dongcheol Kim, Thierry A. Wizman Journal: Journal of Empirical Finance 3 (1996) 267-301 Abstract: This paper evaluates the ability of the Read More …
The Assymmetric Relation Between Margin Requirments and Stock Market Volatility Across Bull and Bear Markets Authors: Gikas A. Hardouvelis, P. Theodossiou Journal: The rview of Financial Studies, Winter 2002, 15:5, 1525-1559 Abstract: Higher initial Read More …
EMU and European Stock Market Integration Authors: Gikas A. Hardouvelis, Dimitrios Malliaropulos, Richard Priestley Journal: Journal of Business, January 2006, vol 79, no. 1 Abstract: The launch of the single currency in Europe in January 1999 was preceded by a Read More …