Publications on Margin Requirements by Gikas A. Hardouvelis

Asset Prices and the Need for New Policy Instruments: the Case of Countercyclical Margin Policy

G. Hardouvelis
Banque De France, International Symposium, Monetary Policy, Economic Cycle and Financial Dynamics, pp. 331-350, March 2003

The Assymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

G. Hardouvelis, P. Theodossiou
The Review of Financial Studies, 15:5, 1525-1559, December 2002

Price Volatility and Futures Margins

G. Hardouvelis, D. Kim
Journal of Futures Markets, February 1996

Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures

D. Kim, G. Hardouvelis
Journal of Money, Credit and Banking, August 1995, 27: 659 - 671

Margin Requirements, Speculative Trading and Stock Price Fluctuations: The Case of Japan 

G. Hardouvelis,S. Peristiani
Quarterly Journal of Economics, November 1992, 107: 1333-1370

Margin Requirements, Volatility, and the Transitory Component of Stock Prices

G. Hardouvelis
American Economic Review, September 1990, 80(4): 736-762

Do Margin Requirements Matter? Evidence from U.S. and Japanese Stock Markets

G. Hardouvelis, S. Peristiani
Issue:Quarterly Review, Federal Reserve Bank of New York, Winter 1989-90, 14(4): 16-35.

Commentary: Stock Market Margin Requirements and Volatility

G. Hardouvelis
Journal of Financial Services Research, December 1989, Volume 3: 139-151.

Margin Requirements and Stock Market Volatility

G. Hardouvelis
Issue:Quarterly Review, Federal Reserve Bank of New York, Summer 1988, 13(2): 80-89.