Nicole Abruzzo

Independent

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

60

CITATIONS

3

Scholarly Papers (1)

1.

An Empirical Analysis of Futures Margin Changes: Determinants and Policy Implications

Journal of Financial Services Research, Forthcoming, FEDS Working Paper No. 2014-86
Number of pages: 45 Posted: 08 Nov 2014 Last Revised: 30 Sep 2015
Nicole Abruzzo and Yang-Ho Park
Independent and Board of Governors of the Federal Reserve System
Downloads 60 (352,145)
Citation 6

Abstract:

Loading...

Margin, futures, volatility, central counterparties, procyclicality, race to the bottom, Dodd-Frank Act