Margins and price limits in Taiwan's stock index futures market

Emerging Markets Finance and Trade

Volumn 42, Issue 1, 2006, Pages 62-88

  Chou, Pin Huang ^a   Lin, Mei Chen ^b   Yu, Min Teh ^c  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL UNITED UNIVERSITY   (Taiwan)

^c PROVIDENCE UNIVERSITY   (Taiwan)

Author keywords

Default risk; Futures; Margin requirement; Price limits

Indexed keywords

EID: 33645335210     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.2753/REE1540-496X420104     Document Type: Review

References (16)

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