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Evidence on the Impact of Futures Margin Specifications on the Performance of Futures and Cash Markets, Working Paper 1990-20

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "Evidence on the Impact of Futures Margin Specifications on the Performance of Futures and Cash Markets, Working Paper 1990-20" in Working Papers (Federal Reserve Bank of Chicago) (December 1990). https://fraser.stlouisfed.org/scribd/?item_id=574999&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_1990-20.pdf, accessed on December 11, 2017.

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Federal Reserve Bank of St. Louis, One Federal Reserve Bank Plaza, St. Louis, MO 63102