Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 8 of 8 for “"Margin Requirements"”.
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Essays on Margin Requirements, Endogenous Illiquidity, and Portfolio Choice
… essays. The first essay studies the effects of margin requirements. The second essay studies how asymmetric information and imperfect competition affect equilibrium illiquidity. The third essay derives new comparative statics results for the distribution of portfolio payoffs. Margin requirements …
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Essays in capital markets
… In the second chapter, we study the effect of margin constraints on volatility and welfare in an intertemporal financial economy. We find that margin requirements do not necessarily reduce market volatility and can generate non-monotonic redistributive effects. The setup allows for full …
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Market microstructure issues related to the Greek capital market
… on daily price limits, transaction taxes and margin requirements, with specific reference to the Greek capital market. Based on our empirical findings, we provide little evidence in support of the effectiveness of the above regulatory measures, in line with previous literature. Furthermore, …
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Essays on Financial Markets
… chapters. In the first chapter, I test whether margin requirements cause asset price volatility. Using novel data on margin requirements and by exploiting exogenous variation from a threshold-based regression discontinuity design, I document that increasing margin causes a persistent decrease in …
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Essays on Asset Pricing and Downside Risk
… In chapter three, we evaluate the effect of margin requirements on asset prices, an additional channel for the relation between downside risk and prices. We provide evidences of the existence of an aggregate margin-related premium in the economy. In particular, we show that (i) a …
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Effects of systemic risk, exchange rate risk and collateral demand: the enforcement of initial margin on South African over‐the‐counter derivatives
… or the standardised schedule to estimate initial margin requirements on non‐centrally cleared derivatives and which central clearing counterparty/ies, if any, to licence. Overburdensome collateral demand has systemic risk implications; therefore, collateral demand for local dealers under three …
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Applications of Applied Econometrics in the Food and Health Economic and Agribusiness Topics
… show that substantial price volatility and high margin requirements are the main factors driving high hedging costs from 2007 to 2013. The third paper investigates a health risk management tool, a public health insurance program in China called New Cooperative Medical Scheme (NCMS). I apply …
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Improving Cervical Cancer Nodal Boost Radiation Therapy By Quantifying Uncertainties and Exploring Advanced Radiation Therapy Modalities
… to determine population-based anatomical margin requirements for proton therapy. The observed optimal treatment angles for common iliac nodes were 90° (left lateral) and 180° (posterior-anterior [PA]) with additional 0.8 cm and 0.9 cm margins, respectively. For external iliac nodes, …