DEFAULT RISK IN FUTURES MARKETS - THE CUSTOMER-BROKER RELATIONSHIP

被引：11

作者：

JORDAN, JV ^{[1
]}

MORGAN, GE ^{[1
]}

机构：

[1] VIRGINIA POLYTECH INST & STATE UNIV,FINANCE,BLACKSBURG,VA 24061

来源：

关键词：

D O I：

10.2307/2328799

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：909 / 933

页数：25

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[3]

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[4]

*COMM FUT TRAD COM, 1985, VOL INV CORP

[5]

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[6]

CORCORAN AM, 1986, REV SECURITIES COMMO, V19, P173

[7]

DECICCO P, 1990, AAII J, V12, P12

[8] EXTREME PRICE MOVEMENTS AND MARGIN LEVELS IN FUTURES MARKETS [J].

EDWARDS, FR ;

NEFTCI, SN .

EDWARDS, FR .

[10]

ERHARDT MC, 1987, J FUTURES MARKETS, V7, P21