Yang-Ho Park - Central Bank Research Hub

Papers by year: All | 2014 | 2013

Title Other author(s)

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

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-86, 04.11.2014)

JEL: G01, G18, G28

Volatility of Volatility and Tail Risk Premiums

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2013-54, 20.08.2013)

Papers by year: All | 2014 | 2013