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Race to the Center : Competition for the Nikkei 225 Futures Trade

Ito, Takatoshi - 1996

This paper examines the impact of changes in margin requirements on returns, transaction volumes, and price volatility of Nikkei 225 futures on the Osaka Securities Exchange (OSE) and the Singapore International Monetary Exchange (SIMEX). An increase in margin requirement on one exchange is...

Persistent link: https://www.econbiz.de/10014395916

Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns

Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991

Persistent link: https://www.econbiz.de/10000827421

Where does the meteor shower come from? : the role of stochastic policy coordination

Itō, Takatoshi; Engle, Robert F.; Lin, Wen-ling Tsai - 1990

Persistent link: https://www.econbiz.de/10000803369

Race to the center : competition for the Nikkei 225 futures trade

Itō, Takatoshi - 1996

Persistent link: https://www.econbiz.de/10000951686

Price volatility and volume spillovers between the Tokyo and New York stock markets

Itō, Takatoshi - 1993

Persistent link: https://www.econbiz.de/10000881895

Price volatility and volume spillovers between the Tokyo and New York stock markets

Lin, Wen-ling Tsai - In: The internationalization of equity markets, (pp. 309-333). 1994

Persistent link: https://www.econbiz.de/10001291048

Where does the meteor shower come from? : The role of stochastic policy coordination

Itō, Takatoshi - In: Journal of international economics 32 (1992) 3, pp. 221-240

Persistent link: https://www.econbiz.de/10001124946

Lunch break and intraday volatility of stock returns : an hourly data analysis of Tokyo and New York stock markets

Itō, Takatoshi - In: Economics letters 39 (1992) 1, pp. 85-90

Persistent link: https://www.econbiz.de/10001129224

Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market

Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 3, pp. 525-542

Persistent link: https://www.econbiz.de/10001085314

Do bulls and bears moe across borders? : International transmission of stock returns and volatility

Lin, Wen-ling Tsai - In: The review of financial studies 7 (1994) 3, pp. 507-538

Persistent link: https://www.econbiz.de/10001169082

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