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Japan's big bang and the transformation of financial markets

Itō, Takatoshi; Melvin, Michael - 1999

Persistent link: https://www.econbiz.de/10001400179

Public information arrival, exchange rate volatility, and quote frequency

Melvin, Michael; Yin, Xixi - In: The economic journal : the journal of the Royal … 110 (2000), pp. 644-661

Persistent link: https://www.econbiz.de/10001495743

Twice a day of continuously? : Observation frequency and inference on foreign exchange volatility persistence

Melvin, Michael - In: Atlantic economic journal : AEJ 26 (1998) 1, pp. 44-53

Persistent link: https://www.econbiz.de/10001238075

Is there private information in the FX market? : The Tokyo experiment

Itō, Takatoshi - In: The journal of finance : the journal of the American … 53 (1998) 3, pp. 1111-1130

Persistent link: https://www.econbiz.de/10001243940

Day-of-the-week effects in Pacific Rim emerging stock markets

Ahn, Seung Chan; Melvin, Michael; Merica, Gregory - In: Research in international business and finance 12 (1995), pp. 229-240

Persistent link: https://www.econbiz.de/10001195616

Japan's big bang and the transformation of financial markets

Itō, Takatoshi; Melvin, Michael - In: Japan's new economy : continuity and change in the …, (pp. 162-174). 2001

Persistent link: https://www.econbiz.de/10001574171

The global transmission of volatility in the foreign exchange market

Melvin, Michael; Melvin, Bettina Peiers - In: The review of economics and statistics 85 (2003) 3, pp. 670-679

Persistent link: https://www.econbiz.de/10001791774

Why Has FX Trading Surged? Explaining the 2004 Triennial Survey

Galati, Gabriele - 2013

The 2004 survey shows a surge in traditional foreign exchange trading. This seems to have been driven by momentum trading and carry trades in a global search for yield on the part of institutional investors and leveraged players as well as by hedging activity

Persistent link: https://www.econbiz.de/10013092062

The crisis in the foreign exchange market

Melvin, Michael; Taylor, Mark P. - In: Journal of international money and finance 28 (2009) 8, pp. 1317-1330

Persistent link: https://www.econbiz.de/10003929178

'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow

Cai, Jun; Cheung, Stephen Y. L.; Lee, Raymond Siu-kuen; … - In: Foreign exchange markets, (pp. 180-200). 2005

Persistent link: https://www.econbiz.de/10003290903