Narrow search
Showing 1 - 10 of 12
Cover Image
Did the Reform Fix the London Fix Problem?
Ito, Takatoshi - 2017
This paper examines the consequences of the 2015 reform on the London fixing in the interbank forex market, which …
Persistent link: https://www.econbiz.de/10012958583
Cover Image
Did the Reform Fix the London Fix Problem?
Ito, Takatoshi - 2017
This paper examines the consequences of the 2015 reform on the London fixing in the interbank forex market, which …
Persistent link: https://www.econbiz.de/10012455354
Cover Image
Intraday seasonality in activities of the foreign exchange markets : evidence from the electronic broking system
Ito, Takatoshi; Hashimoto, Yūko - In: Journal of the Japanese and international economies : … 20 (2006) 4, pp. 637-664
Persistent link: https://www.econbiz.de/10003496063
Cover Image
Was the Forex Fixing Fixed?
Ito, Takatoshi - 2015
, and at 4:00 pm London time for transactions between European and US banks and their customers. The two fixings have … different regulations and institutions. The London fix is calculated as a median price during the one minute window around 4 … banks for collusive behaviors to manipulating the price around the London fixing time. It has been mentioned in the media …
Persistent link: https://www.econbiz.de/10012457150
Cover Image
Was the Forex Fixing Fixed?
Ito, Takatoshi - 2015
, and at 4:00 pm London time for transactions between European and US banks and their customers. The two fixings have … different regulations and institutions. The London fix is calculated as a median price during the one minute window around 4 … banks for collusive behaviors to manipulating the price around the London fixing time. It has been mentioned in the media …
Persistent link: https://www.econbiz.de/10013016022
Cover Image
Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets
Ito, Takatoshi - 1993
This paper presents a comprehensive study of the interactions among returns, volatility, and trading volume between the U.S. and Japanese stock markets by using intradaily data from October 1985 to December 1991. By examining the effect of foreign price volatility and trading volume on...
Persistent link: https://www.econbiz.de/10012474348
Cover Image
Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity
Ito, Takatoshi - 1984
In this paper, a vector autoregression model (VAR) is proposed in order to test uncovered interest parity (UIP) in the foreign exchange market. Consider a VAR system of the spot exchange rate (yen/dollar), the domestic (US) interest rate and the foreign (Japanese) interest rate, describing the...
Persistent link: https://www.econbiz.de/10012477593
Cover Image
Trade and Protectionism
Ito, Takatoshi - 2007
During the first three decades following the Second World War, an increasingly open international trading system led to unprecedented economic growth throughout the world. But in recent years, that openness has been threatened by increased protectionism, regional trading arrangements-Europe 1992...
Persistent link: https://www.econbiz.de/10012675828
Cover Image
Puzzles in the Forex Tokyo “Fixing” : Order Imbalances and Biased Pricing by Banks
Ito, Takatoshi - 2016
scheduled time, 10am in Tokyo and 4pm in London. The fixing exchange rate is then applied to the settlement of foreign exchange … in the Tokyo fixing are more frequent than in the London fixing. (2) The customer orders are biased toward buying the …
Persistent link: https://www.econbiz.de/10012979362
Cover Image
Trade and Protectionism
Baldwin, Robert E. (contributor); Chen, Tain-Jy (contributor) - 2007
During the first three decades following the Second World War, an increasingly open international trading system led to unprecedented economic growth throughout the world. But in recent years, that openness has been threatened by increased protectionism, regional trading arrangements—Europe...
Persistent link: https://www.econbiz.de/10014488243