Similar Search Results

Dynamics of quote and deal prices in the foreign exchange market

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 99-106

Persistent link: https://www.econbiz.de/10003715870

Intra-day seasonality in activities of the foreign exchange markets : evidence from the electronic broking system

Itō, Takatoshi; Hashimoto, Yūko - 2006

Persistent link: https://www.econbiz.de/10003360230

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

Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture

Hashimoto, Yuko - 2009

Market impacts of Japanese macroeconomic announcements within minutes on the dollar/yen foreign exchange are analyzed. High-frequency data collected from the actual trading platform, EBS, are used. First, impacts on returns are analyzed. Macroeconomic statistics releases that consistently had...

Persistent link: https://www.econbiz.de/10012463629

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...