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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

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

Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling Tsai - 1988

Persistent link: https://www.econbiz.de/10000757954

Intraday yen, dollar exchange rate movements : news or noise?

Itō, Takatoshi; Roley, Vernon Vance - 1988

Persistent link: https://www.econbiz.de/10000760263

Intraday yen-dollar exchange rate movements : news or noise?

Itō, Takatoshi; Roley, Vernon Vance - 1988

Persistent link: https://www.econbiz.de/10000764050

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

Itō, Takatoshi - 1993

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

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

Commodity prices and markets : [NBER East Asia Seminar on Economics, volume 20 ; collection of papers that were presented at the 20th Annual East Asia Seminar on Economics (EASE) ;...

Itō, Takatoshi (contributor); Rose, Andrew (contributor) - 2011

Forecasting currencies with commodity prices -- Commodity prices, commodity currencies, and global economic developments / Jan J. J. Groen and Paolo A. Pesenti -- Comments: Kalok Chan, Roberto S. Mariano -- The relationship between commodity prices and currency exchange rates: evidence from the...

Persistent link: https://www.econbiz.de/10008909722

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

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

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