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Race to the Center

Race to the Center »

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

Volume/Issue: 1996/117

Series: IMF Working Papers

Author(s): Takatoshi Ito , and Wen-Ling Lin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1996

ISBN: 9781451941579

Keywords: Competition, Japan, margin requirements, futures price volatility, trading volume, GARCH, futures market, futures markets, dummy variable, probability

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 Mo...

Developing Asean5 Bond Markets

Developing Asean5 Bond Markets »

Source: Developing Asean5 Bond Markets : What Still Needs to Be Done?

Volume/Issue: 2011/135

Series: IMF Working Papers

Author(s): Simon Gray , Andreas Jobst , Joshua Felman , and Ana Carvajal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455259403

Keywords: Bond markets: Bond markets, ASEAN, market development, securities, corporate bonds, futures, derivative markets, interest rate, General Equilibrium and Disequilibrium: General, Financial Markets and the Macroeconomy

This paper examines a range of issues relating to bond markets in the ASEAN5 (Indonesia, Malaysia, Philippines, Singapore and Thailand) - physical infrastructure including trading, clearing and settlement; regulati...

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

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

Volume/Issue: 1996/117

Series: IMF Working Papers

Author(s): Takatoshi Ito , and Wen-Ling Lin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1996

DOI: http://dx.doi.org/10.5089/9781451941579.001

ISBN: 9781451941579

Keywords: Competition, Japan, margin requirements, futures price volatility, trading volume, GARCH, futures market, futures markets, dummy variable, probability

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 Mo...

Developing Asean5 Bond Markets
			: What Still Needs to Be Done?

Developing Asean5 Bond Markets : What Still Needs to Be Done? »

Volume/Issue: 2011/135

Series: IMF Working Papers

Author(s): Simon Gray , Andreas Jobst , Joshua Felman , and Ana Carvajal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

DOI: http://dx.doi.org/10.5089/9781455259403.001

ISBN: 9781455259403

Keywords: Bond markets: Bond markets, ASEAN, market development, securities, corporate bonds, futures, derivative markets, interest rate, General Equilibrium and Disequilibrium: General, Financial Markets and the Macroeconomy

This paper examines a range of issues relating to bond markets in the ASEAN5 (Indonesia, Malaysia, Philippines, Singapore and Thailand) - physical infrastructure including trading, clearing and settlement; regulati...