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Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?

Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies? »

Source: Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?

Volume/Issue: 1998/13

Series: IMF Working Papers

Author(s): Christian Jochum , and Laura Kodres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1998

ISBN: 9781451842975

Keywords: volatility spillover, emerging markets, SWARCH, futures market, spot market, futures contracts, futures markets, futures trading

Recent interest in futures contracts on emerging market currencies has raised concerns among some central bank authorities about their ability to maintain stable currencies. This paper presents empirical results ex...

A Taxonomy of Automated Trade Execution Systems

A Taxonomy of Automated Trade Execution Systems »

Source: A Taxonomy of Automated Trade Execution Systems

Volume/Issue: 1992/76

Series: IMF Working Papers

Author(s): Ian Domowitz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1992

ISBN: 9781451849783

Keywords: stock exchange, stock exchanges, financial futures, futures trading

A taxonomy of existing and planned automated trade execution systems in financial markets is provided. Over 50 automated market structures in 16 countries are analyzed. The classification scheme is organized around...

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: margin requirements, futures price volatility, trading volume, GARCH, futures market, futures markets, dummy variable, probability, standard errors

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...

People’s Republic of China

People’s Republic of China »

Source: People's Republic of China : Detailed Assessment Report: IOSCO Objectives and Principles of Securities Regulation

Volume/Issue: 2012/80

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 April 2012

ISBN: 9781475502985

Keywords: securities companies, securities law, stock exchanges, asset management, futures trading

This paper discusses a detailed assessment report on the observance of China's compliance with the International Organization of Securities Commission's objectives and principles of securities regulation. The refor...

Fragilities in the U.S. Treasury Market

Fragilities in the U.S. Treasury Market »

Source: Fragilities in the U.S. Treasury Market : Lessons from the 'Flash Rally' of October 15, 2014

Volume/Issue: 2015/222

Series: IMF Working Papers

Author(s): Antoine Bouveret , Peter Breuer , Yingyuan Chen , David Jones , and Tsuyoshi Sasaki

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 October 2015

ISBN: 9781513576220

Keywords: Treasury Market, High-Frequency Trading, market, treasury, trading, futures, Financial Markets and the Macroeconomy, Government Policy and Regulation,

Changes in the structure of the U.S. Treasury market over recent years may have increased risks to financial stability. Traditional market makers have changed their liquidity provision by increasingly switching fro...

Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?

Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies? »

Volume/Issue: 1998/13

Series: IMF Working Papers

Author(s): Christian Jochum , and Laura Kodres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1998

DOI: http://dx.doi.org/10.5089/9781451842975.001

ISBN: 9781451842975

Keywords: volatility spillover, emerging markets, SWARCH, futures market, spot market, futures contracts, futures markets, futures trading

Recent interest in futures contracts on emerging market currencies has raised concerns among some central bank authorities about their ability to maintain stable currencies. This paper presents empirical results ex...

A Taxonomy of Automated Trade Execution Systems

A Taxonomy of Automated Trade Execution Systems »

Volume/Issue: 1992/76

Series: IMF Working Papers

Author(s): Ian Domowitz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1992

DOI: http://dx.doi.org/10.5089/9781451849783.001

ISBN: 9781451849783

Keywords: stock exchange, stock exchanges, financial futures, futures trading

A taxonomy of existing and planned automated trade execution systems in financial markets is provided. Over 50 automated market structures in 16 countries are analyzed. The classification scheme is organized around...

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: margin requirements, futures price volatility, trading volume, GARCH, futures market, futures markets, dummy variable, probability, standard errors

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...

People's Republic of China
			: Detailed Assessment Report:  IOSCO Objectives and Principles of Securities Regulation

People's Republic of China : Detailed Assessment Report: IOSCO Objectives and Principles of Securities Regulation »

Volume/Issue: 2012/80

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 April 2012

DOI: http://dx.doi.org/10.5089/9781475502985.002

ISBN: 9781475502985

Keywords: securities companies, securities law, stock exchanges, asset management, futures trading

This paper discusses a detailed assessment report on the observance of China's compliance with the International Organization of Securities Commission's objectives and principles of securities regulation. The refor...

2012 Review of Data Provision to the Fund for Surveillance Purposes

2012 Review of Data Provision to the Fund for Surveillance Purposes »

Source: 2012 Review of Data Provision to the Fund for Surveillance Purposes

Volume/Issue: 2012/074

Series: Policy Papers

Author(s): International Monetary Fund. Statistics Dept.;International Monetary Fund. Strategy, Policy, & Review Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 August 2012

ISBN: 9781498339957

Keywords: Data quality assessment framework, Economic indicators, Government finance statistics, Surveillance, Access to international capital markets, Accounting, Assets, Balance of payments, Balance sheets, Banking sector

The IMF keeps data provision by members under periodic review since timely, accurate, and comprehensive data are essential for fulfilling its surveillance mandate. The previous Review of Data Provision to the Fund...