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UBC Theses and Dissertations
Influence of the Nikkei put warrant market in North America on the Japanese stock market, 1989-1993 Yuen, Ringo C.K.
Abstract
This paper studies the influence on the Japanese stock (cash and futures) markets of the Nikkei put warrants which were traded in Toronto and New York from February 1989 to April 1993. Implied changes in the Japanese prices based on the previous days’ North American warrant prices are compared to the actual price changes. Special attention is placed on the period from January 1990 to August 1992 when the Japanese stock market had a major decline.
Item Metadata
| Title |
Influence of the Nikkei put warrant market in North America on the Japanese stock market, 1989-1993
|
| Creator | |
| Publisher |
University of British Columbia
|
| Date Issued |
1993
|
| Description |
This paper studies the influence on the Japanese stock (cash and futures) markets of the
Nikkei put warrants which were traded in Toronto and New York from February 1989 to April
1993. Implied changes in the Japanese prices based on the previous days’ North American
warrant prices are compared to the actual price changes. Special attention is placed on the
period from January 1990 to August 1992 when the Japanese stock market had a major decline.
|
| Extent |
1824908 bytes
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| Genre | |
| Type | |
| File Format |
application/pdf
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| Language |
eng
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| Date Available |
2009-02-24
|
| Provider |
Vancouver : University of British Columbia Library
|
| Rights |
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.
|
| DOI |
10.14288/1.0087418
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| URI | |
| Degree | |
| Program | |
| Affiliation | |
| Degree Grantor |
University of British Columbia
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| Graduation Date |
1994-05
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| Campus | |
| Scholarly Level |
Graduate
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| Aggregated Source Repository |
DSpace
|
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Item Citations and Data
Rights
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.