Details about Yoshihiro Kitamura

Access statistics for papers by Yoshihiro Kitamura.

Last updated 2012-06-23. Update your information in the RePEc Author Service.

Short-id: pki246

Working Papers

2008

1. Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate
   Discussion Papers, Graduate School of Economics, Kobe University
   See also Journal Article in Applied Financial Economics (2009)

Journal Articles

2011

1. The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach
   Asia-Pacific Financial Markets, 2011, 18, (1), 1-31

2010

2. Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets
   Research in International Business and Finance, 2010, 24, (2), 158-171 View citations (4)

2009

3. Intraday evidence of the informational efficiency of the yen/dollar exchange rate
   Applied Financial Economics, 2009, 19, (14), 1103-1115
   See also Working Paper (2008)
4. The current account and stock returns
   Research in International Business and Finance, 2009, 23, (3), 302-321
5. The optimal exchange rate regime for a small country
   International Economics and Economic Policy, 2009, 6, (3), 315-343

2006

6. Information arrival, interest rate differentials, and yen/dollar exchange rate
   Japan and the World Economy, 2006, 18, (1), 108-119