Details about Mikio Ito
Access statistics for papers by Mikio Ito.
Last updated 2022-04-29. Update your information in the RePEc Author Service.
Short-id: pit28
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Working Papers
2022
- Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique
Papers, arXiv.org View citations (1)
2018
- Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
Papers, arXiv.org
2017
- An Alternative Estimation Method of a Time-Varying Parameter Model
Papers, arXiv.org View citations (2)
- Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets
Papers, arXiv.org View citations (1)
See also Journal Article Market efficiency and government interventions in prewar Japanese rice futures markets, Financial History Review, Cambridge University Press (2016) View citations (3) (2016)
- Market Integration in the Prewar Japanese Rice Markets
Papers, arXiv.org View citations (1)
- The Futures Premium and Rice Market Efficiency in Prewar Japan
Papers, arXiv.org View citations (4)
See also Journal Article The futures premium and rice market efficiency in prewar Japan, Economic History Review, Economic History Society (2018) View citations (3) (2018)
2016
- Time-Varying Comovement of Foreign Exchange Markets
Papers, arXiv.org View citations (1)
2015
- The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
Papers, arXiv.org View citations (3)
See also Journal Article The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach, Applied Economics, Taylor & Francis Journals (2016) View citations (36) (2016)
2014
- International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
Papers, arXiv.org View citations (33)
See also Journal Article International stock market efficiency: a non-Bayesian time-varying model approach, Applied Economics, Taylor & Francis Journals (2014) View citations (33) (2014)
2010
- The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan
Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program 
See also Journal Article The GEL estimates resolve the risk-free rate puzzle in Japan, Applied Financial Economics, Taylor & Francis Journals (2012) (2012)
Journal Articles
2022
- An Alternative Estimation Method for Time-Varying Parameter Models
Econometrics, 2022, 10, (2), 1-27
2021
- Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
Mathematics, 2021, 9, (8), 1-13 View citations (1)
2018
- The futures premium and rice market efficiency in prewar Japan
Economic History Review, 2018, 71, (3), 909-937 View citations (3)
See also Working Paper The Futures Premium and Rice Market Efficiency in Prewar Japan, Papers (2017) View citations (4) (2017)
2016
- Market efficiency and government interventions in prewar Japanese rice futures markets
Financial History Review, 2016, 23, (3), 325-346 View citations (3)
See also Working Paper Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets, Papers (2017) View citations (1) (2017)
- The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach
Applied Economics, 2016, 48, (7), 621-635 View citations (36)
See also Working Paper The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach, Papers (2015) View citations (3) (2015)
2014
- International stock market efficiency: a non-Bayesian time-varying model approach
Applied Economics, 2014, 46, (23), 2744-2754 View citations (33)
See also Working Paper International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach, Papers (2014) View citations (33) (2014)
2012
- The GEL estimates resolve the risk-free rate puzzle in Japan
Applied Financial Economics, 2012, 22, (5), 365-374 
See also Working Paper The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan, Keio/Kyoto Joint Global COE Discussion Paper Series (2010) (2010)
2009
- Measuring the degree of time varying market inefficiency
Economics Letters, 2009, 103, (1), 62-64 View citations (65)
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