EconPapers    
Economics at your fingertips  
 

Details about Mikio Ito

Workplace:Faculty of Economics, Keio University, (more information at EDIRC)

Access statistics for papers by Mikio Ito.

Last updated 2022-04-29. Update your information in the RePEc Author Service.

Short-id: pit28


Jump to Journal Articles

Working Papers

2022

  1. Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique
    Papers, arXiv.org Downloads View citations (1)

2018

  1. Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
    Papers, arXiv.org Downloads

2017

  1. An Alternative Estimation Method of a Time-Varying Parameter Model
    Papers, arXiv.org Downloads View citations (2)
  2. Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets
    Papers, arXiv.org Downloads 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) Downloads View citations (3) (2016)
  3. Market Integration in the Prewar Japanese Rice Markets
    Papers, arXiv.org Downloads View citations (1)
  4. The Futures Premium and Rice Market Efficiency in Prewar Japan
    Papers, arXiv.org Downloads View citations (4)
    See also Journal Article The futures premium and rice market efficiency in prewar Japan, Economic History Review, Economic History Society (2018) Downloads View citations (2) (2018)

2016

  1. Time-Varying Comovement of Foreign Exchange Markets
    Papers, arXiv.org Downloads View citations (1)

2015

  1. The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
    Papers, arXiv.org Downloads 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) Downloads View citations (33) (2016)

2014

  1. International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
    Papers, arXiv.org Downloads View citations (31)
    See also Journal Article International stock market efficiency: a non-Bayesian time-varying model approach, Applied Economics, Taylor & Francis Journals (2014) Downloads View citations (31) (2014)

2010

  1. 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 Downloads
    See also Journal Article The GEL estimates resolve the risk-free rate puzzle in Japan, Applied Financial Economics, Taylor & Francis Journals (2012) Downloads (2012)

Journal Articles

2022

  1. An Alternative Estimation Method for Time-Varying Parameter Models
    Econometrics, 2022, 10, (2), 1-27 Downloads

2021

  1. Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
    Mathematics, 2021, 9, (8), 1-13 Downloads View citations (1)

2018

  1. The futures premium and rice market efficiency in prewar Japan
    Economic History Review, 2018, 71, (3), 909-937 Downloads View citations (2)
    See also Working Paper The Futures Premium and Rice Market Efficiency in Prewar Japan, Papers (2017) Downloads View citations (4) (2017)

2016

  1. Market efficiency and government interventions in prewar Japanese rice futures markets
    Financial History Review, 2016, 23, (3), 325-346 Downloads View citations (3)
    See also Working Paper Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets, Papers (2017) Downloads View citations (1) (2017)
  2. The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach
    Applied Economics, 2016, 48, (7), 621-635 Downloads View citations (33)
    See also Working Paper The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach, Papers (2015) Downloads View citations (3) (2015)

2014

  1. International stock market efficiency: a non-Bayesian time-varying model approach
    Applied Economics, 2014, 46, (23), 2744-2754 Downloads View citations (31)
    See also Working Paper International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach, Papers (2014) Downloads View citations (31) (2014)

2012

  1. The GEL estimates resolve the risk-free rate puzzle in Japan
    Applied Financial Economics, 2012, 22, (5), 365-374 Downloads
    See also Working Paper The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan, Keio/Kyoto Joint Global COE Discussion Paper Series (2010) Downloads (2010)

2009

  1. Measuring the degree of time varying market inefficiency
    Economics Letters, 2009, 103, (1), 62-64 Downloads View citations (60)
 
Page updated 2024-07-04