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Details about Kentaro Iwatsubo

E-mail:
Homepage:http://www.econ.kobe-u.ac.jp/www-old/english/staff/monetary/iwatsubo.html
Workplace:Faculty of Economics, Kobe University, (more information at EDIRC)

Access statistics for papers by Kentaro Iwatsubo.

Last updated 2020-07-07. Update your information in the RePEc Author Service.

Short-id: piw3


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Working Papers

2019

  1. Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2019) Downloads

2018

  1. Who Influences the Fundamental Value of Commodity Futures in Japan?
    Discussion Papers, Graduate School of Economics, Kobe University Downloads
    See also Journal Article in International Review of Financial Analysis (2020)

2017

  1. Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York
    Discussion Papers, Graduate School of Economics, Kobe University Downloads View citations (1)
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2017) Downloads View citations (1)

    See also Journal Article in Journal of Commodity Markets (2018)

2016

  1. Quantitative Easing and Liquidity in the Japanese Government Bond Market
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (5)
    See also Journal Article in International Review of Finance (2018)

2013

  1. Liquidity and Efficiency in the Gold Futures Market- The Effects of Night Session Extension -
    Discussion Papers, Graduate School of Economics, Kobe University Downloads

2011

  1. Order Flows, Fundamentals and Exchange Rates
    Discussion Papers, Graduate School of Economics, Kobe University Downloads View citations (2)
    See also Journal Article in International Journal of Finance & Economics (2014)
  2. The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?
    Discussion Papers, Graduate School of Economics, Kobe University Downloads

2010

  1. Financial Integration and International Transmission of Business Cycles: Evidence from Dynamic Correlations
    Discussion Papers, Graduate School of Economics, Kobe University Downloads View citations (4)
  2. Monetary Policy and Financial Conditions Index
    Discussion Papers, Graduate School of Economics, Kobe University Downloads

2009

  1. External Adjustments and Coordinated Exchange Rate Policy in Asia
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (5)
    See also Journal Article in Journal of Asian Economics (2009)
  2. External Adjustments under Increasing Integration: Japanese Perspective
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads
    Also in Discussion Papers, Graduate School of Economics, Kobe University (2009) Downloads

2008

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

2006

  1. Adjustment Speeds of Nominal Exchange Rates and Prices toward Purchasing Power Parity
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
  2. China’s Reform on Exchange Rate System and International Trade between Japan and China
    Trade Working Papers, East Asian Bureau of Economic Research Downloads View citations (1)
    Also in Macroeconomics Working Papers, East Asian Bureau of Economic Research (2006) Downloads View citations (1)
  3. Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads View citations (1)
    See also Journal Article in Journal of Asian Economics (2007)
  4. パス・スルーの低下と為替レートの経常収支調整機能
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
  5. 外国人投資家の株式所有と企業価値の因果関係: 分散不均一性による同時方程式の識別
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads

2005

  1. Bank Capital Shocks and Portfolio Risk: Evidence from Japan
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads View citations (1)
    See also Journal Article in Japan and the World Economy (2007)
  2. On the Bank-led Rescues Financially Distressed Firms in Japan
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
  3. Which Accounts for Real Exchange Rate Fluctuations, Deviations from the Law of One Price or Relative Price of Nontraded Goods?
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
  4. 東アジア諸国の為替制度の決定要因とマクロ経済への影響
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads

Journal Articles

2020

  1. Who influences the fundamental value of commodity futures in Japan?
    International Review of Financial Analysis, 2020, 67, (C) Downloads
    See also Working Paper (2018)

2019

  1. Crude Oil Prices, Capital Flows, and Emerging Economies
    Public Policy Review, 2019, 15, (1), 35-68 Downloads

2018

  1. Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York
    Journal of Commodity Markets, 2018, 11, (C), 59-71 Downloads View citations (3)
    See also Working Paper (2017)
  2. Quantitative Easing and Liquidity in the Japanese Government Bond Market
    International Review of Finance, 2018, 18, (3), 463-475 Downloads
    See also Working Paper (2016)

2014

  1. ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES
    International Journal of Finance & Economics, 2014, 19, (4), 251-266 Downloads View citations (1)
    See also Working Paper (2011)

2012

  1. International transmission of business cycles: Evidence from dynamic correlations
    Economics Letters, 2012, 114, (3), 252-255 Downloads View citations (13)

2009

  1. External adjustments and coordinated exchange rate policy in Asia
    Journal of Asian Economics, 2009, 20, (3), 225-239 Downloads View citations (4)
    See also Working Paper (2009)
  2. Intraday evidence of the informational efficiency of the yen/dollar exchange rate
    Applied Financial Economics, 2009, 19, (14), 1103-1115 Downloads View citations (2)
    See also Working Paper (2008)

2007

  1. Bank capital shocks and portfolio risk: Evidence from Japan
    Japan and the World Economy, 2007, 19, (2), 166-186 Downloads View citations (8)
    See also Working Paper (2005)
  2. Foreign Ownership and Firm Value―Identification through Heteroskedasticity―
    Economic Review, 2007, 58, (1), 47-60 Downloads View citations (3)
  3. Measuring financial market contagion using dually-traded stocks of Asian firms
    Journal of Asian Economics, 2007, 18, (1), 217-236 Downloads View citations (10)
    See also Working Paper (2006)
 
Page updated 2020-09-25