Details about Kentaro Iwatsubo

Access statistics for papers by Kentaro Iwatsubo.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: piw3

Working Papers

2021

1. The Changing Role of Foreign Investors in Tokyo Stock Price Formation
   Discussion Papers, Graduate School of Economics, Kobe University View citations (2)
   See also Journal Article The changing role of foreign investors in Tokyo stock price formation, Pacific-Basin Finance Journal, Elsevier (2021) View citations (1) (2021)

2019

2. Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan
   MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
   Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019)
   See also Journal Article Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan, Sustainability, MDPI (2022) (2022)

2018

3. Who Influences the Fundamental Value of Commodity Futures in Japan?
   Discussion Papers, Graduate School of Economics, Kobe University
   See also Journal Article Who influences the fundamental value of commodity futures in Japan?, International Review of Financial Analysis, Elsevier (2020) View citations (1) (2020)

2017

4. 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 View citations (1)
   Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2017) View citations (1)
   See also Journal Article Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York, Journal of Commodity Markets, Elsevier (2018) View citations (8) (2018)

2016

5. Quantitative Easing and Liquidity in the Japanese Government Bond Market
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (9)
   See also Journal Article Quantitative Easing and Liquidity in the Japanese Government Bond Market, International Review of Finance, International Review of Finance Ltd. (2018) View citations (5) (2018)

2013

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

2011

7. Order Flows, Fundamentals and Exchange Rates
   Discussion Papers, Graduate School of Economics, Kobe University View citations (2)
   See also Journal Article ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2014) View citations (2) (2014)
8. The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?
   Discussion Papers, Graduate School of Economics, Kobe University View citations (1)

2010

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

2009

11. External Adjustments and Coordinated Exchange Rate Policy in Asia
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations (7)
    See also Journal Article External adjustments and coordinated exchange rate policy in Asia, Journal of Asian Economics, Elsevier (2009) View citations (6) (2009)
12. External Adjustments under Increasing Integration: Japanese Perspective
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
    Also in Discussion Papers, Graduate School of Economics, Kobe University (2009)

2008

13. Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate
    Discussion Papers, Graduate School of Economics, Kobe University
    See also Journal Article Intraday evidence of the informational efficiency of the yen/dollar exchange rate, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (2) (2009)

2006

14. 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
15. China’s Reform on Exchange Rate System and International Trade between Japan and China
    Trade Working Papers, East Asian Bureau of Economic Research
    Also in Macroeconomics Working Papers, East Asian Bureau of Economic Research (2006)
16. 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 View citations (1)
    See also Journal Article Measuring financial market contagion using dually-traded stocks of Asian firms, Journal of Asian Economics, Elsevier (2007) View citations (11) (2007)
17. パス・スルーの低下と為替レートの経常収支調整機能, Current Account Adjustment and Exchange Rate Pass-Through
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University
18. 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, Foreign Ownership and Firm Value: Identification through Heteroskedasticity
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations (2)

2005

19. Bank Capital Shocks and Portfolio Risk: Evidence from Japan
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations (1)
    See also Journal Article Bank capital shocks and portfolio risk: Evidence from Japan, Japan and the World Economy, Elsevier (2007) View citations (11) (2007)
20. On the Bank-led Rescues Financially Distressed Firms in Japan
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University
21. 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
22. 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, Causes and effects of exchange rate regimes
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University

Journal Articles

2023

1. Dealership versus continuous auction: Evidence from the JASDAQ market
   Pacific-Basin Finance Journal, 2023, 77, (C)

2022

2. Causality between Arbitrage and Liquidity in Platinum Futures
   JRFM, 2022, 15, (12), 1-17
3. Does firm-level productivity predict stock returns?
   Pacific-Basin Finance Journal, 2022, 72, (C)
4. Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan
   Sustainability, 2022, 14, (18), 1-14
   See also Working Paper Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan, MAGKS Papers on Economics (2019) (2019)

2021

5. The changing role of foreign investors in Tokyo stock price formation
   Pacific-Basin Finance Journal, 2021, 67, (C) View citations (1)
   See also Working Paper The Changing Role of Foreign Investors in Tokyo Stock Price Formation, Discussion Papers (2021) View citations (2) (2021)

2020

6. Who influences the fundamental value of commodity futures in Japan?
   International Review of Financial Analysis, 2020, 67, (C) View citations (1)
   See also Working Paper Who Influences the Fundamental Value of Commodity Futures in Japan?, Discussion Papers (2018) (2018)

2019

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

2018

8. 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 View citations (8)
   See also Working Paper Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York, Discussion Papers (2017) View citations (1) (2017)
9. Quantitative Easing and Liquidity in the Japanese Government Bond Market
   International Review of Finance, 2018, 18, (3), 463-475 View citations (5)
   See also Working Paper Quantitative Easing and Liquidity in the Japanese Government Bond Market, IMES Discussion Paper Series (2016) View citations (9) (2016)

2014

10. ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES
    International Journal of Finance & Economics, 2014, 19, (4), 251-266 View citations (2)
    See also Working Paper Order Flows, Fundamentals and Exchange Rates, Discussion Papers (2011) View citations (2) (2011)

2012

11. International transmission of business cycles: Evidence from dynamic correlations
    Economics Letters, 2012, 114, (3), 252-255 View citations (17)

2009

12. External adjustments and coordinated exchange rate policy in Asia
    Journal of Asian Economics, 2009, 20, (3), 225-239 View citations (6)
    See also Working Paper External Adjustments and Coordinated Exchange Rate Policy in Asia, Global COE Hi-Stat Discussion Paper Series (2009) View citations (7) (2009)
13. Intraday evidence of the informational efficiency of the yen/dollar exchange rate
    Applied Financial Economics, 2009, 19, (14), 1103-1115 View citations (2)
    See also Working Paper Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate, Discussion Papers (2008) (2008)

2007

14. Bank capital shocks and portfolio risk: Evidence from Japan
    Japan and the World Economy, 2007, 19, (2), 166-186 View citations (11)
    See also Working Paper Bank Capital Shocks and Portfolio Risk: Evidence from Japan, CEI Working Paper Series (2005) View citations (1) (2005)
15. Foreign Ownership and Firm Value―Identification through Heteroskedasticity―
    Economic Review, 2007, 58, (1), 47-60 View citations (4)
16. Measuring financial market contagion using dually-traded stocks of Asian firms
    Journal of Asian Economics, 2007, 18, (1), 217-236 View citations (11)
    See also Working Paper Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms, CEI Working Paper Series (2006) View citations (1) (2006)