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Details about Yoshihiro Kitamura

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Workplace:School of Social Sciences, Waseda University, (more information at EDIRC)

Access statistics for papers by Yoshihiro Kitamura.

Last updated 2020-09-08. Update your information in the RePEc Author Service.

Short-id: pki246


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Working Papers

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)

Journal Articles

2020

  1. A lesson from the four recent large public Japanese FX interventions
    Journal of the Japanese and International Economies, 2020, 57, (C) Downloads

2017

  1. A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data
    Journal of International Money and Finance, 2017, 75, (C), 32-46 Downloads View citations (3)
  2. Predicting a flash crash in the yen/dollar foreign exchange market
    Applied Economics Letters, 2017, 24, (14), 987-990 Downloads View citations (1)
  3. Simple measures of market efficiency: A study in foreign exchange markets
    Japan and the World Economy, 2017, 41, (C), 1-16 Downloads View citations (2)

2016

  1. Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention
    Research in International Business and Finance, 2016, 36, (C), 436-446 Downloads View citations (2)
  2. The probability of informed trading measured with price impact, price reversal, and volatility
    Journal of International Financial Markets, Institutions and Money, 2016, 42, (C), 77-90 Downloads View citations (1)

2012

  1. Effect of exchange rate return on volatility spill-over across trading regions
    Japan and the World Economy, 2012, 24, (4), 254-265 Downloads View citations (6)

2011

  1. The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach
    Asia-Pacific Financial Markets, 2011, 18, (1), 1-31 Downloads View citations (2)

2010

  1. 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 Downloads View citations (30)

2009

  1. 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)
  2. The current account and stock returns
    Research in International Business and Finance, 2009, 23, (3), 302-321 Downloads View citations (2)
  3. The optimal exchange rate regime for a small country
    International Economics and Economic Policy, 2009, 6, (3), 315-343 Downloads

2006

  1. Information arrival, interest rate differentials, and yen/dollar exchange rate
    Japan and the World Economy, 2006, 18, (1), 108-119 Downloads View citations (4)
 
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