Details about Yoshihiro Kitamura
Access statistics for papers by Yoshihiro Kitamura.
Last updated 2020-09-08. Update your information in the RePEc Author Service.
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- Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate
Discussion Papers, Graduate School of Economics, Kobe University
See also Journal Article in Applied Financial Economics (2009)
- A lesson from the four recent large public Japanese FX interventions
Journal of the Japanese and International Economies, 2020, 57, (C)
- 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 View citations (3)
- Predicting a flash crash in the yen/dollar foreign exchange market
Applied Economics Letters, 2017, 24, (14), 987-990 View citations (1)
- Simple measures of market efficiency: A study in foreign exchange markets
Japan and the World Economy, 2017, 41, (C), 1-16 View citations (2)
- 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 View citations (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 View citations (1)
- Effect of exchange rate return on volatility spill-over across trading regions
Japan and the World Economy, 2012, 24, (4), 254-265 View citations (6)
- The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach
Asia-Pacific Financial Markets, 2011, 18, (1), 1-31 View citations (2)
- 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 View citations (30)
- 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 (2008)
- The current account and stock returns
Research in International Business and Finance, 2009, 23, (3), 302-321 View citations (2)
- The optimal exchange rate regime for a small country
International Economics and Economic Policy, 2009, 6, (3), 315-343
- Information arrival, interest rate differentials, and yen/dollar exchange rate
Japan and the World Economy, 2006, 18, (1), 108-119 View citations (4)
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