Access Statistics for Mikio Ito

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Estimation Method of a Time-Varying Parameter Model 0 0 1 114 0 6 9 64
Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique 0 0 0 67 0 0 2 16
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 0 0 0 34 0 2 3 37
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 1 1 31 7 55 56 186
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 0 0 39 2 5 6 52
Market Integration in the Prewar Japanese Rice Markets 0 0 1 31 0 7 12 58
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 1 2 68 2 11 19 158
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 0 4 5 69
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan 0 0 0 74 0 2 4 312
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 3 7 12 33
Total Working Papers 0 2 5 526 14 99 128 985


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Estimation Method for Time-Varying Parameter Models 0 0 1 10 2 5 7 35
International stock market efficiency: a non-Bayesian time-varying model approach 0 1 1 18 2 5 8 101
Market efficiency and government interventions in prewar Japanese rice futures markets 0 0 0 3 0 3 4 27
Measuring the degree of time varying market inefficiency 0 0 2 94 1 6 15 383
The GEL estimates resolve the risk-free rate puzzle in Japan 0 0 0 19 0 5 8 141
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 4 41 1 9 17 120
The futures premium and rice market efficiency in prewar Japan 0 0 0 3 0 3 4 28
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 1 1 1 2 2 5 5 15
Total Journal Articles 1 2 9 190 8 41 68 850


Statistics updated 2026-03-04