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 1 4 58
Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique 0 0 0 67 0 2 2 16
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 0 0 0 34 0 0 2 35
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 0 30 0 1 3 131
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 0 0 39 1 1 1 47
Market Integration in the Prewar Japanese Rice Markets 1 1 1 31 2 2 7 51
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 1 1 67 1 5 9 147
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 0 0 2 65
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan 0 0 0 74 1 1 2 310
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 2 4 8 26
Total Working Papers 1 2 3 524 7 17 40 886


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 2 10 0 1 4 30
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 1 17 0 0 6 96
Market efficiency and government interventions in prewar Japanese rice futures markets 0 0 0 3 0 1 1 24
Measuring the degree of time varying market inefficiency 0 0 3 94 0 2 10 377
The GEL estimates resolve the risk-free rate puzzle in Japan 0 0 0 19 0 0 3 136
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 1 1 6 41 2 4 10 111
The futures premium and rice market efficiency in prewar Japan 0 0 0 3 0 0 1 25
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 0 1 0 0 0 10
Total Journal Articles 1 1 12 188 2 8 35 809


Statistics updated 2025-12-06