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 0 9 65
Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique 0 0 0 67 1 1 9 23
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 0 0 0 34 0 2 5 40
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 1 31 1 1 62 192
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 0 1 40 0 1 11 57
Market Integration in the Prewar Japanese Rice Markets 0 0 3 33 0 3 21 70
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 2 68 0 1 21 163
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 0 2 10 75
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan 0 0 0 74 0 0 4 313
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 0 0 12 34
Total Working Papers 0 0 8 529 2 11 164 1,032


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 0 10 0 0 11 40
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 2 19 1 1 8 104
Market efficiency and government interventions in prewar Japanese rice futures markets 0 0 0 3 0 0 4 27
Measuring the degree of time varying market inefficiency 0 0 1 95 1 1 13 387
The GEL estimates resolve the risk-free rate puzzle in Japan 0 0 0 19 0 0 7 142
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 1 41 0 0 17 124
The futures premium and rice market efficiency in prewar Japan 0 0 0 3 0 0 9 34
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 1 2 0 1 7 17
Total Journal Articles 0 0 5 192 2 3 76 875


Statistics updated 2026-08-07