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 0 114 0 0 8 65
Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique 0 0 0 67 0 2 10 24
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 0 0 0 34 1 1 6 41
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 1 31 1 3 63 194
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 0 1 40 0 2 13 59
Market Integration in the Prewar Japanese Rice Markets 0 0 3 33 0 1 22 71
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 2 68 0 1 21 164
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 0 1 11 76
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 2 14 36
Total Working Papers 0 0 7 529 2 13 172 1,043


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 10 40
International stock market efficiency: a non-Bayesian time-varying model approach 1 1 3 20 2 4 11 107
Measuring the degree of time varying market inefficiency 0 0 1 95 1 2 13 388
The GEL estimates resolve the risk-free rate puzzle in Japan 0 0 0 19 0 1 7 143
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 1 41 0 2 19 126
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 0 7 17
Total Journal Articles 1 1 6 190 3 9 76 855
1 registered items for which data could not be found


Statistics updated 2026-10-11