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 4 5 7 62
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 1 1 2 36
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 0 30 23 23 26 154
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 0 0 39 1 2 2 48
Market Integration in the Prewar Japanese Rice Markets 0 1 1 31 2 4 9 53
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 1 2 2 68 7 11 16 154
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 2 2 4 67
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan 0 0 0 74 1 2 3 311
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 1 5 9 27
Total Working Papers 1 3 4 525 42 57 80 928


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 3 3 5 33
International stock market efficiency: a non-Bayesian time-varying model approach 1 1 2 18 3 3 9 99
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 1 3 11 378
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 0 1 6 41 5 9 15 116
The futures premium and rice market efficiency in prewar Japan 0 0 0 3 1 1 2 26
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 2 12 189 13 20 46 822


Statistics updated 2026-01-09