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 0 113 0 1 5 56
Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique 0 0 0 67 0 0 1 14
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 0 2 130
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 0 0 39 0 0 0 46
Market Integration in the Prewar Japanese Rice Markets 0 0 0 30 0 2 5 48
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 0 66 0 0 2 140
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 0 1 3 65
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan 0 0 0 74 0 1 1 309
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 0 0 5 22
Total Working Papers 0 0 0 521 0 5 26 865


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 1 3 10 0 1 8 29
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 1 17 2 2 6 95
Market efficiency and government interventions in prewar Japanese rice futures markets 0 0 0 3 0 0 0 23
Measuring the degree of time varying market inefficiency 2 2 3 94 2 2 6 371
The GEL estimates resolve the risk-free rate puzzle in Japan 0 0 0 19 2 2 2 135
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 2 8 40 0 3 14 107
The futures premium and rice market efficiency in prewar Japan 0 0 0 3 0 0 0 24
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 0 1 0 0 1 10
Total Journal Articles 2 5 15 187 6 10 37 794


Statistics updated 2025-07-04