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 2 113 0 0 4 51
Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique 0 0 2 67 0 0 5 13
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 0 0 0 34 1 1 1 33
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 1 30 0 0 1 128
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 0 0 39 0 1 1 46
Market Integration in the Prewar Japanese Rice Markets 0 0 0 30 0 0 0 43
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 1 66 0 0 3 138
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 0 0 0 62
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan 0 0 1 74 0 0 1 308
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 0 0 1 17
Total Working Papers 0 0 7 521 1 2 17 839


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 3 7 0 1 8 21
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 3 16 0 0 5 89
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 0 0 3 91 0 3 8 365
The GEL estimates resolve the risk-free rate puzzle in Japan 0 0 0 19 0 0 0 133
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 1 10 31 1 2 17 92
The futures premium and rice market efficiency in prewar Japan 0 0 0 3 0 0 1 24
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 0 1 0 0 0 9
Total Journal Articles 0 1 19 171 1 6 39 756


Statistics updated 2024-06-06