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 1 10 65
Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique 0 0 0 67 5 6 8 22
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 0 0 0 34 1 1 3 38
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 1 31 4 12 61 191
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 1 1 40 2 6 10 56
Market Integration in the Prewar Japanese Rice Markets 0 2 3 33 5 9 20 67
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 2 68 4 6 22 162
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 2 4 9 73
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan 0 0 0 74 0 1 5 313
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 1 4 12 34
Total Working Papers 0 3 8 529 24 50 160 1,021


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 4 7 11 40
International stock market efficiency: a non-Bayesian time-varying model approach 0 1 2 19 1 4 10 103
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 1 1 3 95 3 4 17 386
The GEL estimates resolve the risk-free rate puzzle in Japan 0 0 0 19 1 1 9 142
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 2 41 1 5 19 124
The futures premium and rice market efficiency in prewar Japan 0 0 0 3 5 6 10 34
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 1 1 2 1 3 6 16
Total Journal Articles 1 3 8 192 16 30 86 872


Statistics updated 2026-05-06