Access Statistics for Yoshihiro Kitamura

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
Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate 0 0 1 26 1 3 5 139
Total Working Papers 0 0 1 26 1 3 5 139


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A lesson from the four recent large public Japanese FX interventions 0 0 0 0 0 2 5 5
A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data 0 0 2 19 2 8 21 70
Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention 0 0 1 5 0 0 4 29
Effect of exchange rate return on volatility spill-over across trading regions 0 0 0 6 0 1 2 61
Information arrival, interest rate differentials, and yen/dollar exchange rate 0 1 1 38 0 1 7 159
Intraday evidence of the informational efficiency of the yen/dollar exchange rate 0 0 0 17 0 0 0 147
Predicting a flash crash in the yen/dollar foreign exchange market 0 1 2 13 1 2 6 33
Simple measures of market efficiency: A study in foreign exchange markets 0 1 3 12 1 4 19 56
Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets 0 1 3 36 0 4 12 168
The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach 0 0 1 32 0 0 4 104
The current account and stock returns 0 0 1 36 0 0 5 123
The optimal exchange rate regime for a small country 0 0 0 57 0 3 9 220
The probability of informed trading measured with price impact, price reversal, and volatility 0 0 4 22 0 1 20 86
Total Journal Articles 0 4 18 293 4 26 114 1,261


Statistics updated 2021-01-03