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 0 27 5 9 12 156
Total Working Papers 0 0 0 27 5 9 12 156


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Survey on Characteristics of Japanese Academic Job Market and Evaluation 0 0 0 2 7 10 10 16
A lesson from the four recent large public Japanese FX interventions 0 0 1 3 3 5 8 29
A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data 0 0 0 23 7 10 11 95
Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention 0 0 0 5 2 7 11 46
Effect of exchange rate return on volatility spill-over across trading regions 0 0 0 7 4 6 6 72
Information arrival, interest rate differentials, and yen/dollar exchange rate 0 0 0 41 2 4 6 179
Intraday evidence of the informational efficiency of the yen/dollar exchange rate 0 0 0 17 2 3 4 153
LSTM forecasting foreign exchange rates using limit order book 1 4 7 25 7 15 32 68
Predicting a flash crash in the yen/dollar foreign exchange market 0 0 2 19 1 1 5 47
Simple measures of market efficiency: A study in foreign exchange markets 0 0 1 17 3 5 7 133
Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets 0 0 1 40 3 4 7 197
The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach 0 0 1 33 4 5 9 116
The current account and stock returns 0 0 1 38 2 2 3 133
The optimal exchange rate regime for a small country 0 0 0 58 2 4 5 236
The probability of informed trading measured with price impact, price reversal, and volatility 0 0 2 29 6 6 12 115
Total Journal Articles 1 4 16 357 55 87 136 1,635


Statistics updated 2026-02-12