Search filters

List of works by Takatoshi Ito

A New Financial Order in Asia: Will a RMB bloc emerge?

scientific article published in October 2016

A Note on Stochastic Rationing Mechanisms

scientific article published in January 1979

A Stochastic Approach to Disequilibrium Macroeconomics

Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison

scientific article published in May 1991

Bonuses, Overtime, and Employment: Korea vs. Japan

scientific article published in June 1989

Capital Controls and Covered Interest Parity

Capital Flows in Asia

Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?

scientific article published in August 2012

Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks

scientific article published in December 2008

Did the Reform Fix the London Fix Problem?

article published in 2017

Disequilibrium Growth Theory: The Kaldor Model

scientific article published in September 1978

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns

scholarly article published November 1991

Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia

Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture

scientific article published in May 2009

Efficiency of the Tokyo Housing Market

scientific article published in June 1993

Endogenous Election Timings and Political Business Cycles in Japan

scientific article published in September 1989

Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity

scientific article published in September 1989

Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through

article

Exchange Rate Exposure and Risk Management: The case of Japanese Exporting Firms

Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets

scientific article published in January 2020

Explaining Asset Bubbles in Japan

scientific article published in November 1995

Foreign Exchange Rate Expectations: Micro Survey Data

Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets

scientific article published in November 2012

Great Inflation and Central Bank Independence in Japan

scientific article published in February 2010

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market

scientific article published in December 1995

High Frequency Contagion of Currency Crises in Asia

scientific article published in December 2002

High-Frequency Contagion Between the Exchange Rates and Stock Prices

scientific article published in April 2004

High-frequency, Algorithmic Spillovers Between NASDAQ and Forex

Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan

How Did the Dollar Peg Fail in Asia?

Impacts of the Basle Capital Standard on Japanese Banks' Behavior

scientific article published in September 1998

Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?

scientific article published in October 2004

International Impacts on Domestic Political Economy: A Case of Japanese General Elections

International Reserves and the Global Financial Crisis

scientific article published in August 2011

Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System

scientific article published in August 2006

Intraday Yen/Dollar Exchange Rate Movements: News or Noise?

scientific article published in September 1988

Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s

scientific article published in April 2002

Is There Private Information in the FX Market? The Tokyo Experiment

Is the Bank of Japan a Closet Monetarist? Monetary Targeting in Japan, 1978-1988

Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies

scientific article published in July 2010

Is the Japanese Distribution System Really Inefficient?

Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises

scientific article published in November 2000

Japan's Big Bang and the Transformation of Financial Markets

scientific article published in July 1999

Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy

Japanization: Is it Endemic or Epidemic?

scientific article published in February 2016

Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives

scientific article published in March 2003

Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market

scientific article published in June 1988

Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System

scientific article published in October 2004

News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression

scientific article published in August 1988

News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?

scientific article published in March 1986

Non-Trivial Equilibrium in an Economy With Stochastic Rationing

On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market

scientific article published in August 1988

On the Consistency of Short-run and Long-run Exchange Rate Expectations

scientific article published in May 1988

On the Desirability of a Regional Basket Currency Arrangement

scientific article published in November 2000

One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System

scientific article published in April 1995

Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements

scientific article published in April 2020

Price Impacts of Deals and Predictability of the Exchange Rate Movements

scientific article published in November 2006

Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets

scientific article published in December 1993

Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks

scientific article published in November 2016

Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability

scientific article published in July 2008

Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate

scientific article published in November 1993

The Intra-Daily Exchange Rate Dynamics and Monetary Policies After the G5 Agreement

scientific article published in October 1986

Two Decades of Japanese Monetary Policy and the Deflation Problem

scientific article published in November 2004

Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity

scientific article published in November 1984

Was the Forex Fixing Fixed?

scientific article published in September 2015

What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function

scientific article published in May 2004

Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination

scientific article published in October 1990

Why has the yen failed to become a dominant invoicing currency in Asia? A firm-level analysis of Japanese Exporters' invoicing behavior

article