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Use of (time-domain) vector autoregressions to test uncovered interest parity
Itō, Takatoshi
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1984
Persistent link: https://www.econbiz.de/10000703505
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A stochastic approach to disequilibrium macroeconomics
Honkapohja, Seppo
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Itō, Takatoshi
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1979
Persistent link: https://www.econbiz.de/10003841799
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Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
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Itō, Takatoshi
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Lin, Wen-ling
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1988
Persistent link: https://www.econbiz.de/10000133228
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