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Exchange rate changes and inflation in post-crisis Asian economies : VAR analysis of the exchange rate pass-through
Itō, Takatoshi; Satō, Kiyotaka - 2006
Persistent link: https://www.econbiz.de/10003354819
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Price impacts of deals and predictability of the exchange rate movements
Itō, Takatoshi; Hashimoto, Yūko - 2006
Persistent link: https://www.econbiz.de/10003392885
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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
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Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling Tsai - 1988
Persistent link: https://www.econbiz.de/10000757954
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Intraday yen-dollar exchange rate movements : news or noise?
Itō, Takatoshi; Roley, Vernon Vance - 1988
Persistent link: https://www.econbiz.de/10000764050
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Price volatility and volume spillovers between the Tokyo and New York stock markets
Itō, Takatoshi - 1993
Persistent link: https://www.econbiz.de/10000881895
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The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason; Campbell, John Y. - 2009
Persistent link: https://www.econbiz.de/10003822202
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Intra-day seasonality in activities of the foreign exchange markets : evidence from the electronic broking system
Itō, Takatoshi; Hashimoto, Yūko - 2006
Persistent link: https://www.econbiz.de/10003360230
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Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001456475
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Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.; Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10001390215