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Capital controls and covered interest parity between the yen and dollar
Ito, Takatoshi - 1983
Persistent link: https://www.econbiz.de/10003528805
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Intraday Yen/Dollar Exchange Rate Movements : News or Noise?
Ito, Takatoshi - 1988
Intraday movements in the yen/dollar rate are examined over the 1980-86 period using opening and closing quotes in the … and U.S. stock prices suggests that intraday yen/dollar rate movements do contain at least some relevant information …
Persistent link: https://www.econbiz.de/10012476358
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On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market
Canova, Fabio - 1988
The purpose of this paper is to characterize the changes in risk premium in the 1980s. A five-variable vector autoregressive model (VAR) is constructed to calculate a risk premium series in the foreign exchange market. The risk premium series is volatile and time-varying. The hypothesis of no...
Persistent link: https://www.econbiz.de/10012476386
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Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture
Hashimoto, Yuko - 2009
Market impacts of Japanese macroeconomic announcements within minutes on the dollar/yen foreign exchange are analyzed …-term business survey conducted by Bank of Japan), GDP, industrial production (preliminary), PPI, CPI (Tokyo area), the unemployment …
Persistent link: https://www.econbiz.de/10012463629
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On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market
Canova, Fabio - 2008
The purpose of this paper is to characterize the changes in risk premium in the 1980s. A five-variable vector autoregressive model (VAR) is constructed to calculate a risk premium series in the foreign exchange market. The risk premium series is volatile and time-varying. The hypothesis of no...
Persistent link: https://www.econbiz.de/10012774551
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Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture
Hashi, Yuko - 2010
Market impacts of Japanese macroeconomic announcements within minutes on the dollar/yen foreign exchange are analyzed …-term business survey conducted by Bank of Japan), GDP, industrial production (preliminary), PPI, CPI (Tokyo area), the unemployment …
Persistent link: https://www.econbiz.de/10013152611
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Intraday Yen/Dollar Exchange Rate Movements : News or Noise?
Ito, Takatoshi; Roley, V. Vance - 2021
Intraday movements in the yen/dollar rate are examined over the 1980-86 period using opening and closing quotes in the … and U.S. stock prices suggests that intraday yen/dollar rate movements do contain at least some relevant information …
Persistent link: https://www.econbiz.de/10013227002
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Growth and Productivity in East Asia
Ito, Takatoshi - 2009
Considering the examples of Australia and the Pacific Rim, Growth and Productivity in East Asia offers a contemporary explanation for national productivity that measures contributions not only from capital and labor, but also from economic activities and relevant changes in policy, education,...
Persistent link: https://www.econbiz.de/10012675737
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Growth and Productivity in East Asia
Acemoglu, Daron (contributor); Caplin, Andrew (contributor);  … - 2009
new findings for the last thirty years of sectoral productivity and growth in Japan. Studies focusing on Indonesia, Taiwan …
Persistent link: https://www.econbiz.de/10014487935
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How Did the Dollar Peg Fail in Asia?
Ito, Takatoshi - 1999
exchange rate fluctuations vis-…-vis the Japanese yen and the US dollar. Then, the optimal basket weight to minimize the … generally reasonable. The optimal currency weights for the yen and the US dollars are derived and compared with actual weights … weight of the yen is significantly higher than the actual weight …
Persistent link: https://www.econbiz.de/10012471508