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Capital controls and covered interest parity
Ito, Takatoshi - 1983
Persistent link: https://www.econbiz.de/10002058304
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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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Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets
Ito, Takatoshi - 1993
This paper presents a comprehensive study of the interactions among returns, volatility, and trading volume between the U.S. and Japanese stock markets by using intradaily data from October 1985 to December 1991. By examining the effect of foreign price volatility and trading volume on...
Persistent link: https://www.econbiz.de/10012474348
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Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns
Lin, Wen-Ling - 1991
This paper investigates empirically how returns and volatilities of stock indices are correlated between Tokyo and New York. Intradaily data are used, so that daytime and overnight returns are defined for both markets. Tokyo daytime hours overlap with New York overnight hours, while New York...
Persistent link: https://www.econbiz.de/10012475066
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Financial Policy and Central Banking in Japan
Ito, Takatoshi - 2014
Financial Policy and Central Banking in Japan -- Contents -- Preface -- Introduction -- The NCC's? Unprecedented … Trapsx and the New Bank of Japan -- Challenges Facing Financial Policy and Central Banking in Japan -- References -- Index. …
Persistent link: https://www.econbiz.de/10012680318
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Capital Controls and Covered Interest Parity
Ito, Takatoshi - 1983
-dollar three month deposit rates,and the representative and comparable three-month interest rates in Japan andin the U.S. An …, in Japan. According to our measure, covered interest parity has been holding, as theory predicts, in the Euro market … imposed by the Japanese Government are detected by one-way arbitrage measures between Gensaki in Japan and Euro …
Persistent link: https://www.econbiz.de/10012477912
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Financial Deregulation and Integration in East Asia
Ito, Takatoshi - 2007
. Topics covered include the roles of the United States and Japan in trading with Asian countries, macroeconomic poli …
Persistent link: https://www.econbiz.de/10012675728
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International Reserves and the Global Financial Crisis
Dominguez, Kathryn M.E. - 2011
This study examines whether pre-crisis international reserve accumulations, as well as exchange rate and reserve policy decisions made during the global financial crisis, can help to explain cross-country differences in post-crisis economic performance. Our approach focuses not only on the total...
Persistent link: https://www.econbiz.de/10012461296
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Capital Controls and Covered Interest Parity
Ito, Takatoshi - 2008
-dollar three month deposit rates,and the representative and comparable three-month interest rates in Japan andin the U.S. An …, in Japan. According to our measure, covered interest parity has been holding, as theory predicts, in the Euro market … imposed by the Japanese Government are detected by one-way arbitrage measures between Gensaki in Japan and Euro …
Persistent link: https://www.econbiz.de/10012774703
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International Financial Issues in the Pacific Rim : Global Imbalances, Financial Liberalization, and Exchange Rate Policy
Ahuja, Ashvin (contributor); Basri, M. Chatib (contributor);  … - 2008
The imbalanced, yet mutually beneficial, trading relationship between the United States and Asia has long been one of international finance’s most perplexing mysteries. Although the United States continues to post a substantial trade deficit—and China reaps the benefits of a surplus—the...
Persistent link: https://www.econbiz.de/10014488175