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Dynamics of quote and deal prices in the foreign exchange market

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 99-106

Persistent link: https://www.econbiz.de/10003715870

Price impacts of deals and predictability of the exchange rate movements

Itō, Takatoshi; Hashimoto, Yūko - In: International financial issues in the Pacific Rim : …, (pp. 177-215). 2008

Persistent link: https://www.econbiz.de/10003743871

Price impacts of deals and predictability of the exchange rate movements

Itō, Takatoshi; Hashimoto, Yūko - 2006

Persistent link: https://www.econbiz.de/10003392885

On the nonstationarity of the exchange rate process

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34

Persistent link: https://www.econbiz.de/10009690133

International reserves and the global financial crisis

Dominguez, Kathryn M.; Hashimoto, Yūko; Itō, Takatoshi - In: Journal of international economics 88 (2012) 2, pp. 388-406

Persistent link: https://www.econbiz.de/10009691843

Microstructure of the yen/dollar foreign exchange market : patterns of intra-day activity revealed in the electronic broking system

Itō, Takatoshi; Hashimoto, Yūko - 2004

Persistent link: https://www.econbiz.de/10002418695

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

Intraday seasonality in activities of the foreign exchange markets : evidence from the electronic broking system

Ito, Takatoshi; Hashimoto, Yūko - In: Journal of the Japanese and international economies : … 20 (2006) 4, pp. 637-664

Persistent link: https://www.econbiz.de/10003496063

Price Impacts of Deals and Predictability of the Exchange Rate Movements

Ito, Takatoshi - 2010

This paper examines the price impact and the predictability of the exchange rate movement using the transaction data recorded in the electronic broking system of the spot foreign exchange market. The number of actual deals at the ask (or bid side) for a specified time interval may be regarded as...

Persistent link: https://www.econbiz.de/10012760548

Price Impacts of Deals and Predictability of the Exchange Rate Movements

Ito, Takatoshi - 2006

Persistent link: https://www.econbiz.de/10012465979