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Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?

Watanabe, Toshiaki - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 199-210

Persistent link: https://www.econbiz.de/10001469682

A non-linear filtering approach to stochastic volatility models with an application to daily stock returns

Watanabe, Toshiaki - In: Journal of applied econometrics 14 (1999) 2, pp. 101-121

Persistent link: https://www.econbiz.de/10001387229

Measuring business cycle turning points in Japan with a dynamic Markov switching factor model

Watanabe, Toshiaki - 2002

Persistent link: https://www.econbiz.de/10001701099

Margin requirements, positive feedback trading, and stock return autocorrelations : the case of Japan

Watanabe, Toshiaki - In: Applied financial economics 12 (2002) 6, pp. 395-403

Persistent link: https://www.econbiz.de/10001671112

Intraday price volatility and trading volume : a case of the Japanese government bond futures

Watanabe, Toshiaki - 1996

Persistent link: https://www.econbiz.de/10000926451

Measuring business cycle turning points in Japan with a dynamic Markov switching factor model

Watanabe, Toshiaki - In: Monetary and economic studies 21 (2003) 1, pp. 35-68

Persistent link: https://www.econbiz.de/10001734984

Spurious regressions in technical trading : momentum or contrarian?

Shintani, Mototsugu; Yabu, Tomoyoshi; Nagakura, Daisuke - 2008

Persistent link: https://www.econbiz.de/10003727425

How much asymmetry is there in bond returns and exchange rates?

Fujiwara, Ippei; Koerber, Lena Mareen; Nagakura, Daisuke - 2011

Persistent link: https://www.econbiz.de/10009301818

Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions

Watanabe, Toshiaki; Uchiyama, Hirokuni - East Asian Bureau of Economic Research (EABER) - 2005

Structural changes in business fluctuations have been gathering attention in Europe and the US in recent years. It has become clear that business fluctuations in the US began to stabilize from the middle of the 1980s, and similar structural changes have been observed in Europe. On the other...

Persistent link: https://www.econbiz.de/10009365417

Effects of the developments of knowledge-based economy on asset price movements : theory and evidence in the Japanese stock market

Nishimura, Kiyohiko; Watanabe, Toshiaki; Iwatsubo, Kentaro - 1998

Persistent link: https://www.econbiz.de/10000997516