Narrow search
Showing 1 - 10 of 114
Cover Image
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991
Persistent link: https://www.econbiz.de/10000827421
Cover Image
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai - In: The review of financial studies 7 (1994) 3, pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Cover Image
Where does the meteor shower come from? : The role of stochastic policy coordination
Itō, Takatoshi - In: Journal of international economics 32 (1992) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10001124946
Cover Image
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 3, pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
Cover Image
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
Cover Image
Use of (time-domain) vector autoregressions to test uncovered interest parity
Itō, Takatoshi - In: The review of economics and statistics 70 (1988) 2, pp. 296-305
Persistent link: https://www.econbiz.de/10001049217
Cover Image
The intradaily exchange rate dynamics and monetary policies after the group of five agreement
Itō, Takatoshi - In: Journal of the Japanese and international economies : … 1 (1987) 3, pp. 275-298
Persistent link: https://www.econbiz.de/10001058480
Cover Image
The long-run purchasing power parity for the yen : historical overview
Itō, Takatoshi - In: Journal of the Japanese and international economies : … 11 (1997) 4, pp. 502-521
Persistent link: https://www.econbiz.de/10001337216
Cover Image
Is foreign exchange intervention effective? : The Japanese experiences in the 1990s
Itō, Takatoshi - 2002
Persistent link: https://www.econbiz.de/10001668181
Cover Image
Is foreign exchange intervention effective? : The Japanese experiences in the 1990s
Itō, Takatoshi - 2003
Persistent link: https://www.econbiz.de/10001769517