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Bank capital shocks and portfolio risk : evidence from Japan

Iwatsubo, Kentaro - In: Japan and the world economy : international journal of … 19 (2007) 2, pp. 166-186

Persistent link: https://www.econbiz.de/10003493239

Intraday evidence of the informational efficiency of the yen dollar exchange rate

Iwatsubo, Kentaro; Kitamura, Yoshihiro - In: Applied financial economics 19 (2009) 13/15, pp. 1103-1115

The informational efficiency of the yen/dollar exchange rate is investigated in five market segments within each business day from 1987 to 2007. Among the results, we first find that the daily exchange rate has a cointegrating relationship with the cumulative price change of the segment for...

Persistent link: https://www.econbiz.de/10003886006

Measuring financial market contagion using dually-traded stocks of Asian firms

Iwatsubo, Kentaro; Inagaki, Kazuyuki - In: Journal of Asian economics 18 (2007) 1, pp. 217-236

Persistent link: https://www.econbiz.de/10003466229

International transmission of business cycles : evidence from dynamic correlations

Fidrmuc, Jarko; Ikeda, Taro; Iwatsubo, Kentaro - In: Economics letters 114 (2012) 3, pp. 252-255

Persistent link: https://www.econbiz.de/10009550802

Order flows, fundamentals and exchange rates

Iwatsubo, Kentaro; Marsh, Ian - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 251-266

Persistent link: https://www.econbiz.de/10010471906

The changing role of foreign investors in Tokyo stock price formation

Iwatsubo, Kentaro; Watkins, Clinton - In: Pacific-Basin finance journal 67 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013258056

External adjustments and coordinated exchange rate policy in Asia

Ogawa, Eiji; Iwatsubo, Kentaro - In: Journal of Asian economics 20 (2009) 3, pp. 225-239

Persistent link: https://www.econbiz.de/10003878856

Who influences the fundamental value of commodity futures in Japan?

Iwatsubo, Kentaro; Watkins, Clinton - In: International review of financial analysis 67 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012299118

Crude oil prices, capital flows, and emerging economies

Iwatsubo, Kentaro; Ogasawara, Satoru - In: Public policy review 15 (2019) 1, pp. 35-67

Persistent link: https://www.econbiz.de/10012042032

Does firm-level productivity predict stock returns?

Hiroki, Takashi; Iwatsubo, Kentaro; Watkins, Clinton - In: Pacific-Basin finance journal 72 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013370398

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