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Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate : high-resolution picture

Hashimoto, Yūko; Itō, Takatoshi - In: Journal of the Japanese and international economies : … 24 (2010) 3, pp. 334-354

Persistent link: https://www.econbiz.de/10009247752

International reserves and the global financial crisis

Dominguez, Kathryn M.; Hashimoto, Yūko; Itō, Takatoshi - 2011

Persistent link: https://www.econbiz.de/10009307625

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

High- frequency contagion between exchange rates and stock prices during the Asian currency crisis

Itō, Takatoshi; Hashimoto, Yūko - In: Identifying international financial contagion : …, (pp. 110-149). 2005

Persistent link: https://www.econbiz.de/10003350346

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

High-frequency contagion between the exchange rates and stock prices

Hashimoto, Yūko; Itō, Takatoshi - 2004

"This paper analyzes the co-movement of the exchange rates and the stock prices from the viewpoint of contagion among the eight countries in the region during the period of Asian currency crisis, 1997-1999. Ito and Hashimoto (2002; NBER working paper) proposed a new definition of high-frequency...

Persistent link: https://www.econbiz.de/10002038497

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

Intra-Day Seasonality in Activities of the Foreign Exchange Markets : Evidence from the Electronic Broking System

Ito, Takatoshi - 2006

This paper examines intra-day patterns of the exchange rate behavior, using the %u201Cfirm%u201D bid-ask quotes and transactions of USD-JPY and Euro-USD recorded in the electronic broking system of the spot foreign exchange markets. The U-shape of intra-day activities (deals and price changes)...

Persistent link: https://www.econbiz.de/10012779613