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An empirical analysis of information in the yield spread on future recessions in Japan

Hasegawa, Masashi; Fukuta, Yuichi - In: Applied economics 43 (2011) 13/15, pp. 1865-1881

Persistent link: https://www.econbiz.de/10009239312

General verification of the logit-type stochastic trade pattern using intertemporal, interregional input-output data

Okazaki, Fujio - In: Papers of the Regional Science Association 63 (1987), pp. 1-11

Persistent link: https://www.econbiz.de/10001074138

A simple discrete-time approximation of continuous-time bubbles

Fukuta, Yuichi - In: Journal of economic dynamics & control 22 (1998) 6, pp. 937-954

Persistent link: https://www.econbiz.de/10001241695

Rational bubbles and non-risk neutral investors in Japan

Fukuta, Yuichi - In: Japan and the world economy : international journal of … 8 (1996) 4, pp. 459-473

Persistent link: https://www.econbiz.de/10001208162

A test for rational bubbles in stock prices

Fukuta, Yuichi - In: Empirical economics : a journal of the Institute for … 27 (2002) 4, pp. 587-600

Persistent link: https://www.econbiz.de/10001717118

Forward Discount Puzzle and Liquidity Effects: Some Evidence from Exchange Rates among US, Canada, and Japan

Fukuta, Yuichi; Saito, Makoto - Graduate School of Economics, Hitotsubashi University - 2001

This paper empirically examines whether the interaction between foreign exchange markets and monetary markets can help to resolve the forward discount puzzle. Following the monetary models of Lucas [1990] and Fuerst [1992], we define as liquidity effects (the negative impact of monetary...

Persistent link: https://www.econbiz.de/10004992540