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Implied volatility smiles in the Nikkei 225 options

Fukuta, Yuichi; Wenjie Ma - In: Applied financial economics 23 (2013) 7/9, pp. 789-804

Persistent link: https://www.econbiz.de/10009750979

The causal effect of graduating from a top university on promotion : evidence from the University of Tokyo's 1969 admission freeze

Kawaguchi, Daiji; Wenjie Ma - In: Economics of education review 27 (2008) 2, pp. 184-196

Persistent link: https://www.econbiz.de/10003725730

Motivation of Chinese commercial banks to issue green bonds : financing costs or regulatory arbitrage?

Cao, Xiao; Jin, Cheng; Wenjie Ma - In: China economic review : an international journal 66 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012817910

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

The effect of business ties and government ties on new IT venture growth : an empirical examination in China

Li, Xueling; Shen, Jia; Ma, Wenjie; Zhang, Weiyong - In: Information technology and management 17 (2016) 3, pp. 245-261

Persistent link: https://www.econbiz.de/10011552138

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

A cointegrated test of the optimal seigniorage model

Fukuta, Yuichi - In: Economics letters 44 (1994) 4, pp. 433-437

Persistent link: https://www.econbiz.de/10001163991

Forward discount puzzle and liquidity effects : some evidence from exchange rates among the United States, Canada, and Japan

Fukuta, Yuichi; Saitō, Makoto - In: Journal of money, credit and banking : JMCB 34 (2002) 4, pp. 1014-1033

Persistent link: https://www.econbiz.de/10001710466