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Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets
Kitamura, Yoshihiro - In: Research in international business and finance 24 (2010) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10003965060
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The impact of order flow on the foreign exchange market : a copula approach
Kitamura, Yoshihiro - In: Asia-Pacific financial markets 18 (2011) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009237751
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The current account and stock returns
Kitamura, Yoshihiro - In: Research in international business and finance 23 (2009) 3, pp. 302-321
Persistent link: https://www.econbiz.de/10003876736
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Predicting a flash crash in the yen/dollar foreign exchange market
Kitamura, Yoshihiro - In: Applied economics letters 24 (2017) 13/15, pp. 987-990
Persistent link: https://www.econbiz.de/10011716501
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Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention
Kitamura, Yoshihiro - In: Research in international business and finance 36 (2016), pp. 436-446
Persistent link: https://www.econbiz.de/10011594524
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A stopping time approach to assessing the effectiveness of foreign exchange intervention : an application to Japanese data
Kitamura, Yoshihiro - In: Journal of international money and finance 75 (2017), pp. 32-46
Persistent link: https://www.econbiz.de/10011788020
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Simple measures of market efficiency : a study in foreign exchange markets
Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 41 (2017), pp. 1-16
Persistent link: https://www.econbiz.de/10011849836
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The probability of informed trading measured with price impact, price reversal, and volatility
Kitamura, Yoshihiro - In: Journal of international financial markets, … 42 (2016), pp. 77-90
Persistent link: https://www.econbiz.de/10011673417
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Informational linkages among the major currencies in the EBS market : evidence from the spot rates of the Euro, Yen and Swiss franc
Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 24 (2012) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10009583246
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A lesson from the four recent large public Japanese FX interventions
Kitamura, Yoshihiro - In: Journal of the Japanese and international economies : … 57 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012800623