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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) 15, pp. 1865-1882
Persistent link: https://www.econbiz.de/10009134020
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Forward Discount Puzzle and Liquidity Effects: Some Evidence from Exchange Rates among the United States, Canada, and Japan
Fukuta, Yuichi; Saito, Makoto - In: Journal of money, credit and banking : JMCB 34 (2002) 4, pp. 1014-1033
Persistent link: https://www.econbiz.de/10006653017
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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/10006789225
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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/10006264766
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Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi; Ma, Wenjie - In: Applied financial economics 23 (2013) 9, pp. 789-804
Persistent link: https://www.econbiz.de/10010107646