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Fukuta, Yuichi
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Hasegawa, Masashi
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Ma, Wenjie
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Saito, Makoto
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Applied economics
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Applied financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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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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2
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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3
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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4
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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5
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
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