Similar Search Results

Effect of exchange rate return on volatility spill-over across trading regions

Galagedera, Don U.A.; Kitamura, Yoshihiro - In: Japan and the World Economy 24 (2012) 4, pp. 254-265

This paper examines the effect of realized exchange rate returns on the volatility spill-over between the euro–US dollar and US dollar–yen currency pairs across the five trading regions: Asia, Asia–Europe overlap, Europe, Europe–America overlap and America. Modelling the interaction...

Persistent link: https://www.econbiz.de/10010595049

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

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

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

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

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

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

The price discovery in the renminbi/USD market : two spot, two swap, and three forward FX rates

Kitamura, Yoshihiro - In: International review of financial analysis 95 (2024) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10015149283

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/10008926410

Effect of exchange rate return on volatility spill-over across trading regions

Galagedera, Don U. A.; Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 24 (2012) 4, pp. 254-265

Persistent link: https://www.econbiz.de/10009704630