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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) 13/15, pp. 1865-1881
Persistent link: https://www.econbiz.de/10009239312
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General verification of the logit-type stochastic trade pattern using intertemporal, interregional input-output data
Okazaki, Fujio - In: Papers of the Regional Science Association 63 (1987), pp. 1-11
Persistent link: https://www.econbiz.de/10001074138
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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
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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
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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
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The leading indicator property of the term spread and the monetary policy factors in Japan
Nakaota, Hiroshi; Fukuta, Yuichi - In: Japan and the world economy : international journal of … 28 (2013), pp. 85-98
Persistent link: https://www.econbiz.de/10010240916
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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
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Value premium and implied equity duration in the Japanese stock market
Fukuta, Yuichi; Yamane, Akiko - In: Journal of international financial markets, … 39 (2015), pp. 102-121
Persistent link: https://www.econbiz.de/10011475648
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Implied equity duration : lessons from the Japanese financial crises
Fukuta, Yuichi; Yamane, Akiko - 2024
Persistent link: https://www.econbiz.de/10015046884