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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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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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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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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
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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
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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