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Predicting a flash crash in the yen/dollar foreign exchange market

Kitamura, Yoshihiro - In: Applied economics letters 24 (2017) 13/15, pp. 987-990

Persistent link: https://www.econbiz.de/10011716501

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 microstructural effect of Japanese official intervention in the yen/dollar foreign exchange market

Akiba, Hiroya; Kitamura, Yoshihiro; Matsuda, Shinichi; … - In: Exchange rates in developed and emerging markets : …, (pp. 60-74). 2013

Persistent link: https://www.econbiz.de/10010212668

Intraday evidence of the informational efficiency of the yen dollar exchange rate

Iwatsubo, Kentarō; Kitamura, Yoshihiro - In: Applied financial economics 19 (2009) 13/15, pp. 1103-1115

The informational efficiency of the yen/dollar exchange rate is investigated in five market segments within each business day from 1987 to 2007. Among the results, we first find that the daily exchange rate has a cointegrating relationship with the cumulative price change of the segment for...

Persistent link: https://www.econbiz.de/10003886006

Information arrival, interest rate differentials, and yen/dollar exchange rate

Kitamura, Yoshihiro; Akiba, Hiroya - In: Japan and the world economy : international journal of … 18 (2006) 1, pp. 108-119

Persistent link: https://www.econbiz.de/10003253068