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Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate

Iwatsubo, Kentaro; Kitamura, Yoshihiro - Faculty of Economics, Kobe University - 2008

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 cumula-tive price change of the segment for...

Persistent link: https://www.econbiz.de/10005258374

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

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

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

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

Iwatsubo, Kentaro; Kitamura, Yoshihiro - In: Applied financial economics 19 (2009) 14, pp. 1103-1116

Persistent link: https://www.econbiz.de/10008267431

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

Iwatsubo, Kentaro; Kitamura, Yoshihiro - In: Applied financial economics 19 (2009) 13-15, pp. 1103-1116

Persistent link: https://www.econbiz.de/10008284590

A stopping time approach to assessing the effectiveness of foreign exchange intervention : an application to Japanese data

Kitamura, Yoshihiro - In: Journal of international money and finance 75 (2017), pp. 32-46

Persistent link: https://www.econbiz.de/10011788020

Simple measures of market efficiency : a study in foreign exchange markets

Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 41 (2017), pp. 1-16

Persistent link: https://www.econbiz.de/10011849836

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

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

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

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

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