Takatoshi Ito

University of Tokyo - Faculty of Economics

7-3-1 Hongo, Bunkyo-ku

Tokyo 113-0033

Japan

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Ministry of Finance, Tokyo

Deputy Vice Minister for International Affairs

3-1-1, Kasumigaseki, Chiyoda-ku

100-8940 Tokyo

Japan

SCHOLARLY PAPERS

78

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6,504

TOTAL CITATIONS
Rank 1,824

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Top 1,824

in Total Papers Citations

210

Scholarly Papers (78)

1.

Monetary Policy and Financial Stability: Is Inflation Targeting Passé?

Asian Development Bank Economics Working Paper Series No. 206
Number of pages: 26 Posted: 02 Aug 2010
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 445 (137,561)
Citation 10

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2.

Bank Fragility in Japan, 1995-2003

Number of pages: 54 Posted: 05 Apr 2004
Takatoshi Ito and Kimie Harada
University of Tokyo - Faculty of Economics and Chuo University - Faculty of Commerce
Downloads 374 (167,618)
Citation 3

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3.

Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s

NBER Working Paper No. w8914
Number of pages: 39 Posted: 25 Apr 2002 Last Revised: 11 Nov 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 252 (254,530)
Citation 3

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4.

Explaining Asset Bubbles in Japan

NBER Working Paper No. w5358
Number of pages: 62 Posted: 27 Aug 2000 Last Revised: 24 Aug 2022
Takatoshi Ito and Tokuo Iwaisako
University of Tokyo - Faculty of Economics and Hitotsubashi University - Institute of Economic Research
Downloads 250 (256,542)
Citation 2

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5.

The Bank of Canada's Monetary Policy Framework: Have Recent Changes Enhanced Central Bank Credibility?

IMF Working Paper No. 97/171
Number of pages: 25 Posted: 15 Feb 2006
Brenda González-Hermosillo and Takatoshi Ito
International Monetary Fund and University of Tokyo - Faculty of Economics
Downloads 165 (377,568)

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Monetary Policy, Inflation Targeting

6.

Great Inflation and Central Bank Independence in Japan

NBER Working Paper No. w15726
Number of pages: 47 Posted: 08 Feb 2010 Last Revised: 22 Jun 2023
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 160 (387,560)

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7.

Race to the Center: Competition for the Nikkei 225 Futures Trade

IMF Working Paper No. 96/117
Number of pages: 50 Posted: 15 Feb 2006
Takatoshi Ito and Wenling Lin
University of Tokyo - Faculty of Economics and Office of Comptroller of Currency
Downloads 158 (391,773)

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margin requirements, futures price volatility, trading volume, GARCH

8.

Exchange Rate Exposure and Risk Management: The Case of Japanese Exporting Firms

NBER Working Paper No. w21040
Number of pages: 24 Posted: 23 Mar 2015 Last Revised: 29 Jun 2023
University of Tokyo - Faculty of Economics, Chuo University, Yokohama National University - Department of Economics and Gakushuin University
Downloads 151 (406,962)
Citation 2

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9.

Random Walk or a Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements Based on Conditional Probability

NBER Working Paper No. w14160
Number of pages: 30 Posted: 16 Jul 2008 Last Revised: 11 Sep 2022
Toyo University - Faculty of Economics, University of Tokyo - Faculty of Economics, University of Tokyo - Graduate School of Law and Politics, Tokyo Institute of Technology, Sony Computer Science Laboratories and Hitotsubashi University - Institute of Economic Research
Downloads 151 (406,962)

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10.

Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through

NBER Working Paper No. w12395
Number of pages: 49 Posted: 03 Aug 2006 Last Revised: 02 Jan 2023
Takatoshi Ito and Kiyotaka Sato
University of Tokyo - Faculty of Economics and Yokohama National University - Department of Economics
Downloads 146 (418,196)
Citation 3

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11.

Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System

NBER Working Paper No. w12413
Number of pages: 42 Posted: 13 Aug 2006 Last Revised: 02 Jan 2023
Takatoshi Ito and Yuko Hashimoto
University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics
Downloads 141 (429,959)
Citation 6

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12.

Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market

NBER Working Paper No. w2609
Number of pages: 28 Posted: 18 Jun 2004 Last Revised: 20 Aug 2022
Robert F. Engle, Takatoshi Ito and Wenling Lin
New York University (NYU) - Department of Finance, University of Tokyo - Faculty of Economics and Office of Comptroller of Currency
Downloads 127 (467,061)
Citation 10

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13.

Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives

NBER Working Paper No. w9589
Number of pages: 47 Posted: 28 Mar 2003 Last Revised: 15 Sep 2022
Takatoshi Ito and Kimie Harada
University of Tokyo - Faculty of Economics and Chuo University - Faculty of Commerce
Downloads 126 (469,954)

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14.

Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia

NBER Working Paper No. w5979
Number of pages: 37 Posted: 26 Jul 2000 Last Revised: 04 Nov 2022
Takatoshi Ito, Peter Isard and Steven Symansky
University of Tokyo - Faculty of Economics, International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Fiscal Affairs Department
Downloads 125 (472,865)
Citation 5

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15.

Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?

NBER Working Paper No. w18287
Number of pages: 63 Posted: 10 Aug 2012 Last Revised: 21 Jun 2023
Takeo Hoshi and Takatoshi Ito
University of California at San Diego and University of Tokyo - Faculty of Economics
Downloads 111 (517,539)
Citation 2

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16.

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns

NBER Working Paper No. w3911
Number of pages: 39 Posted: 12 Apr 2004 Last Revised: 20 Apr 2022
Wenling Lin, Robert F. Engle and Takatoshi Ito
Office of Comptroller of Currency, New York University (NYU) - Department of Finance and University of Tokyo - Faculty of Economics
Downloads 111 (517,539)
Citation 26

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17.

One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System

NBER Working Paper No. t0179
Number of pages: 133 Posted: 20 Sep 2000 Last Revised: 30 Jun 2023
Charles Goodhart, Takatoshi Ito and Richard Payne
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Tokyo - Faculty of Economics and City University London - The Business School
Downloads 96 (573,280)
Citation 2

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18.

High-Frequency Contagion between the Exchange Rates and Stock Prices

NBER Working Paper No. w10448
Number of pages: 38 Posted: 10 May 2004 Last Revised: 21 Jul 2022
Yuko Hashimoto and Takatoshi Ito
Toyo University - Faculty of Economics and University of Tokyo - Faculty of Economics
Downloads 86 (613,789)

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19.

Impacts of the Basle Capital Standard on Japanese Banks' Behavior

NBER Working Paper No. w6730
Number of pages: 54 Posted: 24 Oct 1998 Last Revised: 23 Nov 2022
Takatoshi Ito and Yuri Nagataki Sasaki
University of Tokyo - Faculty of Economics and Takachiho University - Department of Commerce
Downloads 85 (618,089)
Citation 7

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20.

Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks

NBER Working Paper No. w14518
Number of pages: 51 Posted: 08 Dec 2008 Last Revised: 03 Sep 2022
Kimie Harada and Takatoshi Ito
Chuo University - Faculty of Commerce and University of Tokyo - Faculty of Economics
Downloads 84 (622,372)
Citation 2

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21.

Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-Day Activity Revealed in the Electronic Broking System

NBER Working Paper No. w10856
Number of pages: 45 Posted: 14 Sep 2006 Last Revised: 01 Sep 2022
Takatoshi Ito and Yuko Hashi
University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics
Downloads 84 (622,372)

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22.

Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises

NBER Working Paper No. w7997
Number of pages: 40 Posted: 03 Nov 2000 Last Revised: 09 Nov 2022
Takatoshi Ito and Kimie Harada
University of Tokyo - Faculty of Economics and Chuo University - Faculty of Commerce
Downloads 84 (622,372)
Citation 1

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23.

Japanization: Is it Endemic or Epidemic?

NBER Working Paper No. w21954
Number of pages: 56 Posted: 08 Feb 2016 Last Revised: 28 Jun 2023
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 82 (631,163)

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24.

Where Does the Meteor Shower Come from? the Role of Stochastic Policy Coordination

NBER Working Paper No. w3504
Number of pages: 32 Posted: 08 Jan 2008 Last Revised: 31 Jul 2022
Takatoshi Ito, Robert F. Engle and Wenling Lin
University of Tokyo - Faculty of Economics, New York University (NYU) - Department of Finance and Office of Comptroller of Currency
Downloads 82 (635,525)

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25.

Growth Convergence and the Middle-Income Trap

Asian Development Review, Vol. 34, No. 1, pp. 1–27, 2017
Number of pages: 27 Posted: 08 Mar 2017
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 81 (635,525)
Citation 2

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Asian Financial Crisis, Global Financial Crisis, Growth Convergence, Middle-Income Trap

26.

High-Frequency, Algorithmic Spillovers between NASDAQ and Forex

NBER Working Paper No. w21122
Number of pages: 52 Posted: 27 Apr 2015 Last Revised: 20 Mar 2022
Takatoshi Ito and Masahiro Yamada
University of Tokyo - Faculty of Economics and Hitotsubashi University
Downloads 78 (649,299)

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27.

Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies

NBER Working Paper No. w16182
Number of pages: 44 Posted: 12 Jul 2010 Last Revised: 20 Mar 2023
Kimie Harada, Takatoshi Ito and Shuhei Takahashi
Chuo University - Faculty of Commerce, University of Tokyo - Faculty of Economics and affiliation not provided to SSRN
Downloads 78 (649,299)
Citation 1

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28.

Japan's Big Bang and the Transformation of Financial Markets

NBER Working Paper No. w7247
Number of pages: 27 Posted: 28 Apr 2000 Last Revised: 26 Oct 2022
Takatoshi Ito, Michael Melvin and Michael Melvin
University of Tokyo - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management
Downloads 76 (658,600)

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29.

Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets

NBER Working Paper No. w18541
Number of pages: 54 Posted: 20 Nov 2012 Last Revised: 01 Mar 2023
University of Tokyo - Faculty of Economics, Waseda University - Waseda Institute for Advanced Study, Tokyo Institute of Technology and Sony Computer Science Laboratories
Downloads 74 (668,307)

Abstract:

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30.

Capital Flows in Asia

NBER Working Paper No. w7134
Number of pages: 53 Posted: 06 Mar 2000 Last Revised: 31 Dec 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 74 (668,307)
Citation 2

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31.

Capital Controls and Covered Interest Parity

NBER Working Paper No. w1187
Number of pages: 34 Posted: 06 Apr 2004 Last Revised: 01 Oct 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 72 (678,278)

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Is There Private Information in the FX Market? The Tokyo Experiment

NBER Working Paper No. w5936
Number of pages: 29 Posted: 20 Sep 2000 Last Revised: 22 Sep 2022
University of Tokyo - Faculty of Economics, University of California, Berkeley and CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management
Downloads 72 (689,207)
Citation 9

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Is There Private Information in the FX Market? The Tokyo Experiment

JOURNAL OF FINANCE
Posted: 11 Sep 1997
University of California, Berkeley, University of Tokyo - Faculty of Economics and CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management

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33.

Two Decades of Japanese Monetary Policy and the Deflation Problem

NBER Working Paper No. w10878
Number of pages: 73 Posted: 22 Sep 2012 Last Revised: 23 Sep 2022
Takatoshi Ito and Frederic S. Mishkin
University of Tokyo - Faculty of Economics and Columbia University - Columbia Business School, Finance
Downloads 70 (688,524)
Citation 5

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34.

On the Desirability of a Regional Basket Currency Arrangement

NBER Working Paper No. w8002
Number of pages: 44 Posted: 13 Nov 2000 Last Revised: 15 May 2022
Eiji Ogawa and Takatoshi Ito
Hitotsubashi University and University of Tokyo - Faculty of Economics
Downloads 68 (699,104)
Citation 6

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35.

Inflation Targeting and Japan: Why Has the Bank of Japan Not Adopted Inflation Targeting?

NBER Working Paper No. w10818
Number of pages: 49 Posted: 19 Oct 2004 Last Revised: 23 Jan 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 67 (704,538)
Citation 1

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36.

News from the U. S. And Japan: Which Moves the Yen/Dollar Exchange Rate?

NBER Working Paper No. w1853
Number of pages: 47 Posted: 19 Jun 2004 Last Revised: 27 Jul 2022
Takatoshi Ito and V. Vance Roley
University of Tokyo - Faculty of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 66 (709,964)
Citation 9

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37.

News and the Dollar/Yen Exchange Rate, 1931-1933: the End of the Gold Standard, Imperialism, and the Great Depression

NBER Working Paper No. w2683
Number of pages: 43 Posted: 19 Jun 2004 Last Revised: 02 Nov 2022
Takatoshi Ito, Kunio Okina and Juro Teranishi
University of Tokyo - Faculty of Economics, Bank of Japan and Hitotsubashi University - Institute of Economic Research
Downloads 66 (709,964)

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38.

What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function

NBER Working Paper No. w10456
Number of pages: 27 Posted: 14 May 2004 Last Revised: 29 Jul 2022
Takatoshi Ito and Tomoyoshi Yabu
University of Tokyo - Faculty of Economics and Keio University - Faculty of Business and Commerce
Downloads 66 (709,964)
Citation 9

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39.

How Did the Dollar Peg Fail in Asia?

NBER Working Paper No. w6729
Number of pages: 68 Posted: 18 Oct 1998 Last Revised: 21 Nov 2022
Takatoshi Ito, Eiji Ogawa and Yuri Nagataki Sasaki
University of Tokyo - Faculty of Economics, Hitotsubashi University and Takachiho University - Department of Commerce
Downloads 66 (709,964)
Citation 4

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40.

Disequilibrium Growth Theory: the Kaldor Model

NBER Working Paper No. w0281
Number of pages: 49 Posted: 11 Apr 2004 Last Revised: 10 Apr 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 65 (715,555)
Citation 1

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41.

International Reserves and the Global Financial Crisis

NBER Working Paper No. w17362
Number of pages: 45 Posted: 29 Aug 2011 Last Revised: 11 Jun 2023
University of Michigan at Ann Arbor - Gerald R. Ford School of Public Policy, International Monetary Fund (IMF) and University of Tokyo - Faculty of Economics
Downloads 64 (721,227)
Citation 39

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42.

Was the Forex Fixing Fixed?

NBER Working Paper No. w21518
Number of pages: 47 Posted: 08 Sep 2015 Last Revised: 19 Apr 2023
Takatoshi Ito and Masahiro Yamada
University of Tokyo - Faculty of Economics and Hitotsubashi University
Downloads 62 (732,826)

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43.

Endogenous Election Timings and Political Business Cycles in Japan

NBER Working Paper No. w3128
Number of pages: 41 Posted: 30 Jul 2001 Last Revised: 21 Jul 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 62 (732,826)

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44.

Housing Finance Imperfections and Private Saving: a Comparative Simulation Analysis of the U.S. And Japan

NBER Working Paper No. w2272
Number of pages: 33 Posted: 30 Jul 2001 Last Revised: 18 Sep 2022
Fumio Hayashi, Takatoshi Ito and Joel B. Slemrod
National Graduate Institute for Policy Studies, University of Tokyo - Faculty of Economics and University of Michigan, Stephen M. Ross School of Business
Downloads 61 (738,537)
Citation 2

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45.

Intraday Yen/Dollar Exchange Rate Movements: News or Noise?

NBER Working Paper No. w2703
Number of pages: 34 Posted: 23 Aug 2000 Last Revised: 21 Nov 2022
Takatoshi Ito and V. Vance Roley
University of Tokyo - Faculty of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 61 (738,537)
Citation 1

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46.

Efficiency of the Tokyo Housing Market

NBER Working Paper No. w4382
Number of pages: 50 Posted: 22 Aug 2007 Last Revised: 24 Dec 2022
Takatoshi Ito and Keiko Nosse Hirono
University of Tokyo - Faculty of Economics and Nihon University - Graduate School of Business
Downloads 60 (744,591)

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47.

Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison

NBER Working Paper No. w3692
Number of pages: 109 Posted: 27 Apr 2000 Last Revised: 05 Aug 2022
Thomas A. Barthold and Takatoshi Ito
Government of the United States of America - Joint Committee on Taxation and University of Tokyo - Faculty of Economics
Downloads 59 (750,750)
Citation 5

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48.

On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market

NBER Working Paper No. w2678
Number of pages: 32 Posted: 19 Jun 2004 Last Revised: 29 Oct 2022
Fabio Canova and Takatoshi Ito
BI Norwegian Business School and University of Tokyo - Faculty of Economics
Downloads 58 (757,029)

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49.

Foreign Exchange Rate Expectations: Micro Survey Data

NBER Working Paper No. w2679
Number of pages: 45 Posted: 03 May 2004 Last Revised: 29 Oct 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 57 (763,514)
Citation 2

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50.

High Frequency Contagion of Currency Crises in Asia

NBER Working Paper No. w9376
Number of pages: 60 Posted: 07 Dec 2002 Last Revised: 15 Aug 2022
Takatoshi Ito and Yuko Hashimoto
University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics
Downloads 57 (763,514)
Citation 4

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51.

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market

NBER Working Paper No. w5376
Number of pages: 45 Posted: 05 Sep 2000 Last Revised: 11 Sep 2022
Graham Elliott and Takatoshi Ito
University of California, San Diego (UCSD) - Department of Economics and University of Tokyo - Faculty of Economics
Downloads 57 (763,514)
Citation 2

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52.

Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets

NBER Working Paper No. w4592
Number of pages: 35 Posted: 12 Jun 2000 Last Revised: 21 Jul 2022
Takatoshi Ito and Wenling Lin
University of Tokyo - Faculty of Economics and Office of Comptroller of Currency
Downloads 56 (769,921)

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53.

Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity

NBER Working Paper No. w1493
Number of pages: 25 Posted: 05 Jul 2004 Last Revised: 01 Aug 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 54 (783,108)

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54.

Did the Reform Fix the London Fix Problem?

NBER Working Paper No. w23327
Number of pages: 35 Posted: 17 Apr 2017 Last Revised: 29 Mar 2023
Takatoshi Ito and Masahiro Yamada
University of Tokyo - Faculty of Economics and Hitotsubashi University
Downloads 53 (789,945)
Citation 4

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55.

Price Impacts of Deals and Predictability of the Exchange Rate Movements

NBER Working Paper No. w12682
Number of pages: 35 Posted: 20 Nov 2006 Last Revised: 28 Aug 2022
Takatoshi Ito and Yuko Hashimoto
University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics
Downloads 53 (789,945)

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56.

Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks

NBER Working Paper No. w22820
Number of pages: 48 Posted: 14 Nov 2016 Last Revised: 10 May 2023
Takatoshi Ito and Masahiro Yamada
University of Tokyo - Faculty of Economics and Hitotsubashi University
Downloads 51 (804,094)

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57.

Is the Japanese Distribution System Really Inefficient?

NBER Working Paper No. w3306
Number of pages: 57 Posted: 03 Jul 2007 Last Revised: 16 Jul 2022
Takatoshi Ito and Masayoshi Maruyama
University of Tokyo - Faculty of Economics and Graduate School of Business Administration, Kobe University
Downloads 51 (804,094)
Citation 1

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58.

Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets

NBER Working Paper No. w26706
Number of pages: 31 Posted: 28 Jan 2020 Last Revised: 22 Jun 2023
University of Tokyo - Faculty of Economics, Waseda University - Waseda Institute for Advanced Study, Tokyo Institute of Technology and Sony Computer Science Laboratories
Downloads 50 (811,201)

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59.

Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture

NBER Working Paper No. w15020
Number of pages: 47 Posted: 01 Jun 2009 Last Revised: 17 Jul 2023
Yuko Hashi and Takatoshi Ito
Toyo University - Faculty of Economics and University of Tokyo - Faculty of Economics
Downloads 50 (811,201)

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60.

Why Has the Yen Failed to Become a Dominant Invoicing Currency in Asia? A Firm-Level Analysis of Japanese Exporters' Invoicing Behavior

NBER Working Paper No. w16231
Number of pages: 38 Posted: 02 Aug 2010 Last Revised: 08 May 2023
University of Tokyo - Faculty of Economics, University of Tokyo - Faculty of Economics, Yokohama National University - Department of Economics and Senshu University - Faculty of Commerce
Downloads 49 (818,541)
Citation 1

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61.

Bonuses, Overtime, and Employment: Korea vs. Japan

NBER Working Paper No. w3012
Number of pages: 40 Posted: 29 Dec 2006 Last Revised: 11 Apr 2022
Takatoshi Ito and Kyoungsik Kang
University of Tokyo - Faculty of Economics and affiliation not provided to SSRN
Downloads 48 (826,074)

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62.

Is the Bank of Japan a Closet Monetarist? Monetary Targeting in Japan, 1978-1988

NBER Working Paper No. w2879
Number of pages: 42 Posted: 29 Jul 2000 Last Revised: 14 Nov 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 47 (833,747)

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63.

A Stochastic Approach to Disequilibrium Macroeconomics

NBER Working Paper No. t0001
Number of pages: 39 Posted: 27 Jun 2007 Last Revised: 05 Jul 2023
Seppo Honkapohja, Seppo Honkapohja and Takatoshi Ito
Centre for Economic Policy Research (CEPR)Aalto University School of Business and University of Tokyo - Faculty of Economics
Downloads 45 (849,498)

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64.

A New Financial Order in Asia: Will a RMB Bloc Emerge?

NBER Working Paper No. w22755
Number of pages: 67 Posted: 24 Oct 2016 Last Revised: 06 Mar 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 44 (857,638)
Citation 11

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65.

The Intra-Daily Exchange Rate Dynamics and Monetary Policies after the G5 Agreement

NBER Working Paper No. w2048
Number of pages: 32 Posted: 16 Jul 2004 Last Revised: 06 Feb 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 44 (857,638)

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66.

A Note on Stochastic Rationing Mechanisms

NBER Working Paper No. w0313
Number of pages: 28 Posted: 06 Sep 2001 Last Revised: 11 Nov 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 44 (857,638)

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67.

International Impacts on Domestic Political Economy: A Case of Japanese General Elections

NBER Working Paper No. w3499
Number of pages: 33 Posted: 10 Jul 2000 Last Revised: 25 Jul 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 44 (857,638)

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68.

Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements

NBER Working Paper No. w27036
Number of pages: 58 Posted: 01 May 2020 Last Revised: 17 May 2023
Masahiro Yamada and Takatoshi Ito
Osaka University - School of Economics and University of Tokyo - Faculty of Economics
Downloads 43 (865,799)

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69.

Non-Trivial Equilibrium in an Economy with Stochastic Rationing

NBER Working Paper No. w0322
Number of pages: 43 Posted: 19 Jun 2004 Last Revised: 20 Nov 2022
Seppo Honkapohja, Seppo Honkapohja and Takatoshi Ito
Centre for Economic Policy Research (CEPR)Aalto University School of Business and University of Tokyo - Faculty of Economics
Downloads 42 (874,204)

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70.

Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: an Application to Uncovered Interest Parity

NBER Working Paper No. t0050
Number of pages: 44 Posted: 06 Jan 2007 Last Revised: 20 Feb 2023
Danny Quah and Takatoshi Ito
National University of Singapore (NUS), Lee Kuan Yew School of Public Policy and University of Tokyo - Faculty of Economics
Downloads 41 (882,756)
Citation 1

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71.

On the Consistency of Short-Run and Long-Run Exchange Rate Expectations

NBER Working Paper No. w2577
Number of pages: 35 Posted: 23 Aug 2000 Last Revised: 18 Jul 2022
Kenneth Froot and Takatoshi Ito
Harvard University Graduate School of Business and University of Tokyo - Faculty of Economics
Downloads 40 (891,593)
Citation 3

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72.

Short-Run and Long-Run Expectations of the Yen/Dollar Exchange Rate

NBER Working Paper No. w4545
Number of pages: 37 Posted: 13 Nov 2007 Last Revised: 04 Dec 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 32 (967,733)

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73.

Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy

NBER Working Paper No. w26644
Number of pages: 37 Posted: 13 Jan 2020 Last Revised: 21 Apr 2023
Takatoshi Ito and Tomoyoshi Yabu
University of Tokyo - Faculty of Economics and Keio University
Downloads 25 (1,044,431)
Citation 1

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Invoicing Currency Choice: Strategic Complementarities and Currency Matching

Number of pages: 48 Posted: 03 Jun 2024
Shiga University, Gakushuin University, University of Tokyo - Faculty of Economics, Yokohama National University - Department of Economics, Chuo University - Faculty of Economics and affiliation not provided to SSRN
Downloads 10 (1,276,910)

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Currency Matching, Customs Data, Dominant Currency, Invoicing Currency, Strategic Complementarities

Invoicing Currency Choice: Strategic Complementarities and Currency Matching

NBER Working Paper No. w32276
Number of pages: 48 Posted: 01 Apr 2024
Shiga University, Gakushuin University, University of Tokyo - Faculty of Economics, Yokohama National University - Department of Economics, Chuo University - Faculty of Economics and Ministry of Finance - Japan - Policy Research Institute
Downloads 3 (1,344,009)
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75.

Invoicing Currency and Exchange Rate Pass-Through in Japanese Imports: A Panel VAR Analysis

NBER Working Paper No. w32910
Number of pages: 38 Posted: 10 Sep 2024
Chuo University - Faculty of Economics, Ministry of Finance - Japan - Policy Research Institute, University of Tokyo - Faculty of Economics, Yokohama National University - Department of Economics, Gakushuin University and Shiga University
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76.

A Test of Dominant Currency Hypothesis: Evidence from a Non-Usd-Non-Euro Country

NBER Working Paper No. w33454
Number of pages: 47 Posted: 11 Feb 2025
Shiga University, University of Tokyo - Faculty of Economics, Gakushuin University, Yokohama National University - Department of Economics, Chuo University - Faculty of Economics and Ministry of Finance - Japan - Policy Research Institute
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77.

Invoice Currency Choice in Intra-Firm Trade: A Transaction-Level Analysis of Japanese Automobile Exports

NBER Working Paper No. w32142
Number of pages: 31 Posted: 20 Feb 2024
Chuo University - Faculty of Economics, Ministry of Finance - Japan - Policy Research Institute, Yokohama National University - Department of Economics, University of Tokyo - Faculty of Economics, Gakushuin University and Shiga University
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78.

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market

UCSD Economics Discussion Paper No. 98-06
Posted: 08 Oct 1998
Graham Elliott and Takatoshi Ito
University of California, San Diego (UCSD) - Department of Economics and University of Tokyo - Faculty of Economics

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