Author Page for Takatoshi Ito

1.

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 351 (120,958)

Citation 2

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2.

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 335 (127,272)

Citation 9

Abstract:

3.

The Political Economy of Japan?S Big Bang

Arizona State University Working Paper No. 99/8

Number of pages: 31 Posted: 13 Jan 2000

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 221 (193,220)

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4.

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: 12 May 2022

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 220 (194,076)

Citation 3

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5.

Explaining Asset Bubbles in Japan

NBER Working Paper No. w5358

Number of pages: 62 Posted: 27 Aug 2000 Last Revised: 21 Feb 2022

Takatoshi Ito and Tokuo Iwaisako

University of Tokyo - Faculty of Economics and Hitotsubashi University - Institute of Economic Research

Downloads 220 (194,076)

Citation 2

Abstract:

6.

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 122 (316,951)

Abstract:

7.

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: 16 May 2021

Takatoshi Ito and Kiyotaka Sato

University of Tokyo - Faculty of Economics and Yokohama National University - Department of Economics

Downloads 104 (353,957)

Citation 3

Abstract:

8.

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 Apr 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 97 (370,323)

Citation 10

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9.

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: 05 May 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 95 (375,124)

Citation 5

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10.

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 90 (388,039)

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11.

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 75 (431,605)

Citation 12

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12.

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: 20 Jun 2022

Takeo Hoshi and Takatoshi Ito

University of California at San Diego and University of Tokyo - Faculty of Economics

Downloads 69 (451,466)

Citation 1

Abstract:

13.

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 68 (454,860)

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14.

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 2022

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 68 (454,860)

Citation 3

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15.

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: 02 Mar 2022

Takatoshi Ito and Yuko Hashi

University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics

Downloads 66 (461,832)

Abstract:

16.

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: 12 Mar 2022

Yuko Hashi, Takatoshi Ito, Takaaki Ohnishi, Misako Takayasu, Hideki Takayasu and Tsutomu Watanabe

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 65 (465,366)

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17.

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: 04 Mar 2022

Kimie Harada and Takatoshi Ito

Chuo University - Faculty of Commerce and University of Tokyo - Faculty of Economics

Downloads 64 (469,056)

Citation 1

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18.

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: 03 Jun 2022

Takatoshi Ito and Yuko Hashimoto

University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics

Downloads 61 (480,357)

Citation 1

Abstract:

19.

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 56 (499,916)

Abstract:

20.

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 May 2022

Takatoshi Ito and Kimie Harada

University of Tokyo - Faculty of Economics and Chuo University - Faculty of Commerce

Downloads 55 (504,013)

Citation 1

Abstract:

21.

Capital Flows in Asia

NBER Working Paper No. w7134

Number of pages: 53 Posted: 06 Mar 2000 Last Revised: 01 Jul 2022

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 54 (508,132)

Citation 2

Abstract:

22.

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 53 (512,345)

Abstract:

23.

Japanization: Is it Endemic or Epidemic?

NBER Working Paper No. w21954

Number of pages: 56 Posted: 08 Feb 2016 Last Revised: 27 Jun 2022

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 52 (516,676)

Abstract:

24.

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 52 (516,676)

Citation 1

Abstract:

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 51 (521,134)

Citation 2

Abstract:

26.

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: 21 Mar 2021

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 51 (521,134)

Abstract:

27.

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 51 (521,134)

Citation 4

Abstract:

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: 22 Apr 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 51 (521,134)

Abstract:

29.

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 May 2022

Takatoshi Ito and Yuri Nagataki Sasaki

University of Tokyo - Faculty of Economics and Takachiho University - Department of Commerce

Downloads 51 (521,134)

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30.

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

Downloads 49 (529,980)

Citation 4

2

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: 23 Mar 2022

Takatoshi Ito, Richard K. Lyons, Michael Melvin and Michael Melvin

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 49 (539,599)

Citation 4

Abstract:

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

JOURNAL OF FINANCE

Posted: 11 Sep 1997

Richard K. Lyons, Takatoshi Ito, Michael Melvin and Michael Melvin

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

Abstract:

31.

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: 16 Mar 2022

Takatoshi Ito and Kimie Harada

University of Tokyo - Faculty of Economics and Chuo University - Faculty of Commerce

Downloads 47 (539,089)

Abstract:

32.

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 46 (543,846)

Citation 4

Abstract:

33.

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 46 (543,846)

Citation 1

Abstract:

34.

Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets

NBER Working Paper No. w18541

Number of pages: 54 Posted: 20 Nov 2012 Last Revised: 28 Feb 2022

Takatoshi Ito, Kenta Yamada, Misako Takayasu and Hideki Takayasu

University of Tokyo - Faculty of Economics, Waseda University - Waseda Institute for Advanced Study, Tokyo Institute of Technology and Sony Computer Science Laboratories

Downloads 45 (548,624)

Abstract:

35.

Capital Controls and Covered Interest Parity

NBER Working Paper No. w1187

Number of pages: 34 Posted: 06 Apr 2004 Last Revised: 01 Apr 2022

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 45 (548,624)

Abstract:

36.

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: 19 Mar 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 45 (548,624)

Citation 2

Abstract:

37.

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 43 (558,440)

Citation 4

Abstract:

38.

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: 24 Mar 2022

Takatoshi Ito and Frederic S. Mishkin

University of Tokyo - Faculty of Economics and Columbia University - Columbia Business School, Finance

Downloads 42 (563,495)

Abstract:

39.

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

NBER Working Paper No. w2703

Number of pages: 34 Posted: 23 Aug 2000 Last Revised: 23 May 2021

Takatoshi Ito and V. Vance Roley

University of Tokyo - Faculty of Economics and University of Hawaii at Manoa - Shidler College of Business

Downloads 41 (568,580)

Abstract:

40.

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 40 (573,729)

Abstract:

41.

How Did the Dollar Peg Fail in Asia?

NBER Working Paper No. w6729

Number of pages: 68 Posted: 18 Oct 1998 Last Revised: 23 May 2021

Takatoshi Ito, Eiji Ogawa and Yuri Nagataki Sasaki

University of Tokyo - Faculty of Economics, Hitotsubashi University and Takachiho University - Department of Commerce

Downloads 40 (573,729)

Citation 4

Abstract:

42.

International Reserves and the Global Financial Crisis

NBER Working Paper No. w17362

Number of pages: 45 Posted: 29 Aug 2011 Last Revised: 11 Jun 2022

Kathryn M.E. Dominguez, Yuko Hashimoto and Takatoshi Ito

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 39 (578,898)

Citation 3

Abstract:

43.

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 May 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 39 (578,898)

Abstract:

44.

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 38 (584,135)

Citation 1

Abstract:

45.

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 2022

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 37 (589,637)

Abstract:

46.

Efficiency of the Tokyo Housing Market

NBER Working Paper No. w4382

Number of pages: 50 Posted: 22 Aug 2007 Last Revised: 24 Jun 2022

Takatoshi Ito and Keiko Nosse Hirono

University of Tokyo - Faculty of Economics and Nihon University - Graduate School of Business

Downloads 37 (589,637)

Abstract:

47.

Retrospective on the Bubble Period and its Relationship to Developments in the 1990s

Number of pages: 18 Posted: 06 Jun 2003

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 37 (589,637)

Abstract:

48.

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 36 (595,236)

Abstract:

49.

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: 12 Mar 2022

Graham Elliott and Takatoshi Ito

University of California, San Diego (UCSD) - Department of Economics and University of Tokyo - Faculty of Economics

Downloads 36 (595,236)

Abstract:

50.

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 36 (595,236)

Citation 1

Abstract:

51.

Was the Forex Fixing Fixed?

NBER Working Paper No. w21518

Number of pages: 47 Posted: 08 Sep 2015 Last Revised: 18 Apr 2022

Takatoshi Ito and Masahiro Yamada

University of Tokyo - Faculty of Economics and Hitotsubashi University

Downloads 34 (606,653)

Abstract:

52.

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 33 (612,698)

Abstract:

53.

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: 28 Apr 2022

Fabio Canova and Takatoshi Ito

BI Norwegian Business School and University of Tokyo - Faculty of Economics

Downloads 33 (612,698)

Abstract:

54.

Foreign Exchange Rate Expectations: Micro Survey Data

NBER Working Paper No. w2679

Number of pages: 45 Posted: 03 May 2004 Last Revised: 29 Apr 2022

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 33 (612,698)

Citation 2

Abstract:

55.

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: 16 Jan 2022

Yuko Hashi and Takatoshi Ito

Toyo University - Faculty of Economics and University of Tokyo - Faculty of Economics

Downloads 30 (631,068)

Abstract:

56.

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: 26 Feb 2022

Takatoshi Ito and Yuko Hashimoto

University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics

Downloads 30 (631,068)

Abstract:

57.

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

NBER Working Paper No. w16231

Number of pages: 38 Posted: 02 Aug 2010 Last Revised: 09 May 2021

Takatoshi Ito, Satoshi Koibuchi, Kiyotaka Sato and Junko Shimizu

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 29 (637,499)

Citation 2

Abstract:

58.

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 29 (637,499)

Citation 2

Abstract:

59.

Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview

Asian Economic Policy Review, Vol. 2, No. 1, pp. 16-49, June 2007

Number of pages: 34 Posted: 30 Aug 2007

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 27 (650,980)

Citation 1

Abstract:

60.

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: 16 May 2021

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 27 (650,980)

Abstract:

61.

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 27 (650,980)

Abstract:

62.

Did the Reform Fix the London Fix Problem?

NBER Working Paper No. w23327

Number of pages: 35 Posted: 17 Apr 2017 Last Revised: 28 Mar 2022

Takatoshi Ito and Masahiro Yamada

University of Tokyo - Faculty of Economics and Hitotsubashi University

Downloads 26 (657,989)

Citation 1

Abstract:

63.

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 26 (657,989)

Abstract:

64.

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 25 (665,243)

Abstract:

65.

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 2022

Takatoshi Ito, Satoshi Koibuchi, Kiyotaka Sato and Junko Shimizu

University of Tokyo - Faculty of Economics, Chuo University, Yokohama National University - Department of Economics and Gakushuin University

Downloads 24 (672,635)

Citation 1

Abstract:

66.

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: 09 May 2022

Takatoshi Ito and Masahiro Yamada

University of Tokyo - Faculty of Economics and Hitotsubashi University

Downloads 22 (687,912)

Abstract:

67.

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 22 (687,912)

Abstract:

68.

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 21 (695,667)

Citation 4

Abstract:

69.

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: 21 Feb 2021

Danny Quah and Takatoshi Ito

National University of Singapore (NUS), Lee Kuan Yew School of Public Policy, Students and University of Tokyo - Faculty of Economics

Downloads 21 (695,667)

Citation 1

Abstract:

70.

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 Jun 2022

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 20 (703,460)

Abstract:

71.

A Note on Stochastic Rationing Mechanisms

NBER Working Paper No. w0313

Number of pages: 28 Posted: 06 Sep 2001 Last Revised: 12 May 2022

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 20 (703,460)

Abstract:

72.

Non-Trivial Equilibrium in an Economy with Stochastic Rationing

NBER Working Paper No. w0322

Number of pages: 43 Posted: 19 Jun 2004 Last Revised: 21 May 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 18 (719,562)

Abstract:

73.

A Stochastic Approach to Disequilibrium Macroeconomics

NBER Working Paper No. t0001

Number of pages: 39 Posted: 27 Jun 2007 Last Revised: 04 Jul 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 16 (736,335)

Abstract:

74.

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 Dec 2021

Takatoshi Ito, Kenta Yamada, Misako Takayasu and Hideki Takayasu

University of Tokyo - Faculty of Economics, Waseda University - Waseda Institute for Advanced Study, Tokyo Institute of Technology and Sony Computer Science Laboratories

Downloads 14 (754,061)

Abstract:

75.

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 2022

Takatoshi Ito and Tomoyoshi Yabu

University of Tokyo - Faculty of Economics and Keio University

Downloads 9 (801,677)

Abstract:

76.

Inflation Targeting in Asia

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper OP No. 01/2004

Number of pages: 67 Posted: 13 Jun 2022

Takatoshi Ito and Tomoko Hayashi

University of Tokyo - Faculty of Economics and affiliation not provided to SSRN

Downloads 8 (811,864)

Abstract:

77.

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: 16 May 2022

Masahiro Yamada and Takatoshi Ito

Osaka University - School of Economics and University of Tokyo - Faculty of Economics

Downloads 8 (811,864)

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78.

China as Number One: How About the Renminbi?

Asian Economic Policy Review, Vol. 5, No. 2, pp. 249-276, 2010

Number of pages: 28 Posted: 03 Jan 2011

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 5 (843,106)

Citation 1

Abstract:

79.

Is the Sky the Limit? Can Japanese Government Bonds Continue to Defy Gravity?

Asian Economic Policy Review, Vol. 8, Issue 2, pp. 218-247, 2013

Number of pages: 30 Posted: 21 Dec 2013

Takeo Hoshi and Takatoshi Ito

University of California at San Diego and University of Tokyo - Faculty of Economics

Downloads 2 (879,396)

Citation 6

Abstract:

80.

Changing International Financial Architecture: Growing Chinese Influence?

Asian Economic Policy Review, Vol. 13, Issue 2, pp. 192-214, 2018

Number of pages: 23 Posted: 06 Jul 2018

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 1 (893,913)

Citation 1

Abstract:

81.

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

Takatoshi Ito

University of Tokyo - Faculty of Economics

National Bureau of Economic Research (NBER)

Ministry of Finance, Tokyo

Deputy Vice Minister for International Affairs

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