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

81

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4,472

SSRN CITATIONS
Rank 1,359

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Top 1,359

in Total Papers Citations

92

CROSSREF CITATIONS

803

Scholarly Papers (81)

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

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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

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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)

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margin requirements, futures price volatility, trading volume, GARCH

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

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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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Monetary Policy, Inflation Targeting

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

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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)

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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
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

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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)

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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

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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

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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)

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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: 27 Jun 2022
Takatoshi Ito
University of Tokyo - Faculty of Economics
Downloads 52 (516,676)

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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

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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 51 (521,134)
Citation 2

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

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)

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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

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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: 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)

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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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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
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

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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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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)

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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

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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

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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
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)

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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)

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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

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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

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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)

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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)

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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)

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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

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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
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

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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)

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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

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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)

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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 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)

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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)

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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)

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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)

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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

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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)

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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)

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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)

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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

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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)

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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)

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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
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

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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

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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

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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)

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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)

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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

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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)

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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)

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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
University of Tokyo - Faculty of Economics, Chuo University, Yokohama National University - Department of Economics and Gakushuin University
Downloads 24 (672,635)
Citation 1

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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)

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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)

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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

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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

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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)

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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)

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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)

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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)

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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
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)

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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)

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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)

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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
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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
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China, demographic dividend, economic growth, renminbi

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
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consumption tax, demography, growth, Japanese government bond, social security expenditure, sustainability

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
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Asian Financial Crisis, Chiang Mai Initiative Multilateralization, global financial crisis, IMF, international financial architecture, MDB

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

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