| November 2012 | Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets
with Kenta Yamada, Misako Takayasu, Hideki Takayasu: w18541
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| August 2012 | Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?
with Takeo Hoshi: w18287
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| August 2011 | International Reserves and the Global Financial Crisis
with Kathryn M.E. Dominguez, Yuko Hashimoto: w17362
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| July 2010 | Why has the yen failed to become a dominant invoicing currency in Asia? A firm-level analysis of Japanese Exporters' invoicing behavior
with Satoshi Koibuchi, Kiyotaka Sato, Junko Shimizu: w16231
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| Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies
with Kimie Harada, Shuhei Takahashi: w16182
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| February 2010 | Great Inflation and Central Bank Independence in Japan
w15726
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| May 2009 | Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture
with Yuko Hashimoto: w15020
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| December 2008 | Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks
with Kimie Harada: w14518
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| July 2008 | Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability
with Yuko Hashimoto, Takaaki Ohnishi, Misako Takayasu, Hideki Takayasu, Tsutomu Watanabe: w14160
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| November 2006 | Price Impacts of Deals and Predictability of the Exchange Rate Movements
with Yuko Hashimoto: w12682
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| August 2006 | Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System
with Yuko Hashimoto: w12413
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| July 2006 | Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through
with Kiyotaka Sato: w12395
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| November 2004 | Two Decades of Japanese Monetary Policy and the Deflation Problem
with Frederic S. Mishkin: w10878
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| October 2004 | Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System
with Yuko Hashimoto: w10856
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| Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?
w10818
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| May 2004 | What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function
with Tomoyoshi Yabu: w10456
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| April 2004 | High-Frequency Contagion Between the Exchange Rates and Stock Prices
with Yuko Hashimoto: w10448
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| March 2003 | Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives
with Kimie Harada: w9589
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| December 2002 | High Frequency Contagion of Currency Crises in Asia
with Yuko Hashimoto: w9376
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| April 2002 | Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s
w8914
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| November 2000 | Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises
with Kimie Harada: w7997
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| On the Desirability of a Regional Basket Currency Arrangement
with Eiji Ogawa: w8002
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| August 1999 | How Did the Dollar Peg Fail in Asia?
with Eiji Ogawa, Yuri Nagataki Sasaki: w6729
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| July 1999 | Japan's Big Bang and the Transformation of Financial Markets
with Michael Melvin: w7247
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| May 1999 | Capital Flows in Asia
w7134
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| September 1998 | Impacts of the Basle Capital Standard on Japanese Banks' Behavior
with Yuri Nagatake Sasaki: w6730
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| March 1997 | Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia
with Peter Isard, Steven Symansky: w5979
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| February 1997 | Is There Private Information in the FX Market? The Tokyo Experiment
with Richard K. Lyons, Michael T. Melvin: w5936
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| December 1995 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market
with Graham Elliott: w5376
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| November 1995 | Explaining Asset Bubbles in Japan
with Tokuo Iwaisako: w5358
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| April 1995 | One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
with Charles Goodhart, Richard Payne: t0179
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| June 1994 | Efficiency of the Tokyo Housing Market
with Keiko Nosse Hirono: w4382
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| December 1993 | Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets
with Wen-Ling Lin: w4592
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| November 1993 | Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate
w4545
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| September 1992 | Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination
with Robert F. Engle, Wen-Ling Lin: w3504
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| November 1991 | Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns
with Wen-Ling Lin, Robert F. Engle: w3911
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| September 1991 | On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market
with Fabio Canova: w2678
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| August 1991 | International Impacts on Domestic Political Economy: A Case of Japanese General Elections
w3499
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| May 1991 | Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison
with Thomas A. Barthold: w3692
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| March 1991 | Intraday Yen/Dollar Exchange Rate Movements: News or Noise?
with V. Vance Roley: w2703
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| February 1991 | Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
with Robert F. Engle, Wen-Ling Lin: w2609
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| September 1990 | Foreign Exchange Rate Expectations: Micro Survey Data
w2679
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| April 1990 | Bonuses, Overtime, and Employment: Korea vs. Japan
with Kyoungsik Kang: w3012
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| March 1990 | On the Consistency of Short-run and Long-run Exchange Rate Expectations
with Kenneth A. Froot: w2577
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| Is the Japanese Distribution System Really Inefficient?
with Masayoshi Maruyama: w3306
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| September 1989 | Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity
with Danny Quah: t0050
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| Endogenous Election Timings and Political Business Cycles in Japan
w3128
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| March 1989 | Is the Bank of Japan a Closet Monetarist? Monetary Targeting in Japan, 1978-1988
w2879
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| February 1989 | Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity
w1493
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| Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan
with Fumio Hayashi, Joel Slemrod: w2272
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| August 1988 | News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression
with Kunio Okina, Juro Teranishi: w2683
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| December 1987 | The Intra-Daily Exchange Rate Dynamics and Monetary Policies After the G5 Agreement
w2048
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| August 1987 | Capital Controls and Covered Interest Parity
w1187
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| News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?
with V. Vance Roley: w1853
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| September 1979 | A Stochastic Approach to Disequilibrium Macroeconomics
with Seppo Honkapohja: t0001
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| February 1979 | Non-Trivial Equilibrium in an Economy With Stochastic Rationing
with Seppo Honkapohja: w0322
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| 1979 | A Note on Stochastic Rationing Mechanisms
w0313
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| September 1978 | Disequilibrium Growth Theory: The Kaldor Model
w0281
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