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Yoshihiro Kitamura

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This is information that was supplied by Yoshihiro Kitamura in registering through RePEc. If you are Yoshihiro Kitamura , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Yoshihiro
Middle Name:
Last Name: Kitamura
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RePEc Short-ID: pki246

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Affiliation

School of Social Sciences
Waseda University
Location: Tokyo, Japan
Homepage: http://www.socs.waseda.ac.jp/s/
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Handle: RePEc:edi:sswasjp (more details at EDIRC)

Works

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Working papers

  1. Kentaro Iwatsubo & Yoshihiro Kitamura, 2008. "Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate," Discussion Papers 0801, Graduate School of Economics, Kobe University.

Articles

  1. Yoshihiro Kitamura, 2011. "The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach," Asia-Pacific Financial Markets, Springer, vol. 18(1), pages 1-31, March.
  2. Kitamura, Yoshihiro, 2010. "Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets," Research in International Business and Finance, Elsevier, vol. 24(2), pages 158-171, June.
  3. Kitamura, Yoshihiro, 2009. "The current account and stock returns," Research in International Business and Finance, Elsevier, vol. 23(3), pages 302-321, September.
  4. Hiroya Akiba & Yukihiro Iida & Yoshihiro Kitamura, 2009. "The optimal exchange rate regime for a small country," International Economics and Economic Policy, Springer, vol. 6(3), pages 315-343, October.
  5. Kentaro Iwatsubo & Yoshihiro Kitamura, 2009. "Intraday evidence of the informational efficiency of the yen/dollar exchange rate," Applied Financial Economics, Taylor and Francis Journals, vol. 19(14), pages 1103-1115.
  6. Kitamura, Yoshihiro & Akiba, Hiroya, 2006. "Information arrival, interest rate differentials, and yen/dollar exchange rate," Japan and the World Economy, Elsevier, vol. 18(1), pages 108-119, January.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IFN: International Finance (1) 2009-06-03. Author is listed
  2. NEP-MST: Market Microstructure (1) 2009-06-03. Author is listed

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