Takatoshi Ito

Latest Institution: Columbia University

All Institutions: University of Tokyo; The University of Tokyo; National Bureau of Economic Research; The Ohio State University; Tokyo Institute of Technology; Columbia University; University of Minnesota; NA; Institute of Economic Research, Hitotsubashi University; Keio University; Daito Bunka University; University of Michigan; Hitotsubashi University; Yokohama National University; Harvard University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Capital Controls and Covered Interest Parity

Year: 1983
Journal: No Journal Matched
Authors: Takatoshi Ito

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

Year: 1984
Journal: Review of Economics and Statistics
Authors: Takatoshi Ito

The Intradaily Exchange Rate Dynamics and Monetary Policies After the G5 Agreement

Year: 1986
Journal: Journal of the Japanese and International Economies
Authors: Takatoshi Ito

News from the US and Japan Which Moves the Yen-Dollar Exchange Rate

Year: 1986
Journal: Journal of Monetary Economics
Authors: Takatoshi Ito; V. Vance Roley

Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the US and Japan

Year: 1987
Journal: Journal of the Japanese and International Economies
Authors: Fumio Hayashi; Takatoshi Ito; Joel Slemrod

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

Year: 1988
Journal: Journal of International Money and Finance
Authors: Kenneth A. Froot; Takatoshi Ito

Meteor Showers or Heat Waves: Heteroskedastic Intradaily Volatility in the Foreign Exchange Market

Year: 1988
Journal: Econometrica
Authors: Robert F. Engle; Takatoshi Ito; Wenling Lin

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

Year: 1988
Journal: Journal of Applied Econometrics
Authors: Fabio Canova; Takatoshi Ito

News and the Dollaryen Exchange Rate 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression

Year: 1988
Journal: Journal of the Japanese and International Economies
Authors: Takatoshi Ito; Kunio Okina; Juro Teranishi

Intraday Yendollar Exchange Rate Movements: News or Noise?

Year: 1988
Journal: Journal of International Financial Markets, Institutions and Money
Authors: Takatoshi Ito; V. Vance Roley

Foreign Exchange Rate Expectations: Micro Survey Data

Year: 1988
Journal: American Economic Review
Authors: Takatoshi Ito

Bonuses, Overtime, and Employment: Korea vs. Japan

Year: 1989
Journal: Journal of the Japanese and International Economies
Authors: Takatoshi Ito; Kyoungsik Kang

Endogenous Election Timings and Political Business Cycles in Japan

Year: 1989
Journal: Journal of Asian Economics
Authors: Takatoshi Ito

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

Year: 1989
Journal: No Journal Matched
Authors: Takatoshi Ito

Inflationary Dynamics of Domestic Political Cycles: A Case of Japanese General Elections

Year: 1990
Journal: Journal of International Money and Finance
Authors: Takatoshi Ito

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

Year: 1991
Journal: Review of Financial Studies
Authors: Wenling Lin; Robert F. Engle; Takatoshi Ito

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

Year: 1993
Journal: No Journal Matched
Authors: Takatoshi Ito; Wenling Lin

Japan's Big Bang and the Transformation of Financial Markets

Year: 1999
Journal: No Journal Matched
Authors: Takatoshi Ito; Michael Melvin

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

Year: 2002
Journal: No Journal Matched
Authors: Takatoshi Ito

High-Frequency Contagion of Currency Crises in Asia

Year: 2002
Journal: Asian Economic Journal
Authors: Takatoshi Ito; Yuko Hashimoto

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

Year: 2003
Journal: Journal of Money, Credit and Banking
Authors: Takatoshi Ito; Kimie Harada

High-Frequency Contagion Between the Exchange Rates and Stock Prices

Year: 2004
Journal: No Journal Matched
Authors: Yuko Hashimoto; Takatoshi Ito

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

Year: 2004
Journal: Journal of International Money and Finance
Authors: Takatoshi Ito; Tomoyoshi Yabu

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

Year: 2004
Journal: No Journal Matched
Authors: Takatoshi Ito; Yuko Hashimoto

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

Year: 2004
Journal: No Journal Matched
Authors: Takatoshi Ito

Two Decades of Japanese Monetary Policy and the Deflation Problem

Year: 2004
Journal: No Journal Matched
Authors: Takatoshi Ito; Frederic S. Mishkin

Intraday Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System

Year: 2006
Journal: Journal of the Japanese and International Economies
Authors: Takatoshi Ito; Yuko Hashimoto

Price Impacts of Deals and Predictability of the Exchange Rate Movements

Year: 2006
Journal: No Journal Matched
Authors: Takatoshi Ito; Yuko Hashimoto

Exchange Rate Changes and Inflation in Postcrisis Asian Economies: VAR Analysis of the Exchange Rate Passthrough

Year: 2006
Journal: Journal of Money, Credit and Banking
Authors: Takatoshi Ito; Kiyotaka Sato

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

Year: 2008
Journal: Quantitative Finance
Authors: Yuko Hashimoto; Takatoshi Ito; Takaaki Ohnishi; Misako Takayasu; Hideki Takayasu; Tsutomu Watanabe

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

Year: 2008
Journal: Journal of the Japanese and International Economies
Authors: Kimie Harada; Takatoshi Ito

Effects of Japanese Macroeconomic Announcements on the Dollaryen Exchange Rate

Year: 2009
Journal: Journal of the Japanese and International Economies
Authors: Yuko Hashimoto; Takatoshi Ito

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

Year: 2010
Journal: Japan and the World Economy
Authors: Kimie Harada; Takatoshi Ito; Shuhei Takahashi

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

Year: 2010
Journal: No Journal Matched
Authors: Takatoshi Ito; Satoshi Koibuchi; Kiyotaka Sato; Junko Shimizu

Great Inflation and Central Bank Independence in Japan

Year: 2010
Journal: No Journal Matched
Authors: Takatoshi Ito

International Reserves and the Global Financial Crisis

Year: 2011
Journal: Journal of International Economics
Authors: Kathryn Me Dominguez; Yuko Hashimoto; Takatoshi Ito

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

Year: 2012
Journal: Economic Policy
Authors: Takeo Hoshi; Takatoshi Ito

Free Lunch Arbitrage Opportunities in the Foreign Exchange Markets

Year: 2012
Journal: No Journal Matched
Authors: Takatoshi Ito; Kenta Yamada; Misako Takayasu; Hideki Takayasu

High-Frequency Algorithmic Spillovers Between NASDAQ and Forex

Year: 2015
Journal: No Journal Matched
Authors: Takatoshi Ito; Masahiro Yamada

Was the Forex Fixing Fixed?

Year: 2015
Journal: No Journal Matched
Authors: Takatoshi Ito; Masahiro Yamada

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

Year: 2015
Journal: Journal of the Japanese and International Economies
Authors: Takatoshi Ito; Satoshi Koibuchi; Kiyotaka Sato; Junko Shimizu

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

Year: 2016
Journal: Journal of International Money and Finance
Authors: Takatoshi Ito

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

Year: 2016
Journal: Journal of International Economics
Authors: Takatoshi Ito; Masahiro Yamada

Japanization: Is It Endemic or Epidemic?

Year: 2016
Journal: No Journal Matched
Authors: Takatoshi Ito

Did the Reform Fix the London Fix Problem?

Year: 2017
Journal: Journal of International Money and Finance
Authors: Takatoshi Ito; Masahiro Yamada

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

Year: 2020
Journal: Journal of the Japanese and International Economies
Authors: Takatoshi Ito; Tomoyoshi Yabu

Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets

Year: 2020
Journal: No Journal Matched
Authors: Takatoshi Ito; Kenta Yamada; Misako Takayasu; Hideki Takayasu

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

Year: 2020
Journal: Journal of International Money and Finance
Authors: Masahiro Yamada; Takatoshi Ito


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