4
H index
1
i10 index
68
Citations
Yoshihiro Kitamura : Citation Profile
Waseda University | RESEARCH PRODUCTION: 14 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2006 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yoshihiro Kitamura. | Is cited by:
| Cites to:
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Main data
Where Yoshihiro Kitamura has published?
| Journals with more than one article published | # docs |
|---|---|
| Research in International Business and Finance | 3 |
| Japan and the World Economy | 3 |
Recent works citing Yoshihiro Kitamura (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212. Full description at Econpapers || Download paper |
| 2023 | Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures. (2023). Dar, Arif ; Bhanja, Niyati ; Shah, Adil Ahmad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000166. Full description at Econpapers || Download paper |
| 2023 | Spillover effect of the RMB and Non-USD currencies after the COVID-19 pandemic: Evidence captured from 30-minute high frequency data. (2023). Yu, Fandi ; Liu, Lian ; Lu, Changrong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:527-552. Full description at Econpapers || Download paper |
| 2023 | Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100. Full description at Econpapers || Download paper |
| 2023 | Deep learning on mixed frequency data. (2023). Wang, Zezhou ; Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2099-2120. Full description at Econpapers || Download paper |
Works by Yoshihiro Kitamura:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | LSTM forecasting foreign exchange rates using limit order book In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | The probability of informed trading measured with price impact, price reversal, and volatility In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2006 | Information arrival, interest rate differentials, and yen/dollar exchange rate In: Japan and the World Economy. [Full Text][Citation analysis] | article | 4 |
| 2012 | Effect of exchange rate return on volatility spill-over across trading regions In: Japan and the World Economy. [Full Text][Citation analysis] | article | 7 |
| 2017 | Simple measures of market efficiency: A study in foreign exchange markets In: Japan and the World Economy. [Full Text][Citation analysis] | article | 4 |
| 2017 | A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2020 | A lesson from the four recent large public Japanese FX interventions In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 0 |
| 2009 | The current account and stock returns In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2010 | Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 37 |
| 2016 | Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 2011 | The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2009 | The optimal exchange rate regime for a small country In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2008 | Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Intraday evidence of the informational efficiency of the yen/dollar exchange rate.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Predicting a flash crash in the yen/dollar foreign exchange market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team