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Author:Ito, Takatoshi 

Conference Paper
On the possibility of the yen bloc

Proceedings , Issue Sep

Working Paper
News from the U.S. and Japan: which moves the yen/dollar exchange rate?

Research Working Paper , Paper 86-02

Conference Paper
Macroeconomic implications of the new economy : commentary

Proceedings - Economic Policy Symposium - Jackson Hole

Working Paper
Intraday yen/dollar exchange rate movements: news or noise?

Research Working Paper , Paper 88-07

Conference Paper
Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09

Proceedings , Issue Oct , Pages 207-249

Conference Paper
On the possibility of the yen bloc

Proceedings

Conference Paper
Lessons from financial crisis: the Japanese case

Proceedings , Paper 450

Working Paper
Is there private information in the FX market? the Tokyo experiment

It is a common view that private information in the foreign exchange market does not exist. We provide evidence against this view. The evidence comes from the introduction of trading in Tokyo over the lunch-hour. Lunch return variance doubles with the introduction of trading, which cannot be due to public information since the flow of public information did not change with the trading rules. Having eliminated public information as the cause, we exploit recent results in microstructure to discriminate between the two alternatives: private information and pricing errors. Three key results ...
Pacific Basin Working Paper Series , Paper 97-04

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