Research field (2):
Public economics, labor economics
, Money and finance
Research keywords (1):
International finance
Research theme for competitive and other funds (7):
2019 - 2023 ファイナンス理論の臨床性評価における深層学習の活用
2019 - 2022 人工知能取引の影響を考慮した、価格発見過程の再検討
2015 - 2018 Microstructure approach to the efficiency in the FX market
2012 - 2015 Estimation of market expectation: A study in foreign exchange markets
A role of five segments in the yen/dollar foreign spot exchange rate market
Theoretical and empirical approaches to highly informational symmetric foreign exchange markets
Welfare Analyzes of Exchange Rate Regimes
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Papers (24):
Kitamura, Yoshihiro. A lesson from the four recent large public Japanese FX interventions. Journal of the Japanese and International Economies. 2020. 57
Yoshihiro Kitamura. A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data. JOURNAL OF INTERNATIONAL MONEY AND FINANCE. 2017. 75. 32-46
Yoshihiro Kitamura. Simple measures of market efficiency: A study in foreign exchange markets. JAPAN AND THE WORLD ECONOMY. 2017. 41. 1-16
Yoshihiro Kitamura. Predicting a flash crash in the yen/dollar foreign exchange market. APPLIED ECONOMICS LETTERS. 2017. 24. 14. 987-990