yuko hashimoto, ph.d.


contact information

Faculty of Economics, Toyo University
5-28-20 Hakusan, Bunkyo-ku, Tokyo 112-8606 Japan
Email: yhashi@toyonet.toyo.ac.jp


Ph.D., Economics, University of Tokyo (2003)
Associate Professor, Toyo University, April 2004
Assistant Professor at Keio University, Toyo University 2000-2003
Economist, International Monetary Fund October 2007-October 2008

research area
International Finance, Macroeconomics, Exchange Rate Dynamics

recent & forthcoming publications
* Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture" NBER Working Paper No.15020, May 2009.
* "Foreign Reserve Management and the Asian Bond Market," in Eiji Ogawa (eds.), Overview of the Asian Bond Market, Toyo Keizai Sinpo Sha, April 2009. (written in Japanese)
* Dynamics of quote and deal prices in the foreign exchange market" Journal of Economic Interaction and Coordination, Vol.3, 2008.
"Random Walk or A Run? Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability?"NBER Working Paper No.14160, July 2008.
* "Price Impacts of Deals and Predictability of the Exchange Rate Movement" in Takatoshi Ito and Andrew Rose (eds.), International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, NBER-University of Chicago, vol. 17, July 2008.
* "Too much for self insurance? Asian foreign reserves"HKIMR Working Paper, No.6/2008, Hong Kong Institute for Monetary Research, April 2008.