Yuko Hashimoto: Publication
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Books, Chapters in Books
  • "Price Impacts of Deals and Predictability of the Exchange Rate Movement," (with Takatoshi Ito), 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, pp177-217, July 2008.
  • "High Frequency Contagion between the Exchange Rates and Stock Prices during the Asian Currency Crisis"(with Takatoshi Ito) in Mardi Dungey and Demosthenes Tambakis (eds.), Identifying International Contagion: Progress and Challenges, Oxford University Press, pp111-149, 2005.
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    Books, Chapters in Books (Japanese)
  • "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)
  • "International Finance" (with Eiji Ogawa and Masao Kumamoto）Yuhikaku, April 2007.(written in Japanese)
  • "Understanding the Asian Currency Crisis," The Mitsubishi Economic Research institute, November 2006.(written in Japanese)
  • "Currency and Stock Price Contagion in East Asian Financial Market," (with Takatoshi Ito), in Shin-ichi Fukuda and Eiji Ogawa(eds.), International Financial System: Lessons from the Asian Currency Crisis, University of Tokyo Press, pp175-200, 2006. (written in Japanese)
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    Refereed Journal
  • "Dynamics of quote and deal prices in the foreign exchange market,Journal of Economic Interaction and Coordination Vol.3, 2008.
  • "Intra-day Seasonality in Activities of the Foreign Exchange Markets:Evidence from the Electronic Broking System" (with Takatoshi Ito), Journal of The Japanese and International Economies, Vol.20, Issue 4, pp637-664, Dec 2006.
  • "High-Frequency Contagion of Currency Crises in Asia"(with Takatoshi Ito), Asian Economic Journal, Vol.19, No.4, pp357-381, December 2005.
  • "The impact of the Japanese banking crisis on the intraday FX market in late 1997", Journal of Asian Economics, Vol.16, pp205-222, April 2005.
  • "Origin and Contagion of Asian Financial Crises: Daily Data Analysis"(with Takatoshi Ito), The Economic Review, Vol.55, No.3, pp204-216, July 2004.(Written in Japanese)
  • "An Empirical Test of Likelihood and Timing of Speculative Attacks: The Case of Malaysia and Singapore", Japan and the World Economy, Vol.15, No.2, pp245-259, April 2003.
  • "Macroeconomics and High Interest Rates in Asia before 1997",Asia-Pacific Development Journal, Vol.8, No.2, December 2001.
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    News Paper Articles・Contributed articles
  • 『日本経済新聞社 経済教室』世界的不均衡どう是正(下), 2009年2月19日.
    　　　　　　　　　
  • 「通貨危機のモデルおよびIMF支援のインプリケーション」開発金融研究所報 第30号, JBIC, 2006年8月.
  • 「わが国の為替介入に関する実証研究−1991 年5 月から2000 年4 月まで−」(共著:井澤秀記）『国民経済雑誌』第190巻第4号 2004年10月.
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    NBER wp, Others
  • Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture" NBER WOrking Paper No.15020, May 2009.
  • "Random Walk or A Run? Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability?," (with Takatoshi Ito),NBER Working Paper No.14160, July 2008.
  • "Too much for self insurance? Asian foreign reserves" HKIMR Working Paper, No.6/2008, Hong Kong Institute for Monetary Research, April 2008.
  • "Price Impacts of Deals and Predictability of the Exchange Rate Movements" (with Takatoshi Ito),NBER Working Paper No.12682, November 2006.
  • "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System" (with Takatoshi Ito),NBER Working Paper No.12413, August 2006.
  • "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System", (with Takatoshi Ito),Discussion Paper, University of TokyoCIRJE-F-407, March 2006.
  • "Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity in the Electronic Broking System" (with Takatoshi Ito),NBER Working Paper No.10856, October 2004.
  • "High-Frequency Contagion Between the Exchange Rates and Stock Prices" (with Takatoshi Ito), NBER Working Paper No.10448, April 2004.
  • "Bank Restructuring in Asia: Crisis management in the aftermath of the Asian financial crisis and prospects for crisis prevention -Korea-"(with Takatoshi Ito), Asian Development Bank Institute, January 2003.
  • "Bank Restructuring in Asia: Crisis management in the aftermath of the Asian financial crisis and prospects for crisis prevention -Malaysia-" (with Takatoshi Ito), Asian Development Bank Institute, January 2003.
  • "High-Frequency Contagion of Currency Crisis in Asia" (with Takatoshi Ito), NBER Working Paper No.9376, December 2002.
  • "Origin and Contagion of Asian Financial Crises: Daily Data Analysis" (in Japanese)（co-authored with Takatoshi ITO), Discussion Paper Series A No.418, The Institute of Economic Research, Hitotsubashi University, October 2001.
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