橋本優子:研究

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著書・本の章
  • 「外貨準備管理、政府系ファンド、アジア債券市場」(第11章), 小川英治編 『アジア・ボンドの経済学 債券市場の発展を目指して国際金融システムの制度設計』東洋経済新報社, 2009年4月.
  • "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.
  • 『国際金融論をつかむ』(共著:小川英治・熊本方雄)有斐閣, 2007年4月.
  • 『アジア通貨危機を超えて〜危機の背景と影響, 協力体制への模索〜』(財)三菱経済研究所, 2006年11月.
  • 「アジア通貨・株価の伝播と連動性に関する分析」(共著:伊藤隆敏) 福田慎一・小川英治編 『国際金融システムの制度設計』東京大学出版会, p175-200, 2006年2月.
  • "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.
  • 査読付き論文
  • "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.
  • 「アジア通貨危機の震源と伝播−日次データ分析−」(共著:伊藤隆敏)『経済研究』Vol.55, No.3, pp204-216, 2004年7月.
  • "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.
  • 新聞寄稿・報告書寄稿
  • 『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.
  • NBER wp, その他
  • 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.