HASHIMOTO Yuko 橋本優子

… Alternative Names

橋本優子ハシモトユウコ

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Researcher Number	80333037
Other IDs
External Links
Affiliation (based on the past Project Information) *help	2012: 東洋大学, 経済学部, 准教授 2009: Toyo University, 経済学部, 准教授 2007: Toyo University, 経済学部, 准教授 2004 – 2006: 東洋大学, 経済学部, 助教授 2003: 東洋大学, 経済学部, 講師 2002: 慶應義塾大学, 大学院・政策・メディア研究科, 専任講師
Review Section/Research Field	Principal Investigator Public finance/Monetary economics / 経済政策(含経済事情) Except Principal Investigator Public finance/Monetary economics / Economic theory
Keywords	Principal Investigator 円ドル為替レート / 金融危機 / マイクロストラクチャー / 為替市場 / リーマンショック / 金融市場 / 対外債務対外資産 / 東欧米国 / バランスシート / 新興市場国 … More / 資金循環表 / 資本移動 / ニュース効果 / 危機の震源 / 伝播効果 / IMF / アジア通貨危機 / 為替予測 / プライスインパクト / 電子ブローキング / ティックデータ / イントラデイ / ボラティリティ / リターン / ニュース / ティっクデータ / 分散 / GARCH分析 / TICHデータ / GARCH / 為替レート / マーケットマイクロストラクチャー / Contagion / 円ドルレート / 日本の銀行破綻 / 通貨危機 … More Except Principal Investigator Securitization / Incomplete Markets / Dynamic DCF / Real Option / Real Estate Price Indices / Vacancy Risk / Hedonic Model / Derivatives / ファイナンス理論 / 金融工学 / 不動産 / 価格決定理論 / エッシャー変換 / デリバティブス / 証券化 / 非完備市場 / ダイナミックDCF / リアルオプション / 不動産価格指数 / 空室リスク / ヘドニックモデル / デリバティブズ / 変動性 / 変動性(ボラティリティー) / マイクロ・ストラクチャー / マクロ統計 / ランダム・ウォーク / 変動性（ボラティリティー） / ボラティリティー / オーダーフロー / 介入 / 高頻度データ / 為替レート Less

資本移動の国際比較および部門・アセット別による金融取引の時系列分析Principal Investigator
- Principal Investigator
  
  橋本優子
- Project Period (FY)
  2009
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Toyo University
Theoretical Analysis of Exchange Rate Fluctuations and Applied Analysis of High Frequency Data
- Principal Investigator
  
  ITO Takatoshi
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic theory
- Research Institution
  The University of Tokyo
為替市場構造と期待形成の与える影響に関する理論・実証分析Principal Investigator
- Principal Investigator
  
  橋本優子
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Toyo University
金融市場における期待形成の理論・実証分析Principal Investigator
- Principal Investigator
  
  橋本優子
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  経済政策(含経済事情)
- Research Institution
  Toyo University
  Keio University
Real Estate Finance: Thery and Its Applications
- Principal Investigator
  
  MORIDAIRA Souichirou
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Keio University

All 2012 2011 2010 2009 2008 2007 2006 2005 2004 Other

All Journal Article Presentation Book

[Book] 「外貨準備管理、政府系ファンド、アジア債券市場」(第11章),『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』2009
- Author(s)
  小川英治編、橋本優子(第11章担当)
- Total Pages
  280
- Publisher
  東洋経済新報社
- Data Source
  KAKENHI-PROJECT-21730260
[Book] 国際金融論をつかむ2007
- Author(s)
  橋本優子
- Total Pages
  288
- Publisher
  有斐閣
- Data Source
  KAKENHI-PROJECT-17730211
[Book] 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~2006
- Author(s)
  橋本優子
- Total Pages
  101
- Publisher
  (財)三菱経済研究所
- Data Source
  KAKENHI-PROJECT-17730211
[Book] 国際金融システムの制度設計第6章アジア通貨・株価の伝播と連動性(福田慎一・小川英治編)2006
- Author(s)
  橋本優子, 伊藤隆敏
- Total Pages
  255
- Publisher
  東京大学出版会
- Data Source
  KAKENHI-PROJECT-17730211
[Book] "High Frequency Contagion between the Exchange Rates and Stock Prices during the Asian Currency Crisis" in Identifying International Contagion : Progress and Challenges (Mardi Dungey and Demosthenes Tambakis (eds.))2005
- Author(s)
  Hashimoto, Yuko, Takatoshi Ito
- Total Pages
  240
- Publisher
  Oxford University Press
- Data Source
  KAKENHI-PROJECT-17730211
[Journal Article] International Reserves and the Global Financial Crisis2012
- Author(s)
  Dominguez, Kathryn; Yuko Hashimoto; Takatoshi Ito
- Journal Title
  
  Journal of International Economics
  
  Volume: vol. 88, issue 2 Pages: 388-406
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Market Microstructure of the Foreign Exchange Markets : Evidence from the Electronic Broking System2011
- Author(s)
  Y.Hashimoto, T.Ito
- Journal Title
  
  (論文集)Financial Econometrics Modeling : Market Microstructure, Factor Models and Financial Risk Measures
  
  Pages: 66-91
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Market Microstructure of the Foreign Exchange Markets: Evidence from the Electronic Broking System2011
- Author(s)
  Hashimoto, Yuko and Takatoshi Ito
- Journal Title
  
  Greg N. Gregoriou and Razvan Pascalau (eds.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, New York
  
  Pages: 66-91
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Random Walk or a Run-Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability2011
- Author(s)
  Hashimoto, Yuko, Ito, Takatoshi, Ohnishi, Takaaki, Takayasu, Misako, Takayasu, Hideki, Tsutomu Watanabe
- Journal Title
  
  Quantitative Finance
  
  Volume: (掲載決定)(掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Market Microstructure of the Foreign Exchange Markets : Evidence from the Electronic Broking System2011
- Author(s)
  Hashimoto, Yuko, Ito, Takato shi
- Journal Title
  
  Financial Econometrics Modeling : Market Microstructure, Factor Models and Financial Risk Measures(G.N.Gregoriou, R.Pascalau (eds.))
  
  Volume: (書籍の章) Pages: 66-91
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture2010
- Author(s)
  Hashimoto, Yuko, Takatoshi Ito
- Journal Title
  
  Journal of the Japanese and International Economies vol.24
  
  Pages: 334-354
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture2010
- Author(s)
  Hashimoto, Yuko, Ito, Takatoshi
- Journal Title
  
  Journal of the Japanese and International Economies
  
  Volume: 24 Pages: 334-354
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Random Walk or a Run-MarketMicrostructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability-2010
- Author(s)
  Hashimoto, Yuko; Takatoshi Ito; Takaaki Ohnishi; Misako Takayasu; Hideki Takayasu, and Tsutomu Watanabe
- Journal Title
  
  Quantitative Finance, First published:13 December 2010 (iFirst),
  
  Volume: vol. 12, No.6 Pages: 893-905
- URL
  http://www.informaworld.com/smpp/content~db=all?content=10.1080/14697681003792237
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture2010
- Author(s)
  Hashimoto, Yuko and Takatoshi Ito
- Journal Title
  
  Journal ofthe Japanese and International Economies
  
  Volume: vol. 24 Pages: 334-354
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability2010
- Author(s)
  Yuko Hashimoto, Takatoshi Ito, Takaaki Ohnishi, Misako Takayasu, Hideki Takayasu, Tsutomu Watanabe
- Journal Title
  
  Quantitative Finance
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Random Walk or a Run-Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability-2010
- Author(s)
  Hashimoto, Yuko ; Takatoshi Ito ; Takaaki Ohnishi ; Misako Takayasu ; Hideki Takayasu, Tsutomu Watanabe
- Journal Title
  
  Quantitative Finance (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture2009
- Author(s)
  Yuko Hashimoto, Takatoshi Ito
- Journal Title
  
  NBER Working Paper No.15020
  
  Pages: 1-47
- Data Source
  KAKENHI-PROJECT-21730260
[Journal Article] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture2009
- Author(s)
  Yuko Hashimoto, Takatoshi Ito
- Journal Title
  
  NBER Working Paper No.15020
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Dynamics of Quote and Deal Prices in the Foreign Exchange Market2008
- Author(s)
  Ohnishi, Takaaki; Hideki Takayasu; Takatoshi Ito; Yuko Hashimoto, Tsutomu Watanabe; and Misako Takayasu
- Journal Title
  
  Journal of EconomicInteraction and Coordination
  
  Volume: vol. 3 Pages: 99-106
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Dynamics of Quote and Deal Prices in the Foreign Exchange Market2008
- Author(s)
  Ohnishi, Takaaki, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto, Tsutomu Watanabe, Misako Takayasu
- Journal Title
  
  Journal of Economic Interaction and Coordination vol.3
  
  Pages: 99-106
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Price Impacts of Deals and Predictability of the Exchange Rate Movements2008
- Author(s)
  Ito, Takatoshi, and Yuko Hashimoto
- Journal Title
  
  T. Ito and A. Rose (eds.) International Financial Issues in the Pacific Rim, NBER East AsiaSeminar on Economics
  
  Volume: Volume 17 Pages: 177-215
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Dynamics of Quote and Deal Prices in the Foreign Exchange Market2008
- Author(s)
  Ohnishi, Takaaki; Hideki Takayasu; Takatoshi Ito; Yuko Hashimoto, Tsutomu Watanabe: and Misako
- Journal Title
  
  Journal of Economic Interaction and Coordination 3
  
  Pages: 99-106
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Too much for self-insurance? Foreign reserves in Asia",2008
- Author(s)
  橋本優子
- Journal Title
  
  Hong Kong Institute for Monetary Research, Working paper series (掲載決定頁未定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17730211
[Journal Article] Price Impacts of Deals and Predictability of the Exchange Rate Movements2008
- Author(s)
  Takatoshi Ito, Yuko Hashimoto
- Journal Title
  
  International Financial Issues in the Pacific Rim
  
  Pages: 177-215
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Price Impacts of Deals and Predictability of the Exchange Rate Movements2008
- Author(s)
  Takatoshi Ito and Yuko Hashimoto
- Journal Title
  
  International Financial Issues in the Pacific Rim
  
  Pages: 177-215
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Journal Article] Bank Restructuring in Asia: Crisis management in the aftermath of the Asian financial crisis and prospects for crisis prevention -Korea-2007
- Author(s)
  橋本優子
- Journal Title
  
  RIETIディスカッションペーパー07-E-038
  
  Pages: 95-95
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17730211
[Journal Article] 通貨危機のモデルおよびIMF支援のインプリケーション2006
- Author(s)
  橋本優子
- Journal Title
  
  開発金融研究所報第30号
  
  Pages: 54-68
- NAID
  40007441837
- Data Source
  KAKENHI-PROJECT-17730211
[Journal Article] Price Impacts of Deals and Predictability of the Exchange Rate Movements2006
- Author(s)
  Takatoshi Ito, Yuko Hashimoto
- Journal Title
  
  National Bureau of Economic Research Working Paper No. 12682
- Data Source
  KAKENHI-PROJECT-17730211
[Journal Article] Intra-day Seasonality in Activities of the Foreign Exchange Markets : Evidence from the Electronic Broking System2006
- Author(s)
  Takatoshi Ito, Yuko Hashimoto
- Journal Title
  
  Journal of The Japanese and International Economies Vol20, Issue4
  
  Pages: 637-664
- NAID
  210000178523
- Data Source
  KAKENHI-PROJECT-17730211
[Journal Article] The impact of the Jepanese banking crisis on the intraday FX market in late 19972005
- Author(s)
  Hashimoto, Yuko
- Journal Title
  
  Journal of Asian Economics (accepted)
- Data Source
  KAKENHI-PROJECT-14730051
[Journal Article] The impact of the Japanese banking crisis on the intraday FX market in late 19972005
- Author(s)
  Hashimoto, Yuko
- Journal Title
  
  Journal of Asian Economics Vol.16
  
  Pages: 205-222
- Data Source
  KAKENHI-PROJECT-17730211
[Journal Article] High-Frequency Contagion of Currency Crises in Asia2005
- Author(s)
  Hashimoto, Yuko, Takaotshi Ito
- Journal Title
  
  Asian Economic Journal Vol.19, No.4
  
  Pages: 357-381
- Data Source
  KAKENHI-PROJECT-17730211
[Journal Article] Microstructure of the Yen/Dollar Foreign Exchange Market : Patterns of Intra-day Activity in the Electronic Broking System2004
- Author(s)
  Hashimoto, Yuko, Takatoshi Ito
- Journal Title
  
  NBER Working Paper No.10856, October 2004
- Data Source
  KAKENHI-PROJECT-14730051
[Journal Article] 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-2004
- Author(s)
  橋本優子, 井澤秀記
- Journal Title
  
  国民経灘誌第190巻第4号 2004年10月第190巻4号
- NAID
  110000972703
- Data Source
  KAKENHI-PROJECT-14730051
[Journal Article] High-Frequency Contagion Between the Exchange Rates and Stock Prices2004
- Author(s)
  Hashimoto, Yuko, Takatoshi Ito
- Journal Title
  
  NBER Working Paper No.10448, April 2004
- Data Source
  KAKENHI-PROJECT-14730051
[Journal Article] アジア通貨危機の震源と伝播-日次データ分析-2004
- Author(s)
  橋本優子, 伊藤隆敏
- Journal Title
  
  経済研究Vol.55, No.3, 2004年7月第55巻3号
- NAID
  40006347485
- Data Source
  KAKENHI-PROJECT-14730051
[Journal Article] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture
- Author(s)
  Yuko Hashimoto, Takatoshi Ito
- Journal Title
  
  Journal of the Japanese and International Economies (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243014
[Presentation] Effects of Japanese Macroeconomic Announcement on the Dollar/Yen Exchange Rat2009
- Author(s)
  伊藤隆敏・橋本優子
- Organizer
  アメリカ経済学会年次大会
- Place of Presentation
  サンフランシスコ・ヒルトンホテル
- Year and Date
  2009-01-03
- Data Source
  KAKENHI-PROJECT-20243014
[Presentation] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture2009
- Author(s)
  橋本優子、伊藤隆敏
- Organizer
  日本銀行金融研究所
- Place of Presentation
  日本銀行金融研究所
- Year and Date
  2009-08-20
- Data Source
  KAKENHI-PROJECT-20243014
[Presentation] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate2009
- Author(s)
  伊藤隆敏・橋本優子
- Organizer
  吹野プロジェクト研究報告会
- Place of Presentation
  一橋大学経済研究所
- Year and Date
  2009-03-05
- Data Source
  KAKENHI-PROJECT-20243014
[Presentation] Effects of Japanese Macroeconomic Announcement on the Dollar/Yen Exchange Rate2009
- Author(s)
  橋本優子
- Organizer
  東工大・一橋大国際会議&APFA7経済・産業における大規模データへの新しいアプローチ
- Place of Presentation
  東京工業大学
- Year and Date
  2009-03-02
- Data Source
  KAKENHI-PROJECT-20243014
[Presentation] Effects of Japanese Macroeconomic Announcement on the Dollar/Yen Exchange Rate2009
- Author(s)
  伊藤隆敏・橋本優子
- Organizer
  アメリカ経済学会年次大会
- Place of Presentation
  サンフランシスコ
- Year and Date
  2009-01-03
- Data Source
  KAKENHI-PROJECT-20243014
[Presentation] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate : High-Resolution Picture2009
- Author(s)
  橋本優子
- Organizer
  神戸大学金融研究会
- Place of Presentation
  神戸大学経済学部
- Year and Date
  2009-08-01
- Data Source
  KAKENHI-PROJECT-20243014
[Presentation] Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture2008
- Author(s)
  伊藤隆敏・橋本優子
- Organizer
  マクロセミナー
- Place of Presentation
  東京大学経済学研究科
- Year and Date
  2008-11-27
- Data Source
  KAKENHI-PROJECT-20243014
[Presentation] Random walk or a Run -Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability-2007
- Author(s)
  橋本優子
- Organizer
  The European Meetings of Econometric Society
- Place of Presentation
  ハンガリー、ブダペスト
- Data Source
  KAKENHI-PROJECT-17730211

1. ITO Takatoshi (30203144)

# of Collaborated Projects: 1 results

# of Collaborated Products: 24 results
2. YABU Tomoyoshi (90463819)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. MORIDAIRA Souichirou (50082871)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. KOMAI Masaaki (10234866)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. KOGURE Atsuyuki (80178251)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. HIBIKI Norio (30245609)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. KAWAGUCHI Yuichiro (30245162)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. MAEKAWA Shunichi (70245158)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 石島博 (20317308)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 吉田靖

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

HASHIMOTO Yuko 橋本 優子

橋本 優子 ハシモト ユウコ

Research Projects

Research Products

Co-Researchers

資本移動の国際比較および部門・アセット別による金融取引の時系列分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theoretical Analysis of Exchange Rate Fluctuations and Applied Analysis of High Frequency Data

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

為替市場構造と期待形成の与える影響に関する理論・実証分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

金融市場における期待形成の理論・実証分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Real Estate Finance: Thery and Its Applications

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 「外貨準備管理、政府系ファンド、アジア債券市場」(第11章),『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』2009

Author(s)

Total Pages

Publisher

Data Source

[Book] 国際金融論をつかむ2007

Author(s)

Total Pages

Publisher

Data Source

[Book] 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~2006

Author(s)

Total Pages

Publisher

Data Source

[Book] 国際金融システムの制度設計 第6章 アジア通貨・株価の伝播と連動性(福田慎一・小川英治編)2006

Author(s)

Total Pages

Publisher

Data Source

[Book] "High Frequency Contagion between the Exchange Rates and Stock Prices during the Asian Currency Crisis" in Identifying International Contagion : Progress and Challenges (Mardi Dungey and Demosthenes Tambakis (eds.))2005

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] International Reserves and the Global Financial Crisis2012

Author(s)

Journal Title

Data Source

[Journal Article] Market Microstructure of the Foreign Exchange Markets : Evidence from the Electronic Broking System2011

Author(s)

Journal Title

Data Source

[Journal Article] Market Microstructure of the Foreign Exchange Markets: Evidence from the Electronic Broking System2011

Author(s)

Journal Title

Data Source

[Journal Article] Random Walk or a Run-Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability2011

Author(s)

Journal Title

Data Source

[Journal Article] Market Microstructure of the Foreign Exchange Markets : Evidence from the Electronic Broking System2011

Author(s)

Journal Title

Data Source

HASHIMOTO Yuko 橋本優子

橋本優子ハシモトユウコ

[Book] 国際金融システムの制度設計第6章アジア通貨・株価の伝播と連動性(福田慎一・小川英治編)2006