Yuko Hashimoto is a senior economist in the Statistics Department of the International Monetary Fund. She joined the IMF in September 2009. Previously, she was an associate professor of Economics at Toyo University in Tokyo, Japan.

Email: yhashimoto@imf.org

Fluent In: Japanese.

Education:

Ph.D. in Economics, University of Tokyo, 2003.

M.A. in Economics, University of Tokyo, 1997.

B.A. in Economics, Yokohama City University, 1995.

Previous Experience:

Associate Professor, Toyo University, Tokyo, Japan. 2003-September 2009.

Assistant Professor, Keio University, Fujisawa, Japan. 2000-2003.

Current Position:

Senior economist, Data Dissemination and Review Division, Statistics Department, IMF. November 2012- current.

Economist, Data Dissemination and Review Division, Statistics Department, IMF. September 2009-October 2012.

Other Professional Positions:

Special Appointee, International Monetary Fund (Research department and Asia-Pacific Department), Washington, D.C. October 2007-September 2008.

Visiting scholar, Hong Kong Institute for Monetary Research, Hong Kong. August-September 2006.

Researcher, Japan Bank for International Cooperation, Tokyo, Japan. January 2007-April 2007.

Visiting lecturer, Graduate School of Public Policy, University of Tokyo, Tokyo, Japan. September 2005-March 2006.

Researcher, The Mitsubishi Economic Research Institute, Tokyo, Japan. December 2004-December 2005

Research associate, Asian Development Bank Institute, Tokyo, Japan. October 2001-January 2003.

Research assistant, Institute for Monetary and Economics Studies, Bank of Japan, Tokyo, Japan. April-October 1999.

Yuko Hashimoto is a senior economist in the Statistics Department of the International Monetary Fund. She joined the IMF in September 2009. Previously, she was an associate professor of Economics at Toyo University in Tokyo, Japan.

Email: yhashimoto@imf.org

Fluent In: Japanese.

Education:

Ph.D. in Economics, University of Tokyo, 2003.

M.A. in Economics, University of Tokyo, 1997.

B.A. in Economics, Yokohama City University, 1995.

Previous Experience:

Associate Professor, Toyo University, Tokyo, Japan. 2003-September 2009.

Assistant Professor, Keio University, Fujisawa, Japan. 2000-2003.

Current Position:

Senior economist, Data Dissemination and Review Division, Statistics Department, IMF. November 2012- current.

Economist, Data Dissemination and Review Division, Statistics Department, IMF. September 2009-October 2012.

Other Professional Positions:

Special Appointee, International Monetary Fund (Research department and Asia-Pacific Department), Washington, D.C. October 2007-September 2008.

Visiting scholar, Hong Kong Institute for Monetary Research, Hong Kong. August-September 2006.

Researcher, Japan Bank for International Cooperation, Tokyo, Japan. January 2007-April 2007.

Visiting lecturer, Graduate School of Public Policy, University of Tokyo, Tokyo, Japan. September 2005-March 2006.

Researcher, The Mitsubishi Economic Research Institute, Tokyo, Japan. December 2004-December 2005

Research associate, Asian Development Bank Institute, Tokyo, Japan. October 2001-January 2003.

Research assistant, Institute for Monetary and Economics Studies, Bank of Japan, Tokyo, Japan. April-October 1999.

IMF Books and Working Papers:

The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS, Working Paper No. 12/242, October 05, 2012

Books

"Market Microstructure of the Foreign Exchange Markets: Evidence from the Electronic Broking System," (with Takatoshi Ito) in Greg N. Gregoriou and Razvan Pascalau (eds.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, New York: Palgrave Macmillan: 66-91. 2011.

“Foreign Reserve Management and the Asian Bond Market,” in Eiji Ogawa (eds.), Overview of the Asian Bond Market, Toyo Keizai Sinpo Sha, 2009. (written in Japanese)

“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, July 2008.

“International Finance,” (with Eiji Ogawa and Masao Kumamoto), Yuhi-Kaku, April 2007. (written in Japanese, original title “Kokusai Kinnyu wo Twukamu”)

“Looking back to the Asian Currency Crisis,” Mitsubishi Economic Research Institute, November 2006. (written in Japanese, original title “Azia Tsuka Kiki wo Hurikaette”)

“Currency and Stock Price Contagion in East Asian Financial Market,” (with Takatoshi Ito), in Eiji Ogawa and Shin-ichi Fukuda (eds.), International Financial System: Lessons from the Asian Currency Crisis, University of Tokyo Press, 2006. (written in Japanese)

“High-Frequency Contagion between the Exchange Rates and the Stock Prices during the Asian Currency Crisis,” (with Takatoshi Ito), in Mardi Dungey and Demosthenes N. Tambakis (eds.), Identifying International Financial Contagion: Progress and Challenges, Oxford University Press, 2005: 111-149.

Publications in Refereed Journals

“International Reserves and the Global Financial Crisis,” (with Kathryn M. Dominguez and Takatoshi Ito), Journal of International Economics, Vol 88, Issue 2, November 2012.

"On the Nonstationarity of the Exchange Rate Process", (with T.Ohnishi, H.Takayasu, T.Ito, T.Watanabe, M.Takayasu), International Review of Financial Analysis (2012), pp. 30-34.

“Random Walk or a Run—Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability—”, (with T. Ito, T. Ohnishi, M. Takayasu, H. Takayasu, T. Watanabe), Quantitative Finance, December 2010, 1-13.

“Effects of Japanese Macroeconomic Statistic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture,” (with Takatoshi Ito), Journal of The Japanese and International Economies, Volume 24, Issue 3, September 2010, pages 334-354.

“Dynamics of quote and deal prices in the foreign exchange market,” (with T. Ohnishi, H. Takayasu, T. Ito, T. Watanabe and M. Takayasu), Journal of Economic Interaction and Coordination 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, Volume 20, Issue 4, December 2006.

“High-Frequency Contagion of Currency Crises in Asia,” (with Takatoshi Ito), Asian Economic Journal, Vol.19, No.4, December 2005. [NBER Working Paper No. 9376, December 2002.]

“The impact of the Japanese banking crisis on the intraday FX market in late 1997”, Journal of Asian Economics, Vol.16, April 2005.

“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, April 2003.

“Macroeconomics and High Interest Rates in Asia before 1997,” Asia-Pacific Development Journal, Vol.8, No.2, December 2001.

“Origin and Contagion of Asian Financial Crises: Daily Data Analysis,” (with Takatoshi Ito), The Economic Review, Vol.55, No.3, July 2004. (written in Japanese)

Other/Non-IMF Publications

"International Reserves and the Global Financial Crisis", with Kathryn M.E. Dominguez and Takatoshi Ito, NBER Working Paper No.17362, August 2011. [published from Journal of Internaional Economics, Vol 88, Issue 2, November 2012]

"Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture", (with Takatoshi Ito), NBER Working Paper No.15020, May 2009. [published from Journal of The Japanese and International Economies, Volume 24, Issue 3, September 2010]

"Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability", (with Takatoshi Ito, Takaaki Ohnishi, Misako Takayasu, Hideki Takayasu, Tsutomu Watanabe), NBER Working Paper No.14160, July 2008. [published from Quantitative Finance, December 2010]

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. [published from Journal of The Japanese and International Economies, Volume 20, Issue 4, December 2006]

"Price Impacts of Deals and Predictability of the Exchange Rate Movements", with Takatoshi Ito, NBER Working Paper No.12682, November 2006. [Revised version published from a chapter in T.Ito and A.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.]

"High-Frequency Contagion of Currency Crises in Asia,” (with Takatoshi Ito), NBER Working Paper No. 9376, December 2002. [published from Asian Economic Journal, Vol.19, No.4, December 2005.]