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In our experiments, YBaCuO films were deposited onto MgO substrates by pulsed excimer laser ablation and annealed in low-pressure oxygen to make them oxygen deficient. The films, which were c-axis oriented with transition temperatures around 50 K, were then fabricated into mesa-like devices with an a-b plane area of a few square microns. Important features of our device are its novel microwave coupling and reduced leakage current between the top and bottom electrodes. By ramping the bias current up and down repeatedly and measuring the dc current-voltage curves, we successfully observed typical intrinsic Josephson effects such as hysteresis, voltage jumps of a few millivolts, as well as dozens of branches with regular voltage intervals. The observed microwave response, in the range of a few to 110 GHz, indicates that these oxygen-deficient YBaCuO intrinsic Josephson junctions may find many millimeter-wave and submillimeter-wave applications.