Details about Tatsuyoshi Okimoto

Access statistics for papers by Tatsuyoshi Okimoto.

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Short-id: pok16

Working Papers

2023

1. Sustainability and Credit Spreads in Japan
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2021)
   See also Journal Article Sustainability and credit spreads in Japan, International Review of Financial Analysis, Elsevier (2024) View citations (2) (2024)
   Chapter Sustainability and Credit Spreads in Japan, Springer Books, Springer (2024) (2024)

2022

2. Assessing Unconventional Monetary Policy in Japan Using Market Operation-based Monetary Policy Indices
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
3. Credit Default Swaps and Corporate Carbon Emissions in Japan
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
4. Dynamic Relationship between Mobility, Spread of COVID-19, and the Role of Vaccines (Japanese)
   Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI)
5. Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (1)

2021

6. Conditional Capital Surplus and Shortfall across Resource Firms
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
7. Conditional capital surplus and shortfall across renewable and non-renewable resource firms
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   See also Journal Article Conditional capital surplus and shortfall across renewable and non-renewable resource firms, Energy Economics, Elsevier (2022) View citations (7) (2022)
8. How Do ESG Performance and Awareness Affect Firm Value and Corporate Overinvestment?
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (1)
9. Macro Uncertainties and Tests of Capital Structure Theories across Renewable and Non-Renewable Resource Companies
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
10. When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
    See also Journal Article When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?, International Review of Financial Analysis, Elsevier (2023) View citations (1) (2023)

2020

11. International Spillover Effects of Unconventional Monetary Policies of Major Central Banks
    Working Papers, HAL View citations (1)
    See also Journal Article International spillover effects of unconventional monetary policies of major central banks, International Review of Financial Analysis, Elsevier (2022) View citations (2) (2022)
12. Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (2)
    See also Journal Article Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms, Journal of Economic Dynamics and Control, Elsevier (2021) View citations (7) (2021)
13. The Credit Spread Curve Distribution and Economic Fluctuations in Japan
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
    See also Journal Article The credit spread curve distribution and economic fluctuations in Japan, Journal of International Money and Finance, Elsevier (2022) View citations (2) (2022)

2019

14. How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (2)
15. The BOJ's ETF Purchases and Its Effects on Nikkei 225 Stocks
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (12)
    See also Journal Article The BOJ's ETF purchases and its effects on Nikkei 225 stocks, International Review of Financial Analysis, Elsevier (2021) View citations (13) (2021)
16. The Effects of Asset Purchases and Normalization of US Monetary Policy
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
    See also Journal Article THE EFFECTS OF ASSET PURCHASES AND NORMALIZATION OF U.S. MONETARY POLICY, Economic Inquiry, Western Economic Association International (2020) View citations (2) (2020)
17. Uncertainty and sign-dependent effects of oil market shocks
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
18. Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (1)
    See also Journal Article Uncertainty-dependent and sign-dependent effects of oil market shocks, Journal of Commodity Markets, Elsevier (2022) View citations (2) (2022)

2018

19. Trend Inflation and Monetary Policy Regimes in Japan
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
    See also Journal Article Trend inflation and monetary policy regimes in Japan, Journal of International Money and Finance, Elsevier (2019) View citations (10) (2019)

2017

20. Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (1)
    See also Journal Article Asymmetric reactions of the US natural gas market and economic activity, Energy Economics, Elsevier (2019) View citations (15) (2019)
21. Measuring the Effects of Commodity Price Shocks on Asian Economies
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
22. No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
23. The Macroeconomic Effects of Japan's Unconventional Monetary Policies
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (4)

2016

24. Dynamics of Integration in East Asian Equity Markets
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
    See also Journal Article Dynamics of integration in East Asian equity markets, Journal of the Japanese and International Economies, Elsevier (2017) View citations (6) (2017)
25. Fiscal Sustainability in Japan
    Asia and the Pacific Policy Studies, Crawford School of Public Policy, The Australian National University View citations (4)
    See also Journal Article Fiscal Sustainability in Japan, Asia and the Pacific Policy Studies, Wiley Blackwell (2016) View citations (4) (2016)
26. Increasing Trends in the Excess Comovement of Commodity Prices
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (30)
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2013) View citations (1)
    See also Journal Article Increasing trends in the excess comovement of commodity prices, Journal of Commodity Markets, Elsevier (2016) View citations (30) (2016)

2015

27. Trends in Stock-Bond Correlations
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (1)
    See also Journal Article Trends in stock-bond correlations, Applied Economics, Taylor & Francis Journals (2016) View citations (10) (2016)

2014

28. Asymmetric Increasing Trends in Dependence in International Equity Markets
    AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University View citations (17)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (16)
    See also Journal Article Asymmetric increasing trends in dependence in international equity markets, Journal of Banking & Finance, Elsevier (2014) View citations (17) (2014)

2013

29. Does the price of oil interact with clean energy prices in the stock market?
    MPRA Paper, University Library of Munich, Germany View citations (197)
    See also Journal Article Does the price of oil interact with clean energy prices in the stock market?, Japan and the World Economy, Elsevier (2013) View citations (152) (2013)

2012

30. Do Socially Responsible Investment Indexes Outperform Conventional Indexes?
    MPRA Paper, University Library of Munich, Germany View citations (47)
    See also Journal Article Do socially responsible investment indexes outperform conventional indexes?, Applied Financial Economics, Taylor & Francis Journals (2012) View citations (51) (2012)

2011

31. Japanese Government Debt and Sustainability of Fiscal Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (88)
    See also Journal Article Japanese government debt and sustainability of fiscal policy, Journal of the Japanese and International Economies, Elsevier (2011) View citations (85) (2011)
    Chapter Japanese Government Debt and Sustainability of Fiscal Policy, NBER Chapters, National Bureau of Economic Research, Inc (2010) (2010)

2010

32. Sources of Variation in Holding Returns for Fed Funds Futures Contracts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Journal Article Sources of variation in holding returns for fed funds futures contracts, Journal of Futures Markets, John Wiley & Sons, Ltd. (2011) View citations (5) (2011)

Journal Articles

2024

1. Sustainability and credit spreads in Japan
   International Review of Financial Analysis, 2024, 91, (C) View citations (2)
   See also Chapter Sustainability and Credit Spreads in Japan, Springer Books, 2024, 11-38 (2024) (2024)
   Working Paper Sustainability and Credit Spreads in Japan, CAMA Working Papers (2023) (2023)

2023

2. When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?
   International Review of Financial Analysis, 2023, 85, (C) View citations (1)
   See also Working Paper When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?, Discussion papers (2021) (2021)

2022

3. Conditional capital surplus and shortfall across renewable and non-renewable resource firms
   Energy Economics, 2022, 112, (C) View citations (7)
   See also Working Paper Conditional capital surplus and shortfall across renewable and non-renewable resource firms, CAMA Working Papers (2021) (2021)
4. How does unconventional monetary policy affect the global financial markets?
   Empirical Economics, 2022, 62, (3), 1013-1036 View citations (1)
5. International spillover effects of unconventional monetary policies of major central banks
   International Review of Financial Analysis, 2022, 79, (C) View citations (2)
   See also Working Paper International Spillover Effects of Unconventional Monetary Policies of Major Central Banks, Working Papers (2020) View citations (1) (2020)
6. The credit spread curve distribution and economic fluctuations in Japan
   Journal of International Money and Finance, 2022, 122, (C) View citations (2)
   See also Working Paper The Credit Spread Curve Distribution and Economic Fluctuations in Japan, Discussion papers (2020) (2020)
7. Uncertainty-dependent and sign-dependent effects of oil market shocks
   Journal of Commodity Markets, 2022, 26, (C) View citations (2)
   See also Working Paper Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks, Discussion papers (2019) View citations (1) (2019)

2021

8. Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms
   Journal of Economic Dynamics and Control, 2021, 126, (C) View citations (7)
   See also Working Paper Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms, Discussion papers (2020) View citations (2) (2020)
9. The BOJ's ETF purchases and its effects on Nikkei 225 stocks
   International Review of Financial Analysis, 2021, 77, (C) View citations (13)
   See also Working Paper The BOJ's ETF Purchases and Its Effects on Nikkei 225 Stocks, Discussion papers (2019) View citations (12) (2019)
10. The interest rate determination when economic variables are partially observable
    Journal of International Financial Markets, Institutions and Money, 2021, 72, (C)

2020

11. No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan
    Journal of International Financial Markets, Institutions and Money, 2020, 64, (C) View citations (3)
12. Regime shifts in the effects of Japan’s unconventional monetary policies
    Manchester School, 2020, 88, (6), 749-772 View citations (5)
13. THE EFFECTS OF ASSET PURCHASES AND NORMALIZATION OF U.S. MONETARY POLICY
    Economic Inquiry, 2020, 58, (3), 1279-1296 View citations (2)
    See also Working Paper The Effects of Asset Purchases and Normalization of US Monetary Policy, IMES Discussion Paper Series (2019) (2019)

2019

14. Asymmetric reactions of the US natural gas market and economic activity
    Energy Economics, 2019, 80, (C), 86-99 View citations (15)
    See also Working Paper Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity, Discussion papers (2017) View citations (1) (2017)
15. Trend inflation and monetary policy regimes in Japan
    Journal of International Money and Finance, 2019, 92, (C), 137-152 View citations (10)
    See also Working Paper Trend Inflation and Monetary Policy Regimes in Japan, Discussion papers (2018) (2018)

2017

16. Dynamics of integration in East Asian equity markets
    Journal of the Japanese and International Economies, 2017, 45, (C), 37-50 View citations (6)
    See also Working Paper Dynamics of Integration in East Asian Equity Markets, Discussion papers (2016) (2016)
17. The term structure of credit spreads and business cycle in Japan
    Journal of the Japanese and International Economies, 2017, 45, (C), 27-36 View citations (9)

2016

18. Fiscal Sustainability in Japan
    Asia and the Pacific Policy Studies, 2016, 3, (2), 235-243 View citations (4)
    See also Working Paper Fiscal Sustainability in Japan, Asia and the Pacific Policy Studies (2016) View citations (4) (2016)
19. Increasing trends in the excess comovement of commodity prices
    Journal of Commodity Markets, 2016, 1, (1), 48-64 View citations (30)
    See also Working Paper Increasing Trends in the Excess Comovement of Commodity Prices, CAMA Working Papers (2016) View citations (30) (2016)
20. Trends in stock-bond correlations
    Applied Economics, 2016, 48, (6), 536-552 View citations (10)
    See also Working Paper Trends in Stock-Bond Correlations, Discussion papers (2015) View citations (1) (2015)

2014

21. Asymmetric increasing trends in dependence in international equity markets
    Journal of Banking & Finance, 2014, 46, (C), 219-232 View citations (17)
    See also Working Paper Asymmetric Increasing Trends in Dependence in International Equity Markets, AJRC Working Papers (2014) View citations (17) (2014)
22. Modified Quasi-Likelihood Ratio Test for Regime Switching
    The Japanese Economic Review, 2014, 65, (1), 25-41 View citations (4)

2013

23. Does the price of oil interact with clean energy prices in the stock market?
    Japan and the World Economy, 2013, 27, (C), 1-9 View citations (152)
    See also Working Paper Does the price of oil interact with clean energy prices in the stock market?, MPRA Paper (2013) View citations (197) (2013)

2012

24. Do socially responsible investment indexes outperform conventional indexes?
    Applied Financial Economics, 2012, 22, (18), 1511-1527 View citations (51)
    See also Working Paper Do Socially Responsible Investment Indexes Outperform Conventional Indexes?, MPRA Paper (2012) View citations (47) (2012)

2011

25. Dynamics of international integration of government securities' markets
    Journal of Banking & Finance, 2011, 35, (1), 142-154 View citations (44)
26. Japanese government debt and sustainability of fiscal policy
    Journal of the Japanese and International Economies, 2011, 25, (4), 414-433 View citations (85)
    See also Chapter Japanese Government Debt and Sustainability of Fiscal Policy, NBER Chapters, 2010 (2010) (2010)
    Working Paper Japanese Government Debt and Sustainability of Fiscal Policy, NBER Working Papers (2011) View citations (88) (2011)
27. Sources of variation in holding returns for fed funds futures contracts
    Journal of Futures Markets, 2011, 31, (3), 205-229 View citations (5)
    See also Working Paper Sources of Variation in Holding Returns for Fed Funds Futures Contracts, NBER Working Papers (2010) View citations (5) (2010)

2010

28. Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity
    Journal of the Japanese and International Economies, 2010, 24, (3), 395-411 View citations (8)

2008

29. New Evidence of Asymmetric Dependence Structures in International Equity Markets
    Journal of Financial and Quantitative Analysis, 2008, 43, (3), 787-815 View citations (147)
30. Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade
    Journal of the Japanese and International Economies, 2008, 22, (3), 320-342 View citations (53)

2007

31. Dynamics of Persistence in International Inflation Rates
    Journal of Money, Credit and Banking, 2007, 39, (6), 1457-1479 View citations (86)
    Also in Journal of Money, Credit and Banking, 2007, 39, (6), 1457-1479 (2007) View citations (20)

Chapters

2024

1. Credit Default Swaps and Corporate Environmental Impacts in Japan
   Springer
2. Sustainability and Credit Spreads in Japan
   Springer
   See also Working Paper Sustainability and Credit Spreads in Japan, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023) (2023)
   Journal Article Sustainability and credit spreads in Japan, Elsevier (2024) View citations (2) (2024)

2010

3. Japanese Government Debt and Sustainability of Fiscal Policy
   A chapter in Fiscal Policy and Crisis, 2010
   See also Journal Article Japanese government debt and sustainability of fiscal policy, Elsevier (2011) View citations (85) (2011)
   Working Paper Japanese Government Debt and Sustainability of Fiscal Policy, National Bureau of Economic Research, Inc (2011) View citations (88) (2011)