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Details about Tatsuyoshi Okimoto

E-mail:
Homepage:https://crawford.anu.edu.au/people/academic/tatsuyoshi-okimoto
Workplace:Crawford School of Public Policy, Australian National University, (more information at EDIRC)

Access statistics for papers by Tatsuyoshi Okimoto.

Last updated 2020-02-05. Update your information in the RePEc Author Service.

Short-id: pok16


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Working Papers

2019

  1. 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) Downloads
  2. The BOJ's ETF Purchases and Its Effects on Nikkei 225 Stocks
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads View citations (1)
  3. The Effects of Asset Purchases and Normalization of US Monetary Policy
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads
  4. 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 Downloads
  5. Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads

2018

  1. Trend Inflation and Monetary Policy Regimes in Japan
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
    See also Journal Article in Journal of International Money and Finance (2019)

2017

  1. Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads View citations (1)
    See also Journal Article in Energy Economics (2019)
  2. Measuring the Effects of Commodity Price Shocks on Asian Economies
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
  3. No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
  4. The Macroeconomic Effects of Japan's Unconventional Monetary Policies
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads View citations (1)

2016

  1. Dynamics of Integration in East Asian Equity Markets
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
    See also Journal Article in Journal of the Japanese and International Economies (2017)
  2. Fiscal Sustainability in Japan
    Asia and the Pacific Policy Studies, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article in Asia and the Pacific Policy Studies (2016)
  3. 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 Downloads View citations (9)
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2013) Downloads

    See also Journal Article in Journal of Commodity Markets (2016)

2015

  1. Trends in Stock-Bond Correlations
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
    See also Journal Article in Applied Economics (2016)

2014

  1. 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 Downloads View citations (8)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (8)

    See also Journal Article in Journal of Banking & Finance (2014)

2013

  1. Does the price of oil interact with clean energy prices in the stock market?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (55)
    See also Journal Article in Japan and the World Economy (2013)

2012

  1. Do Socially Responsible Investment Indexes Outperform Conventional Indexes?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)
    See also Journal Article in Applied Financial Economics (2012)

2011

  1. Japanese Government Debt and Sustainability of Fiscal Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (52)
    See also Journal Article in Journal of the Japanese and International Economies (2011)

2010

  1. Sources of Variation in Holding Returns for Fed Funds Futures Contracts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Futures Markets (2011)

Journal Articles

2019

  1. Asymmetric reactions of the US natural gas market and economic activity
    Energy Economics, 2019, 80, (C), 86-99 Downloads View citations (1)
    See also Working Paper (2017)
  2. Trend inflation and monetary policy regimes in Japan
    Journal of International Money and Finance, 2019, 92, (C), 137-152 Downloads View citations (1)
    See also Working Paper (2018)

2017

  1. Dynamics of integration in East Asian equity markets
    Journal of the Japanese and International Economies, 2017, 45, (C), 37-50 Downloads View citations (3)
    See also Working Paper (2016)
  2. The term structure of credit spreads and business cycle in Japan
    Journal of the Japanese and International Economies, 2017, 45, (C), 27-36 Downloads

2016

  1. Fiscal Sustainability in Japan
    Asia and the Pacific Policy Studies, 2016, 3, (2), 235-243 Downloads View citations (1)
    See also Working Paper (2016)
  2. Increasing trends in the excess comovement of commodity prices
    Journal of Commodity Markets, 2016, 1, (1), 48-64 Downloads View citations (9)
    See also Working Paper (2016)
  3. Trends in stock-bond correlations
    Applied Economics, 2016, 48, (6), 536-552 Downloads View citations (6)
    See also Working Paper (2015)

2014

  1. Asymmetric increasing trends in dependence in international equity markets
    Journal of Banking & Finance, 2014, 46, (C), 219-232 Downloads View citations (8)
    See also Working Paper (2014)
  2. Modified Quasi-Likelihood Ratio Test for Regime Switching
    The Japanese Economic Review, 2014, 65, (1), 25-41 Downloads View citations (3)

2013

  1. Does the price of oil interact with clean energy prices in the stock market?
    Japan and the World Economy, 2013, 27, (C), 1-9 Downloads View citations (54)
    See also Working Paper (2013)

2012

  1. Do socially responsible investment indexes outperform conventional indexes?
    Applied Financial Economics, 2012, 22, (18), 1511-1527 Downloads View citations (16)
    See also Working Paper (2012)

2011

  1. Dynamics of international integration of government securities' markets
    Journal of Banking & Finance, 2011, 35, (1), 142-154 Downloads View citations (29)
  2. Japanese government debt and sustainability of fiscal policy
    Journal of the Japanese and International Economies, 2011, 25, (4), 414-433 Downloads View citations (58)
    See also Working Paper (2011)
  3. Sources of variation in holding returns for fed funds futures contracts
    Journal of Futures Markets, 2011, 31, (3), 205-229 Downloads
    See also Working Paper (2010)

2010

  1. 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 Downloads View citations (6)

2008

  1. New Evidence of Asymmetric Dependence Structures in International Equity Markets
    Journal of Financial and Quantitative Analysis, 2008, 43, (3), 787-815 Downloads View citations (102)
  2. 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 Downloads View citations (37)

2007

  1. Dynamics of Persistence in International Inflation Rates
    Journal of Money, Credit and Banking, 2007, 39, (6), 1457-1479 View citations (64)
 
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