Details about Tatsuyoshi Okimoto

Access statistics for papers by Tatsuyoshi Okimoto.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pok16

Working Papers

2022

1. 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)
2. 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

3. Conditional Capital Surplus and Shortfall across Resource Firms
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
4. 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
5. How Do ESG Performance and Awareness Affect Firm Value and Corporate Overinvestment?
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
6. 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)
7. Sustainability and Credit Spreads in Japan
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
8. 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)

2020

9. International Spillover Effects of Unconventional Monetary Policies of Major Central Banks
   Working Papers, HAL View citations (1)
   See also Journal Article in International Review of Financial Analysis (2022)
10. 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 in Journal of Economic Dynamics and Control (2021)
11. The Credit Spread Curve Distribution and Economic Fluctuations in Japan
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
    See also Journal Article in Journal of International Money and Finance (2022)

2019

12. 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 (1)
13. 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 in International Review of Financial Analysis (2021)
14. 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 in Economic Inquiry (2020)
15. 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)
16. 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 in Journal of Commodity Markets (2022)

2018

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

2017

18. 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 in Energy Economics (2019)
19. Measuring the Effects of Commodity Price Shocks on Asian Economies
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
20. No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
21. The Macroeconomic Effects of Japan's Unconventional Monetary Policies
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (4)

2016

22. Dynamics of Integration in East Asian Equity Markets
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
    See also Journal Article in Journal of the Japanese and International Economies (2017)
23. 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 in Asia and the Pacific Policy Studies (2016)
24. 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 (27)
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2013)
    See also Journal Article in Journal of Commodity Markets (2016)

2015

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

2014

26. 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 (16)
    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 in Journal of Banking & Finance (2014)

2013

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

2012

28. Do Socially Responsible Investment Indexes Outperform Conventional Indexes?
    MPRA Paper, University Library of Munich, Germany View citations (39)

2011

29. Japanese Government Debt and Sustainability of Fiscal Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (85)
    See also Chapter (2010)
    Journal Article in Journal of the Japanese and International Economies (2011)

2010

30. 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 in Journal of Futures Markets (2011)

Journal Articles

2022

1. How does unconventional monetary policy affect the global financial markets?
   Empirical Economics, 2022, 62, (3), 1013-1036
2. International spillover effects of unconventional monetary policies of major central banks
   International Review of Financial Analysis, 2022, 79, (C) View citations (1)
   See also Working Paper (2020)
3. 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 (2020)
4. Uncertainty-dependent and sign-dependent effects of oil market shocks
   Journal of Commodity Markets, 2022, 26, (C)
   See also Working Paper (2019)

2021

5. Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms
   Journal of Economic Dynamics and Control, 2021, 126, (C) View citations (4)
   See also Working Paper (2020)
6. The BOJ's ETF purchases and its effects on Nikkei 225 stocks
   International Review of Financial Analysis, 2021, 77, (C) View citations (10)
   See also Working Paper (2019)
7. The interest rate determination when economic variables are partially observable
   Journal of International Financial Markets, Institutions and Money, 2021, 72, (C)

2020

8. 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)
9. Regime shifts in the effects of Japan’s unconventional monetary policies
   Manchester School, 2020, 88, (6), 749-772 View citations (4)
10. 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 (2019)

2019

11. Asymmetric reactions of the US natural gas market and economic activity
    Energy Economics, 2019, 80, (C), 86-99 View citations (9)
    See also Working Paper (2017)
12. 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 (2018)

2017

13. Dynamics of integration in East Asian equity markets
    Journal of the Japanese and International Economies, 2017, 45, (C), 37-50 View citations (5)
    See also Working Paper (2016)
14. 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

15. Fiscal Sustainability in Japan
    Asia and the Pacific Policy Studies, 2016, 3, (2), 235-243 View citations (4)
    See also Working Paper (2016)
16. Increasing trends in the excess comovement of commodity prices
    Journal of Commodity Markets, 2016, 1, (1), 48-64 View citations (27)
    See also Working Paper (2016)
17. Trends in stock-bond correlations
    Applied Economics, 2016, 48, (6), 536-552 View citations (10)
    See also Working Paper (2015)

2014

18. Asymmetric increasing trends in dependence in international equity markets
    Journal of Banking & Finance, 2014, 46, (C), 219-232 View citations (16)
    See also Working Paper (2014)
19. Modified Quasi-Likelihood Ratio Test for Regime Switching
    The Japanese Economic Review, 2014, 65, (1), 25-41 View citations (3)

2013

20. 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 (147)
    See also Working Paper (2013)

2011

21. Dynamics of international integration of government securities' markets
    Journal of Banking & Finance, 2011, 35, (1), 142-154 View citations (41)
22. 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 Working Paper (2011)
    Chapter (2010)
23. 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 (2010)

2010

24. 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

25. New Evidence of Asymmetric Dependence Structures in International Equity Markets
    Journal of Financial and Quantitative Analysis, 2008, 43, (3), 787-815 View citations (137)
26. 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 (50)

2007

27. Dynamics of Persistence in International Inflation Rates
    Journal of Money, Credit and Banking, 2007, 39, (6), 1457-1479 View citations (82)
    Also in Journal of Money, Credit and Banking, 2007, 39, (6), 1457-1479 (2007) View citations (16)

Chapters

2010

1. Japanese Government Debt and Sustainability of Fiscal Policy
   A chapter in Fiscal Policy and Crisis, 2010
   See also Working Paper (2011)
   Journal Article in Journal of the Japanese and International Economies (2011)