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Details about Tatsuyoshi Okimoto

Homepage:https://sites.google.com/view/okimoto
Workplace:Faculty of Economics, Keio University, (more information at EDIRC)

Access statistics for papers by Tatsuyoshi Okimoto.

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

Short-id: pok16


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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) Downloads
  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) Downloads View citations (1)

2021

  1. Conditional Capital Surplus and Shortfall across Resource Firms
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
  2. 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 Downloads
  3. How Do ESG Performance and Awareness Affect Firm Value and Corporate Overinvestment?
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
  4. 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) Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) Downloads
  5. Sustainability and Credit Spreads in Japan
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
  6. 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) Downloads

2020

  1. International Spillover Effects of Unconventional Monetary Policies of Major Central Banks
    Working Papers, HAL Downloads View citations (1)
    See also Journal Article in International Review of Financial Analysis (2022)
  2. Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2021)
  3. The Credit Spread Curve Distribution and Economic Fluctuations in Japan
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads
    See also Journal Article in Journal of International Money and Finance (2022)

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 View citations (1)
  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 (12)
    See also Journal Article in International Review of Financial Analysis (2021)
  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
    See also Journal Article in Economic Inquiry (2020)
  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 View citations (1)
  5. Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads View citations (1)
    See also Journal Article in Journal of Commodity Markets (2022)

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 (4)

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 (4)
    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 (27)
    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 View citations (1)
    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 (16)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (16)

    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 (152)
    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 (39)

2011

  1. Japanese Government Debt and Sustainability of Fiscal Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (85)
    See also Chapter (2010)
    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

2022

  1. How does unconventional monetary policy affect the global financial markets?
    Empirical Economics, 2022, 62, (3), 1013-1036 Downloads
  2. International spillover effects of unconventional monetary policies of major central banks
    International Review of Financial Analysis, 2022, 79, (C) Downloads 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) Downloads 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) Downloads
    See also Working Paper (2019)

2021

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

2020

  1. 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) Downloads View citations (3)
  2. Regime shifts in the effects of Japan’s unconventional monetary policies
    Manchester School, 2020, 88, (6), 749-772 Downloads View citations (4)
  3. THE EFFECTS OF ASSET PURCHASES AND NORMALIZATION OF U.S. MONETARY POLICY
    Economic Inquiry, 2020, 58, (3), 1279-1296 Downloads View citations (2)
    See also Working Paper (2019)

2019

  1. Asymmetric reactions of the US natural gas market and economic activity
    Energy Economics, 2019, 80, (C), 86-99 Downloads View citations (9)
    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 (10)
    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 (5)
    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 View citations (9)

2016

  1. Fiscal Sustainability in Japan
    Asia and the Pacific Policy Studies, 2016, 3, (2), 235-243 Downloads View citations (4)
    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 (27)
    See also Working Paper (2016)
  3. Trends in stock-bond correlations
    Applied Economics, 2016, 48, (6), 536-552 Downloads View citations (10)
    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 (16)
    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 (147)
    See also Working Paper (2013)

2011

  1. Dynamics of international integration of government securities' markets
    Journal of Banking & Finance, 2011, 35, (1), 142-154 Downloads View citations (41)
  2. Japanese government debt and sustainability of fiscal policy
    Journal of the Japanese and International Economies, 2011, 25, (4), 414-433 Downloads View citations (85)
    See also Working Paper (2011)
    Chapter (2010)
  3. Sources of variation in holding returns for fed funds futures contracts
    Journal of Futures Markets, 2011, 31, (3), 205-229 Downloads View citations (5)
    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 (8)

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 (137)
  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 (50)

2007

  1. 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) Downloads 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)
 
Page updated 2023-12-04