Tatsuyoshi Okimoto's picture

Tatsuyoshi Okimoto

Visiting Fellow

Qualifications

BA in Economics (University of Tokyo), MA in Economics (University of Tokyo), MS in Statistics (UC, San Diego),
Ph.D. in Economics (UC, San Diego)

Contact details

Okimoto, Tatsuyoshi and Sumiko Takaoka (2021), “The Credit Spread Curve Distribution and Economic Fluctuations in Japan,” RIETI Discussion Paper, 20-E-030, forthcoming in Journal of Internaional Money and Finance.

Inoue, Tomoo and Tatsuyoshi Okimoto (2021), “International Spillover Effects of Unconventional Monetary Policies of Major Central Banks,” FFJ Discussion Paper, 20-05, forthcoming in International Review of Financial Analysis.

Nguyen, Bao H., Tatsuyoshi Okimoto, and Trung Duc Tran (2021), “Uncertainty- and Sign-Dependent Effects of Oil Market Shocks,” forthcoming in Journal of Commodity Markets.

Harada, Kimie and Tatsuyoshi Okimoto (2021), “The BOJ’s ETF Purchases and Its Effects on Nikkei 225 stocks,” International Review of Financial Analysis 77, 101826.

Inoue, Tomoo, and Tatsuyoshi Okimoto (2021), “How Does Unconventional Monetary Policy Affect the Global Financial Markets?” forthcoming in Empirical Economics.

Morita, Hiroshi, and Tatsuyoshi Okimoto (2021), “The Interest Rate Determination when Economic Variables are Partially Observable,” Journal of International Financial Markets, Institution, and Money 72, 101323.

Irawan, Denny, and Tatsuyoshi Okimoto (2020), “Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms,” Journal of Economic Dynamics and Control 126, 103973.

Hara, Naoko, Ryuzo Miyao, and Tatsuyoshi Okimoto (2020), “The Effects of Asset Purchases and Normalization of US Monetary Policy,” Economic Inquiry 58(3), 1279-1296.

Okimoto, Tatsuyoshi, and Sumiko Takaoka (2020), “No-Arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves,” Journal of International Financial Markets, Institutions, and Money 64, 101143.

Miyao, Ryuzo, and Tatsuyoshi Okimoto (2020), “Regime Shifts in the Effects of Japan’s Unconventional Monetary Policies,” Manchester School 88(6), 749-772.

Okimoto, Tatsuyoshi (2019), “Trend Inflation and Monetary Policy Regimes in Japan.” Journal of International Money and Finance 92, 137-152.

Nguyen, Bao H., and Tatsuyoshi Okimoto (2019), “Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity.” Energy Economics 80, 86-99.

Komatsubara, Tadaaki, Tatsuyoshi Okimoto, and Ken-ichi Tatsumi (2017), “Dynamics of Integration in East Asian Equity Markets.” Journal of the Japanese and International Economies 45, 27-36.

Okimoto, Tatsuyoshi, and Sumiko Takaoka (2017), “The Term Structure of Credit Spreads and Business Cycle in Japan.” Journal of the Japanese and International Economies 45, 37-50.

Ohashi, Kazuhiko, and Tatsuyoshi Okimoto (2016), “Increasing Trends in the Excess Comovements of Commodity Prices,” Journal of Commodity Markets 1, 48-64.

Armstrong, Shiro, and Tatsuyoshi Okimoto (2016), “Fiscal Sustainability in Japan,” Asia and the Pacific Policy Studies 3(2), 235-243.

Ohmi, Harumi, and Tatsuyoshi Okimoto (2016), “Trends in Stock-Bond Correlations,” Applied Economics 48, 536-552.

Okimoto, Tatsuyoshi (2014), “Asymmetric Increasing Trends in Dependence in International Equity Markets,” Journal of Banking and Finance 46, 219-232.

Kasahara, Hiroyuki, Tatsuyoshi Okimoto, and Katsumi Shimotsu (2014), “Modified Likelihood Ratio Test for Regime Switching,” Japanese Economic Review 65, 25-41.

Managi, Shunsuke, and Tatsuyoshi Okimoto (2013), “Does the Price of Oil Interact with Clean Energy Prices in the Stock Market?” Japan and the World Economy 27, 1-9.

Managi, Shunsuke, Tatsuyoshi Okimoto, and Akimi Matsuda (2012), “Do Socially Responsible Investment Indexes Outperform Conventional Indexes?” Applied Financial Economics 22(18), 1511-1527.

Doi, Takero, Takeo Hoshi, and Tatsuyoshi Okimoto (2011), “Japanese Government Debt and Sustainability of Fiscal and Monetary Policy,” Journal of the Japanese and International Economies 25(4), 414-433, 2011 and NBER working paper No. 17305.

Kumar, Manmohan S., and Tatsuyoshi Okimoto (2011), “Dynamics of International Integration of Government Securities’ Markets,” Journal of Banking and Finance 35(1), 142-154.

Hamilton, James, and Tatsuyoshi Okimoto (2011), “Sources of Variation in Holding Returns for Fed Funds Futures Contracts,” Journal of Futures Markets 31(3), 205-229.

Okimoto, Tatsuyoshi, and Katsumi Shimotsu (2010), “Decline in the Persistence of Real Exchange Rates, but Not Sufficient for Purchasing Power Parity,” Journal of the Japanese and International Economies 24(3), 395-411.

Okimoto, Tatsuyoshi (2008), “New Evidence of Asymmetric Dependence Structures in International Equity Markets,” Journal of Financial and Quantitative Analysis 43(3), 787-816.

Inoue, Tomoo, and Tatsuyoshi Okimoto (2008), “Were There Structural Breaks in the Effect of Japanese Monetary Policy? Re-evaluating the Policy Effects in the Lost Decade,” Journal of the Japanese and International Economies 22(3), 320-342.

Kumar, Manmohan S., and Tatsuyoshi Okimoto (2007), “Dynamics of Inflation Persistence in International Inflation Rate,” Journal of Money, Credit, and Banking 39(6), 1457-1479, 2007.

Updated:  9 August 2022/Responsible Officer:  Crawford Engagement/Page Contact:  CAP Web Team