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Tatsuyoshi Okimoto
Tatsuyoshi Okimoto
Professor, Faculty of Economics, Keio University
Verified email at keio.jp - Homepage
Title
Cited by
Cited by
Year
New evidence of asymmetric dependence structures in international equity markets
T Okimoto
Journal of financial and quantitative analysis 43 (3), 787-815, 2008
2862008
Does the price of oil interact with clean energy prices in the stock market?
S Managi, T Okimoto
Japan and the World Economy 27, 1-9, 2013
2322013
Japanese government debt and sustainability of fiscal policy
T Doi, T Hoshi, T Okimoto
Journal of the Japanese and international economies 25 (4), 414-433, 2011
2022011
Dynamics of persistence in international inflation rates
MS Kumar, T Okimoto
Journal of Money, Credit and Banking 39 (6), 1457-1479, 2007
1312007
Do socially responsible investment indexes outperform conventional indexes?
S Managi, T Okimoto, A Matsuda
Applied Financial Economics 22 (18), 1511-1527, 2012
1122012
Dynamics of international integration of government securities’ markets
MS Kumar, T Okimoto
Journal of Banking & Finance 35 (1), 142-154, 2011
842011
Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade
T Inoue, T Okimoto
Journal of the Japanese and International Economies 22 (3), 320-342, 2008
802008
Increasing trends in the excess comovement of commodity prices
K Ohashi, T Okimoto
Journal of Commodity Markets 1 (1), 48-64, 2016
652016
Regime shifts in the effects of Japan’s unconventional monetary policies
R Miyao, T Okimoto
Manchester School 88 (6), 749-772, 2020
45*2020
Trends in stock-bond correlations
H Ohmi, T Okimoto
Applied Economics 48 (6), 536-552, 2016
362016
The BOJ's ETF purchases and its effects on Nikkei 225 stocks
K Harada, T Okimoto
International Review of Financial Analysis 77, 101826, 2021
352021
Trend inflation and monetary policy regimes in Japan
T Okimoto
Journal of International Money and Finance 92, 137-152, 2019
252019
Asymmetric increasing trends in dependence in international equity markets
T Okimoto
Journal of Banking & Finance 46, 219-232, 2014
242014
Asymmetric reactions of the US natural gas market and economic activity
BH Nguyen, T Okimoto
Energy Economics 80, 86-99, 2019
162019
Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity
T Okimoto, K Shimotsu
Journal of the Japanese and International Economies 24 (3), 395-411, 2010
162010
Dynamics of integration in East Asian equity markets
T Komatsubara, T Okimoto, K Tatsumi
Journal of the Japanese and International Economies 45, 37-50, 2017
142017
Uncertainty-dependent and sign-dependent effects of oil market shocks
BH Nguyen, T Okimoto, TD Tran
Journal of Commodity Markets, 100207, 2021
12*2021
The term structure of credit spreads and business cycle in Japan
T Okimoto, S Takaoka
Journal of the Japanese and International Economies 45, 27-36, 2017
112017
Sources of variation in holding returns for fed funds futures contracts
JD Hamilton, T Okimoto
Journal of Futures Markets 31 (3), 205-229, 2011
112011
Fiscal Sustainability in Japan
S Armstrong, T Okimoto
Asia & the Pacific Policy Studies 3 (2), 235-243, 2016
82016
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Articles 1–20