Tatsuyoshi Okimoto's picture

Tatsuyoshi Okimoto

Associate Professor of Finance

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

Tatsuyoshi Okimoto is Associate Professor of Finance at the Crawford School of Public Policy, editor of Gendai Finace (journal of Nippon Finance Association in Japanese), and research director for Australia-Japan Research Centre. He received his PhD from the University of California, San Diego in 2005. He worked for Hitotsubashi University and Yokohama National University before joining the Crawford School of Public Policy. His current research has focused on Financial Econometrics, Empirical Finance, and Applied Macroeconomics. He has published a number of articles in the leading journals in finance and economics such as Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, and Journal of Money Credit and Banking. He has been awarded the 1st GPIF Finance Awards (2017), the 2015 Junko Maru Prize and 2014 Securities Analysts Journal Prize.

Research interests

Tatsuyoshi Okimoto is interested in analyzing comovements in international financial markets and their implications on asset allocation and risk management. His current papers and ongoing research apply regime switching models and copula theory to examine the dependence evolution in international financial markets such as equity and bond markets. He is also working for a dynamic general equilibrium model to explain the dynamics of the term structures of interest rates. Another interest of him is to evaluate the fiscal and monetary policies in Japan.

Updated:  23 June 2017/Responsible Officer:  Crawford Engagement/Page Contact:  CAP Web Services Team