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

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.

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