Tatsuyoshi Okimoto
Tatsuyoshi Okimoto
Associate Professor, Crawford School of Public Policy, Australian National University
Verified email at anu.edu.au - 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
2342008
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
1522011
Dynamics of persistence in international inflation rates
MS Kumar, T Okimoto
Journal of Money, Credit and Banking 39 (6), 1457-1479, 2007
1142007
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
1072013
Do socially responsible investment indexes outperform conventional indexes?
S Managi, T Okimoto, A Matsuda
Applied Financial Economics 22 (18), 1511-1527, 2012
692012
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
682008
Dynamics of international integration of government securities’ markets
MS Kumar, T Okimoto
Journal of Banking & Finance 35 (1), 142-154, 2011
602011
Increasing trends in the excess comovement of commodity prices
K Ohashi, T Okimoto
Journal of Commodity Markets 1 (1), 48-64, 2016
382016
Trends in stock-bond correlations
H Ohmi, T Okimoto
Applied Economics 48 (6), 536-552, 2016
222016
Asymmetric increasing trends in dependence in international equity markets
T Okimoto
Journal of Banking & Finance 46, 219-232, 2014
162014
The Macroeconomic Effects of Japan's Unconventional Monetary Policies
R Miyao, T Okimoto
RIETI Discussion Paper Series 17-E-065, 2017
142017
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
132010
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
92017
Sources of variation in holding returns for fed funds futures contracts
JD Hamilton, T Okimoto
Journal of Futures Markets 31 (3), 205-229, 2011
72011
Modified Quasi‐Likelihood Ratio Test for Regime Switching
H Kasahara, T Okimoto, K Shimotsu
The Japanese Economic Review 65 (1), 25-41, 2014
62014
Asymmetric reactions of the US natural gas market and economic activity
BH Nguyen, T Okimoto
Energy Economics 80, 86-99, 2019
52019
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
42017
Fiscal Sustainability in Japan
S Armstrong, T Okimoto
Asia & the Pacific Policy Studies 3 (2), 235-243, 2016
42016
Trend inflation and monetary policy regimes in Japan
T Okimoto
Journal of International Money and Finance 92, 137-152, 2019
32019
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Articles 1–19