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1

Increasing trends in the excess comovement of commodity prices

Ohashi, Kazuhiko, Okimoto, Tatsuyoshi

Journal:

Journal of Commodity Markets

Year:

2016

Language:

english

File:

PDF, 1.42 MB

english, 2016

2

Dynamics of international integration of government securities’ markets

Manmohan S. Kumar, Tatsuyoshi Okimoto

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 528 KB

english, 2011

3

Japanese government debt and sustainability of fiscal policy

Takero Doi, Takeo Hoshi, Tatsuyoshi Okimoto

Journal:

Journal of the Japanese and International Economies

Year:

2011

Language:

english

File:

PDF, 562 KB

english, 2011

4

Does the price of oil interact with clean energy prices in the stock market?

Managi, Shunsuke, Okimoto, Tatsuyoshi

Journal:

Japan and the World Economy

Year:

2013

Language:

english

File:

PDF, 607 KB

english, 2013

5

Asymmetric increasing trends in dependence in international equity markets

Okimoto, Tatsuyoshi

Journal:

Journal of Banking & Finance

Year:

2014

Language:

english

File:

PDF, 876 KB

english, 2014

6

Do socially responsible investment indexes outperform conventional indexes?

Managi, Shunsuke, Okimoto, Tatsuyoshi, Matsuda, Akimi

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 556 KB

english, 2012

7

Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity

Tatsuyoshi Okimoto, Katsumi Shimotsu

Journal:

Journal of the Japanese and International Economies

Year:

2010

Language:

english

File:

PDF, 321 KB

english, 2010

8

Trends in stock-bond correlations

Ohmi, Harumi, Okimoto, Tatsuyoshi

Journal:

Applied Economics

Year:

2016

Language:

english

File:

PDF, 2.49 MB

english, 2016

9

New Evidence of Asymmetric Dependence Structures in International Equity Markets

Okimoto, Tatsuyoshi

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 519 KB

english, 2008

10

New Evidence of Asymmetric Dependence Structures in International Equity Markets

Tatsuyoshi Okimoto

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 2.35 MB

english, 2008

11

Fiscal Sustainability in Japan

Armstrong, Shiro, Okimoto, Tatsuyoshi

Journal:

Asia & the Pacific Policy Studies

Year:

2016

Language:

english

File:

PDF, 1.21 MB

english, 2016

12

Economic Forecasting, by Graham Elliott and Allan Timmermann (Princeton University Press, Princeton, NJ, 2016), pp. 568.

Okimoto, Tatsuyoshi

Journal:

Economic Record

Year:

2017

Language:

english

File:

PDF, 42 KB

english, 2017

13

No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan

Okimoto, Tatsuyoshi, Takaoka, Sumiko

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2019

Language:

english

File:

PDF, 844 KB

english, 2019

14

Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms

Irawan, Denny, Okimoto, Tatsuyoshi

Journal:

Journal of Economic Dynamics and Control

Year:

2020

File:

PDF, 2.09 MB

2020

15

Sources of variation in holding returns for fed funds futures contracts

James D. Hamilton, Tatsuyoshi Okimoto

Journal:

Journal of Futures Markets

Year:

2011

Language:

english

File:

PDF, 673 KB

english, 2011

16

Dynamics of Persistence in International Inflation Rates

MANMOHAN S. KUMAR, TATSUYOSHI OKIMOTO

Journal:

Journal of Money, Credit and Banking

Year:

2007

Language:

english

File:

PDF, 574 KB

english, 2007

17

Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade

Tomoo Inoue, Tatsuyoshi Okimoto

Journal:

Journal of the Japanese and International Economies

Year:

2008

Language:

english

File:

PDF, 370 KB

english, 2008

18

Modified Quasi-Likelihood Ratio Test for Regime Switching

Kasahara, Hiroyuki, Okimoto, Tatsuyoshi, Shimotsu, Katsumi

Journal:

Japanese Economic Review

Year:

2014

Language:

english

File:

PDF, 303 KB

english, 2014

19

Dynamics of Persistence in International Inflation Rates

Manmohan S. Kumar and Tatsuyoshi Okimoto

Journal:

Journal of Money, Credit and Banking

Year:

2007

Language:

english

File:

PDF, 2.40 MB

english, 2007

20

The term structure of credit spreads and business cycle in Japan

Okimoto, Tatsuyoshi, Takaoka, Sumiko

Journal:

Journal of the Japanese and International Economies

Year:

2017

Language:

english

File:

PDF, 660 KB

english, 2017

21

Dynamics of integration in East Asian equity markets

Komatsubara, Tadaaki, Okimoto, Tatsuyoshi, Tatsumi, Ken-ichi

Journal:

Journal of the Japanese and International Economies

Year:

2017

Language:

english

File:

PDF, 1.80 MB

english, 2017

22

Trend Inflation and Monetary Policy Regimes in Japan

Okimoto, Tatsuyoshi

Journal:

Journal of International Money and Finance

Year:

2018

Language:

english

File:

PDF, 1.63 MB

english, 2018

23

Asymmetric Reactions of the US Natural Gas Market and Economic Activity

Nguyen, Bao H., Okimoto, Tatsuyoshi

Journal:

Energy Economics

Year:

2018

Language:

english

File:

PDF, 629 KB

english, 2018

24

Uncertainty and Sign-Dependent Effects of Oil Market Shocks

Nguyen, Bao, Okimoto, Tatsuyoshi, Tran, Trung Duc

Journal:

SSRN Electronic Journal

Year:

2019

File:

PDF, 435 KB

2019

25

Increasing Trends in the Excess Comovement of Commodity Prices

Ohashi, Kazuhiko, Okimoto, Tatsuyoshi

Journal:

SSRN Electronic Journal

Year:

2013

Language:

icelandic

File:

PDF, 517 KB

icelandic, 2013

26

THE EFFECTS OF ASSET PURCHASES AND NORMALIZATION OF U.S. MONETARY POLICY

Hara, Naoko, Miyao, Ryuzo, Okimoto, Tatsuyoshi

Journal:

Economic Inquiry

Year:

2020

File:

PDF, 2.91 MB

2020

27

Regime shifts in the effects of Japanâs unconventional monetary policies

Miyao, Ryuzo, Okimoto, Tatsuyoshi

Journal:

The Manchester School

Year:

2020

File:

PDF, 1.85 MB

2020