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
3

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
9

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
10

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
11

Trends in stock-bond correlations

Ohmi, Harumi, Okimoto, Tatsuyoshi
Journal:
Applied Economics
Year:
2016
Language:
english
File:
PDF, 2.49 MB
english, 2016
16

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
17

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
19

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
21

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
25

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
26

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