Tatsuyoshi Okimoto
Personal Details
First Name: Tatsuyoshi
Middle Name:
Last Name: Okimoto
Suffix:
RePEc Short-ID: pok16
Email:
Homepage:
http://www.geocities.jp/tatsuyoshi_okimoto/eng.html
Postal Address:
Phone:
Affiliation
- Hitotsubashi University, Graduate School of International Corporate Strategy
- Homepage: http://www.ics.hit-u.ac.jp/
Location: Japan, Tokyo
Works
Working papers
- Managi, Shunsuke & Managi, Shunsuke & Okimoto, Tatsuyoshi, 2013. "Does the price of oil interact with clean energy prices in the stock market?," MPRA Paper 46067, University Library of Munich, Germany.
- Managi, Shunsuke & Okimoto, Tatsuyoshi & Matsuda, Akimi, 2012.
"Do Socially Responsible Investment Indexes Outperform Conventional Indexes?,"
MPRA Paper
36662, University Library of Munich, Germany.
- Shunsuke Managi & Tatsuyoshi Okimoto & Akimi Matsuda, 2012. "Do socially responsible investment indexes outperform conventional indexes?," Applied Financial Economics, Taylor and Francis Journals, vol. 22(18), pages 1511-1527, September.
- Takero Doi & Takeo Hoshi & Tatsuyoshi Okimoto, 2011.
"Japanese Government Debt and Sustainability of Fiscal Policy,"
NBER Working Papers
17305, National Bureau of Economic Research, Inc.
- Doi, Takero & Hoshi, Takeo & Okimoto, Tatsuyoshi, 2011. "Japanese government debt and sustainability of fiscal policy," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 414-433.
- OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi, 2010.
"Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity,"
Discussion Papers
2010-06, Graduate School of Economics, Hitotsubashi University.
- Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010. "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
- James D. Hamilton & Tatsuyoshi Okimoto, 2010. "Sources of Variation in Holding Returns for Fed Funds Futures Contracts," NBER Working Papers 15736, National Bureau of Economic Research, Inc.
- Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity," Working Papers 1138, Queen's University, Department of Economics.
Articles
- Shunsuke Managi & Tatsuyoshi Okimoto & Akimi Matsuda, 2012.
"Do socially responsible investment indexes outperform conventional indexes?,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 22(18), pages 1511-1527, September.
- Managi, Shunsuke & Okimoto, Tatsuyoshi & Matsuda, Akimi, 2012. "Do Socially Responsible Investment Indexes Outperform Conventional Indexes?," MPRA Paper 36662, University Library of Munich, Germany.
- Kumar, Manmohan S. & Okimoto, Tatsuyoshi, 2011. "Dynamics of international integration of government securities' markets," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 142-154, January.
- Doi, Takero & Hoshi, Takeo & Okimoto, Tatsuyoshi, 2011.
"Japanese government debt and sustainability of fiscal policy,"
Journal of the Japanese and International Economies,
Elsevier, vol. 25(4), pages 414-433.
- Takero Doi & Takeo Hoshi & Tatsuyoshi Okimoto, 2011. "Japanese Government Debt and Sustainability of Fiscal Policy," NBER Working Papers 17305, National Bureau of Economic Research, Inc.
- Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010.
"Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity,"
Journal of the Japanese and International Economies,
Elsevier, vol. 24(3), pages 395-411, September.
- OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi, 2010. "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers 2010-06, Graduate School of Economics, Hitotsubashi University.
- Inoue, Tomoo & Okimoto, Tatsuyoshi, 2008. "Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 320-342, September.
- Okimoto, Tatsuyoshi, 2008. "New Evidence of Asymmetric Dependence Structures in International Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(03), pages 787-815, September.
- Manmohan S. Kumar & Tatsuyoshi Okimoto, 2007. "Dynamics of Persistence in International Inflation Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1457-1479, 09.
NEP Fields
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CBA: Central Banking (4) 2007-11-17 2010-02-20 2010-06-04 2011-08-29. Author is listed
- NEP-ENE: Energy Economics (1) 2013-04-20
- NEP-IFN: International Finance (1) 2007-11-17
- NEP-MAC: Macroeconomics (2) 2010-02-20 2011-08-29. Author is listed
- NEP-MON: Monetary Economics (1) 2011-08-29
- NEP-OPM: Open Economy Macroeconomic (1) 2010-06-04
- NEP-PBE: Public Economics (1) 2011-08-29
Statistics
Most cited item
- Okimoto, Tatsuyoshi, 2008. "New Evidence of Asymmetric Dependence Structures in International Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(03), pages 787-815, September.
Most downloaded item (past 12 months)
- Takero Doi & Takeo Hoshi & Tatsuyoshi Okimoto, 2011. "Japanese Government Debt and Sustainability of Fiscal Policy," NBER Working Papers 17305, National Bureau of Economic Research, Inc.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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