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Japan

Biography

I am a Professor of Economics and Finance at Faculty of Economics, Keio University, a principal at Economics Design Inc., an economic advisory at HorizonX, a research associate at Research Institute of Economy, Trade and Industry, and a director for Nippon Finance Association. I received PhD from the University of California, San Diego in 2005. I worked for Australian National University, Hitotsubashi University and Yokohama National University before joining Keio University in 2022. My current research has focused on Financial Econometrics, Macroeconometrics, and Energy Economics. I have been awarded the 1st GPIF Finance Awards (2017), 2015 Junko Maru Prize, and 2014 Securities Analysts Journal Prize.

Activities

Employment (4)

Keio University: Tokyo, JP

2022-04 to present | Professor (Faculty of Economics)
Employment
Source: Self-asserted source
Tatsuyoshi Okimoto

Australian National University College of Asia and the Pacific: Canberra, ACT, AU

2014-03 to 2022-03 | Associate Professor (Crawford School of Public Policy)
Employment
Source: Self-asserted source
Tatsuyoshi Okimoto

Hitotsubashi University: Tokyo, JP

2008-09 to 2014-02 | Associate Professor (Graduate School of International Corporate Strategy)
Employment
Source: Self-asserted source
Tatsuyoshi Okimoto

Yokohama National University: Yokohama, JP

2005-09 to 2008-08 | Associate Professor (Economics)
Employment
Source: Self-asserted source
Tatsuyoshi Okimoto

Education and qualifications (4)

University of California San Diego: La Jolla, CA, US

2001-09 to 2015-08 | Ph.D. (Economics)
Education
Source: Self-asserted source
Tatsuyoshi Okimoto

University of California San Diego: La Jolla, CA, US

2001-09 to 2013-06 | MS (Statistics)
Education
Source: Self-asserted source
Tatsuyoshi Okimoto

University of Tokyo: Tokyo, JP

1999-04 to 2001-03 | MA (Economics)
Education
Source: Self-asserted source
Tatsuyoshi Okimoto

University of Tokyo: Tokyo, JP

1995-04 to 1999-03 | BA (Economics)
Education
Source: Self-asserted source
Tatsuyoshi Okimoto

Professional activities (1)

Research Institute of Economy, Trade and Industry: Tokyo, JP

2015-04-01 to present | Visiting Fellow
Invited position
Source: Self-asserted source
Tatsuyoshi Okimoto

Works (33)

Exploring the dynamic relationship between mobility and the spread of COVID-19, and the role of vaccines

Applied Economics
2024-10-26 | Journal article
Contributors: Tomoo Inoue; Tatsuyoshi Okimoto
Source: check_circle
Crossref

Credit default swaps and corporate carbon emissions in Japan

Energy Economics
2024-05 | Journal article
Contributors: Tatsuyoshi Okimoto; Sumiko Takaoka
Source: check_circle
Crossref

Sustainability and credit spreads in Japan

International Review of Financial Analysis
2024-01 | Journal article
Contributors: Tatsuyoshi Okimoto; Sumiko Takaoka
Source: check_circle
Crossref

When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?

International Review of Financial Analysis
2023-01 | Journal article
Contributors: Kohei Aono; Tatsuyoshi Okimoto
Source: check_circle
Crossref

Conditional capital surplus and shortfall across renewable and non-renewable resource firms

Energy Economics
2022-08 | Journal article
Contributors: Denny Irawan; Tatsuyoshi Okimoto
Source: check_circle
Crossref

How does unconventional monetary policy affect the global financial markets?

Empirical Economics
2022-03 | Journal article
Contributors: Tomoo Inoue; Tatsuyoshi Okimoto
Source: check_circle
Crossref

International spillover effects of unconventional monetary policies of major central banks

International Review of Financial Analysis
2022-01 | Journal article
Contributors: Tomoo Inoue; Tatsuyoshi Okimoto
Source: check_circle
Crossref

The credit spread curve distribution and economic fluctuations in Japan

Journal of International Money and Finance
2021-12 | Journal article
Part of ISSN: 0261-5606
Source: Self-asserted source
Tatsuyoshi Okimoto

The BOJ's ETF purchases and its effects on Nikkei 225 stocks

International Review of Financial Analysis
2021-10 | Journal article
Part of ISSN: 1057-5219
Source: Self-asserted source
Tatsuyoshi Okimoto

Uncertainty-dependent and sign-dependent effects of oil market shocks

Journal of Commodity Markets
2021-06 | Journal article
Part of ISSN: 2405-8513
Source: Self-asserted source
Tatsuyoshi Okimoto

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

Journal of Economic Dynamics and Control
2021-05 | Journal article
Part of ISSN: 0165-1889
Source: Self-asserted source
Tatsuyoshi Okimoto

The interest rate determination when economic variables are partially observable

Journal of International Financial Markets, Institutions and Money
2021-05 | Journal article
Part of ISSN: 1042-4431
Source: Self-asserted source
Tatsuyoshi Okimoto
grade
Preferred source (of 2)‎

Regime shifts in the effects of Japan’s unconventional monetary policies

The Manchester School
2020-12 | Journal article
Contributors: Ryuzo Miyao; Tatsuyoshi Okimoto
Source: check_circle
Crossref

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

Economic Inquiry
2020-07 | Journal article
Part of ISSN: 0095-2583
Part of ISSN: 1465-7295
Source: Self-asserted source
Tatsuyoshi Okimoto
grade
Preferred source (of 2)‎

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

Journal of International Financial Markets, Institutions and Money
2020-01 | Journal article
Part of ISSN: 1042-4431
Source: Self-asserted source
Tatsuyoshi Okimoto

Asymmetric reactions of the US natural gas market and economic activity

Energy Economics
2019 | Journal article
EID:

2-s2.0-85059864672

Contributors: Nguyen, B.H.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Trend inflation and monetary policy regimes in Japan

Journal of International Money and Finance
2019 | Journal article
EID:

2-s2.0-85059138723

Contributors: Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Dynamics of integration in East Asian equity markets

Journal of the Japanese and International Economies
2017 | Journal article
EID:

2-s2.0-85026415009

Contributors: Komatsubara, T.; Okimoto, T.; Tatsumi, K.-I.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

The term structure of credit spreads and business cycle in Japan

Journal of the Japanese and International Economies
2017 | Journal article
EID:

2-s2.0-85020314310

Contributors: Okimoto, T.; Takaoka, S.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Fiscal sustainability in Japan

Asia and the Pacific Policy Studies
2016 | Journal article
EID:

2-s2.0-85032823488

Contributors: Armstrong, S.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Increasing trends in the excess comovement of commodity prices

Journal of Commodity Markets
2016 | Journal article
EID:

2-s2.0-84988359061

Contributors: Ohashi, K.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Trends in stock-bond correlations

Applied Economics
2016 | Journal article
EID:

2-s2.0-84948578024

Contributors: Ohmi, H.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Asymmetric increasing trends in dependence in international equity markets

Journal of Banking and Finance
2014 | Journal article
EID:

2-s2.0-84903837606

Contributors: Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Modified Quasi-Likelihood Ratio Test for Regime Switching

Japanese Economic Review
2014 | Journal article
EID:

2-s2.0-84894251736

Contributors: Kasahara, H.; Okimoto, T.; Shimotsu, K.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

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

Japan and the World Economy
2013 | Journal article
EID:

2-s2.0-84876724859

Contributors: Managi, S.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Do socially responsible investment indexes outperform conventional indexes?

Applied Financial Economics
2012 | Journal article
EID:

2-s2.0-84860284083

Contributors: Managi, S.; Okimoto, T.; Matsuda, A.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Dynamics of international integration of government securities' markets

Journal of Banking and Finance
2011 | Journal article
EID:

2-s2.0-77957906759

Contributors: Kumar, M.S.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Japanese government debt and sustainability of fiscal policy

Journal of the Japanese and International Economies
2011 | Journal article
EID:

2-s2.0-82955203257

Contributors: Doi, T.; Hoshi, T.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Sources of variation in holding returns for fed funds futures contracts

Journal of Futures Markets
2011 | Journal article
EID:

2-s2.0-78651444149

Contributors: Hamilton, J.D.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

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

Journal of the Japanese and International Economies
2010 | Journal article
EID:

2-s2.0-77956060132

Contributors: Okimoto, T.; Shimotsu, K.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

New evidence of asymmetric dependence structures in international equity markets

Journal of Financial and Quantitative Analysis
2008 | Journal article
EID:

2-s2.0-53549121720

Contributors: Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

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
2008 | Journal article
EID:

2-s2.0-50249107640

Contributors: Inoue, T.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Dynamics of persistence in international inflation rates

Journal of Money, Credit and Banking
2007 | Journal article
EID:

2-s2.0-34548364197

Contributors: Kumar, M.S.; Okimoto, T.
Source: Self-asserted source
Tatsuyoshi Okimoto via Scopus - Elsevier

Peer review (1 review for 1 publication/grant)

Review activity for Energy economics. (1)