Projects per year
Personal profile
Biography
Tatsuyoshi Okimoto is an Associate Professor of Economics and Finance at the Crawford School of Public Policy, co-editor of Japanese Economic Review and Gendai Finance (journal of Nippon Finance Association in Japanese). He received his PhD from the University of California, San Diego in 2005. He worked for Hitotsubashi University and Yokohama National University before joining the Crawford School of Public Policy. His current research has focused on Financial Econometrics, Empirical Finance, and Applied Macroeconomics. He has been awarded the 1st GPIF Finance Awards (2017), the 2015 Junko Maru Prize and 2014 Securities Analysts Journal Prize.
Research interests
Tatsuyoshi Okimoto is interested in analyzing the interrelationship in the macroeconomy and financial markets, and its implications on monetary policy, asset allocation and risk management. His current papers apply time series models, such as regime switching models and GVAR, to examine the effects of monetary policy on the macroeconomy and financial markets. He is also working on the effects of oil price shocks on the real economy and other commodity markets.
Qualifications
Expertise Areas
- Financial Economics
- Time-Series Analysis
- Financial Econometrics
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Network (past 5 years)
Projects
- 3 Finished
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Analysis of diversification effects and portfolio efficiency of ESG investments
Government Pension Investment Fund Japan
1/11/19 → 31/03/22
Project: Research
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Financial Big Data Analysis
Financial Technology Research Institute
1/02/16 → 31/12/16
Project: Research
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Research output
- 19 Article
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No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan
Okimoto, T. & Takoka, S., 2020, In: Journal of International Financial Markets, Institutions and Money. 64, 101143, p. 1-21Research output: Contribution to journal › Article
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Asymmetric reactions of the US natural gas market and economic activity
Nguyen, B. H. & Okimoto, T., 2019, In: Energy Economics. 80, p. 86-99Research output: Contribution to journal › Article
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Trend inflation and monetary policy regimes in Japan
Okimoto, T., 2019, In: Journal of International Money and Finance. 92, p. 137-152Research output: Contribution to journal › Article
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Dynamics of integration in East Asian equity markets
Komatsubara, T., Okimoto, T. & Tatsumi, K., 2017, In: Journal of the Japanese and International Economies. 45, p. 37-50pp.Research output: Contribution to journal › Article
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The term structure of credit spreads and business cycle in Japan
Okimoto, T. & Takaoka, S., 2017, In: Journal of the Japanese and International Economies. 45, p. 27-36ppResearch output: Contribution to journal › Article