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
- 26 Article
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Conditional capital surplus and shortfall across renewable and non-renewable resource firms
Irawan, D. & Okimoto, T., 2022, In: Energy Economics. 112Research output: Contribution to journal › Article
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How does unconventional monetary policy affect the global financial markets?
Inoue, T. & Okimoto, T., 2022, In: Empirical Economics. 62, p. 1013–1036Research output: Contribution to journal › Article
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International spillover effects of unconventional monetary policies of major central banks
Inoue, T. & Okimoto, T., 2022, In: International Review of Financial Analysis. 79Research output: Contribution to journal › Article
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The credit spread curve distribution and economic fluctuations in Japan
Okimoto, T. & Takaoka, S., 2022, In: Journal of International Money and Finance. 122, p. 1-21Research output: Contribution to journal › Article
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Uncertainty-dependent and sign-dependent effects of oil market shocks
Nguyen, B., Okimoto, T. & Tran, T. D., 2022, In: Journal of Commodity Markets. 26Research output: Contribution to journal › Article