Tatsuyoshi Okimoto : Citation Profile


Are you Tatsuyoshi Okimoto?

Australian National University (50% share)
Australian National University (50% share)

9

H index

8

i10 index

512

Citations

RESEARCH PRODUCTION:

20

Articles

22

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 39
   Journals where Tatsuyoshi Okimoto has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 22 (4.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pok16
   Updated: 2021-10-16    RAS profile: 2020-06-04    
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Relations with other researchers


Works with:

Armstrong, Shiro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tatsuyoshi Okimoto.

Is cited by:

Kitao, Sagiri (14)

GUPTA, RANGAN (13)

Gil-Alana, Luis (12)

Miller, Stephen (12)

Canarella, Giorgio (11)

Koeda, Junko (7)

Yamada, Tomoaki (7)

Uddin, Gazi (7)

Reboredo, Juan (6)

Tiwari, Aviral (6)

Nautz, Dieter (6)

Cites to:

Hamilton, James (28)

Kilian, Lutz (21)

Gilchrist, Simon (18)

Teräsvirta, Timo (16)

Castelnuovo, Efrem (15)

Ang, Andrew (15)

Sims, Christopher (13)

Gertler, Mark (13)

Zakrajšek, Egon (13)

Caggiano, Giovanni (13)

Serletis, Apostolos (11)

Main data


Where Tatsuyoshi Okimoto has published?


Journals with more than one article published# docs
Journal of the Japanese and International Economies5
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Tatsuyoshi Okimoto (2021 and 2020)


YearTitle of citing document
2021Volatility Forecasting, Market Efficiency and Effect of Recession of SRI Indices. (2021). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:259-284.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2021Estrategia de política monetaria e inflación en Japón. (2021). del Rio, Pedro ; Egea, Fructuoso Borrallo. In: Occasional Papers. RePEc:bde:opaper:2116.

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2021Monetary policy strategy and inflation in Japan. (2021). del Rio, Pedro ; Egea, Fructuoso Borrallo. In: Occasional Papers. RePEc:bde:opaper:2116e.

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2020Debt and Deficits—A Modern Monetary Theory Perspective. (2020). Mitchell, William F. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:4:p:566-576.

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2020Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets. (2020). de Oliveira, Erick Meira ; Fogliano, Felipe Arias ; Gusmo, Rodrigo Goyannes ; Cyrino, Fernando Luiz ; Klotzle, Marcelo Cabus ; Orsato, Renato J. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:682-697.

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2020Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772.

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2021Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03.

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2021Persistence in ESG and Conventional Stock Market Indices. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Makarenko, Inna ; Plastun, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9098.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2021Return spillovers between green energy indexes and financial markets: a first sectoral approach. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-24.

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2020Do Different Types of Oil Price Shocks Affect the Indian Stock Returns Differently at Firm-level? A Panel Structural Vector Autoregression Approach. (2020). Aruna, Bhagavatula ; Acharya, Rajesh H. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-30.

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2021Estimating scale-invariant directed dependence of bivariate distributions. (2021). Griessenberger, Florian ; Junker, Robert R ; Trutschnig, Wolfgang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301493.

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2020Seigniorage and Japanese fiscal sustainability: Simulation analysis using an overlapping generations model. (2020). Hagiwara, Reona. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:340-356.

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2020Price connectedness between green bond and financial markets. (2020). Ugolini, Andrea ; Reboredo, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:25-38.

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2020Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches. (2020). Lakhal, Faten ; Zorgati, Imen. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:162-169.

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2021Robust portfolio selection with regime switching and asymmetric dependence. (2021). Bai, Manying ; Su, Xiaoshan ; Han, Yingwei. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000754.

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2020Price effects of steel commodities on worldwide stock market returns. (2020). Vianna, Andre ; Gutierrez, Juan P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301451.

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2020Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment. (2020). Huang, Jialiang ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301649.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2020Flexible copula models with dynamic dependence and application to financial data. (2020). Joe, Harry ; Krupskii, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167.

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2020A comparison of tail dependence estimators. (2020). Weiss, Gregor ; Irresberger, Felix ; Supper, Hendrik . In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:728-742.

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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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2021Drivers of economic and financial integration: A machine learning approach. (2021). Solnik, Bruno ; Ng, Lilian ; Akbari, Amir. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:82-102.

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2020The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis. (2020). Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300529.

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2020Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301870.

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2020Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541.

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2021Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000219.

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2021Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Alsulami, Hamed ; Bouri, Elie ; Saeed, Tareq. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988320303571.

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2021Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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2021Frequency connectedness and cross-quantile dependence between green bond and green equity markets. (2021). Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001626.

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2021Revisiting the sustainable versus conventional investment dilemma in COVID-19 times. (2021). Sharma, Gagan ; Jain, Mansi ; Talan, Gaurav ; Tiwari, Aviral Kumar. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521003372.

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2020Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847.

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2020The time-frequency impacts of natural gas prices on US economic activity. (2020). Ji, Qiang ; Xu, Xiao-Yue ; Geng, Jiang-Bo. In: Energy. RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311129.

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2020Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317655.

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2021Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching. (2021). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat ; Nasreen, Samia. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220326979.

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2021Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis. (2021). Niu, Hongli. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000499.

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2021The impact of extreme structural oil-price shocks on clean energy and oil stocks. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004588.

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2021Is new energy driven by crude oil, high-tech sector or low-carbon notion? New evidence from high-frequency data. (2021). Zheng, Biao ; Chen, Yufeng ; Qu, Fang. In: Energy. RePEc:eee:energy:v:230:y:2021:i:c:s0360544221010185.

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2021Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets. (2021). Mo, Bin ; Lie, Jiayi ; Wang, Jieru ; Jiang, Yonghong. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221014390.

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2020Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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2021Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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2021Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market. (2021). , Andre ; Klotzle, Marcelo Cabus ; Orsato, Renato J ; Meira, Erick ; Fogliano, Felipe Arias. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000430.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2021Carbon-intensive industries in Socially Responsible mutual funds portfolios. (2021). Muoz, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000831.

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2020Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach. (2020). Kapar, Burcu ; Buigut, Steven. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304921.

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2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

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2020Foreign debt, global liquidity, and fiscal sustainability. (2020). Sung, Taeyoon ; Park, Danbee. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142519300611.

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2020Government fiscal projection and debt sustainability. (2020). Sakuragawa, Yukie. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142520300116.

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2021The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan. (2021). Meng, Xiangcai ; Huang, Chia-Hsing. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000360.

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2020Money stock versus monetary base in time–frequency exchange rate determination. (2020). Funashima, Yoshito. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619304395.

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2020Females, the elderly, and also males: Demographic aging and macroeconomy in Japan. (2020). Kitao, Sagiri ; Mikoshiba, Minamo. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:56:y:2020:i:c:s0889158320300022.

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2020What happened to the worlds potential growth after the 2008–2009 global financial crisis?. (2020). Felipe, Jesus ; Estrada, Gemma. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:56:y:2020:i:c:s0889158320300095.

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2020Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach. (2020). Zheng, Biao ; Chen, Yufeng ; Qu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718306950.

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2020Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective. (2020). Rubaszek, Michał ; Kwas, Marek ; Karolak, Zuzanna. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305379.

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2020Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Sierra, Karen ; Tolentino, Marta ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309985.

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2020How the supply and demand of steam coal affect the investment in clean energy industry? Evidence from China. (2020). Fan, Ying ; Guo, Jianfeng ; Wang, Jiqiang. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719303344.

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2021Pass-through of commodity price to Mongolian stock price: Symmetric or asymmetric?. (2021). Kakinaka, Makoto ; Islam, Moinul ; Badamvaanchig, Mungunzul. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309843.

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2021Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102.

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2021The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach. (2021). Shahbaz, Muhammad ; Mishra, Shekhar ; Sharif, Arshian ; Razzaq, Asif ; Aman, Ameenullah ; He, Xiaojuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000386.

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2021Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Raheem, Ibrahim ; Hille, Erik ; Tiwari, Aviral Kumar ; Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000660.

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2021Extreme linkages between foreign exchange and general financial markets. (2021). Korsakul, Nattawadee ; Chen, Wei-Peng ; Wu, Chih-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306740.

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2021The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x.

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2021An assessment of probabilistic disaster in the oil and gas supply chain leveraging Bayesian belief network. (2021). Jaradat, Raed ; Talluri, Srinivas ; Nur, Farjana ; Ibne, Niamat Ullah ; Sakib, Nazmus ; Lawrence, Jeanne Marie. In: International Journal of Production Economics. RePEc:eee:proeco:v:235:y:2021:i:c:s0925527321000839.

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2021Does renewable energy index respond to the pandemic uncertainty?. (2021). Benlagha, Noureddine ; Hemrit, Wael. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:336-347.

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2021Estimating the market risk of clean energy technologies companies using the expected shortfall approach. (2021). Pradhan, Ashis ; Tiwari, Aviral Kumar. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:95-100.

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2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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2021Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network. (2021). Chen, Jianming ; Li, Jianping ; Wang, Jun ; Sun, Xiaolei ; Liu, Chang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920302002.

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2021Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula. (2021). Kim, Daeyoung ; Wei, Zheng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001450.

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2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

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2020Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war. (2020). Li, Kevin X ; Gong, Yuting ; Shi, Wenming ; Chen, Shu-Ling. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519310609.

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2021When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?. (2021). Tatsuyoshi, Okimoto ; Kohei, Aono. In: Discussion papers. RePEc:eti:dpaper:21053.

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2020Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Dang Khoa ; Bouri, Elie ; Saeed, Tareq. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3141-:d:372689.

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2020Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3162-:d:373133.

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2020Dynamics of Connectedness in Clean Energy Stocks. (2020). Herrera, Rodrigo ; Fuentes, Fernanda. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3705-:d:386412.

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2020Is Investing in Companies Manufacturing Solar Components a Lucrative Business? A Decision Tree Based Analysis. (2020). Szczygielski, Jan Jakub ; Skowroska-Szmer, Anna ; Tomczak, Sebastian Klaudiusz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:2:p:499-:d:310927.

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2021Is It Possible to Make Money on Investing in Companies Manufacturing Solar Components? A Panel Data Approach. (2021). Tomczak, Sebastian ; Szczygielski, Jan Jakub ; Skowroska-Szmer, Anna. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3406-:d:571806.

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2021Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3442-:d:572780.

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2021Is the Alternative Energy Sector COVID-19 Resistant? Comparison with the Conventional Energy Sector: Markov-Switching Model Analysis of Stock Market Indices of Energy Companies. (2021). Wielechowski, Micha ; Czech, Katarzyna. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:988-:d:498968.

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2021A Random Forests Approach to Predicting Clean Energy Stock Prices. (2021). Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:48-:d:486224.

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2020Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9863-:d:450945.

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2020Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries. (2020). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10276-:d:459061.

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2020Performance and Resilience of Socially Responsible Investing (SRI) and Conventional Funds during Different Shocks in 2016: Evidence from Japan. (2020). Shimada, Koji ; Arefeen, Saiful. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:540-:d:307507.

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2020Sustainable Development Goals and Investment Strategies: The Profitability of Using Five-Factor Fama-French Alphas. (2020). Miralles-Quiros, Maria Mar ; Nogueira, Jose Manuel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1842-:d:326575.

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2020Dynamic Interrelationship and Volatility Spillover among Sustainability Stock Markets, Major European Conventional Indices, and International Crude Oil. (2020). Bein, Murad ; Maraqa, Basel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3908-:d:356369.

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2021The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies. (2021). Hasan, Mudassar ; Naseem, Muhammad Akram ; Nor, Safwan Mohd ; Ali, Rizwan ; Ul, Muhammad Zain ; Ur, Ramiz ; Ahmad, Muhammad Ishfaq. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:676-:d:479041.

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2021The Impact of COVID-19 Lockdowns on Sustainable Indexes. (2021). de Palma, Leonardo ; Vento, Gianfranco ; Chiappini, Helen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1846-:d:495836.

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2020International Spillover Effects of Unconventional Monetary Policies of Major Central Banks. (2020). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: Working Papers. RePEc:hal:wpaper:hal-02938960.

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2020Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Working Papers. RePEc:hhs:cbsnow:2021_001.

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2020Long-run mild deflation under fiscal unsustainability in Japan. (2020). Saito, Makoto. In: Discussion Paper Series. RePEc:hit:hituec:703.

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2020Public Bonds as Money Substitutes at Near-Zero Interest Rates: Disequilibrium Analysis of the Current and Future Japanese Economy. (2020). Saito, Makoto. In: Discussion Paper Series. RePEc:hit:hituec:714.

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2020Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02.

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2020Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries. (2020). Ndiritu, Simon Wagura ; Chevallier, Julien ; Irungu, William Nganga. In: Working Papers. RePEc:ipg:wpaper:2020-011.

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2020Flight-to-quality in the stock–bond return relation: a regime-switching copula approach. (2020). Tachibana, Minoru. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:4:d:10.1007_s11408-020-00361-5.

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2020Measuring fiscal sustainability in the welfare state: fiscal space as fiscal sustainability. (2020). Ko, Hyejin. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00453-2.

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2020The Empirics of Canadian Government Securities Yields. (). Das, Anupam ; Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_944.

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2020Some Empirical Models of Japanese Government Bond Yields Using Daily Data. (). Li, Huiqing ; Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_962.

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2020The Empirics of UK Gilts Yields. (2020). Li, Huiqing ; Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_969.

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2021Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves. (2021). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2021-06.

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2021Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik. In: MPRA Paper. RePEc:pra:mprapa:106684.

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More than 100 citations found, this list is not complete...

Works by Tatsuyoshi Okimoto:


YearTitleTypeCited
2016Fiscal Sustainability in Japan In: Asia and the Pacific Policy Studies.
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article4
2016Fiscal Sustainability in Japan.(2016) In: Asia and the Pacific Policy Studies.
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paper
2020THE EFFECTS OF ASSET PURCHASES AND NORMALIZATION OF U.S. MONETARY POLICY In: Economic Inquiry.
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article1
2019The Effects of Asset Purchases and Normalization of US Monetary Policy.(2019) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 1
paper
2014Modified Quasi-Likelihood Ratio Test for Regime Switching In: The Japanese Economic Review.
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article3
2014Asymmetric Increasing Trends in Dependence in International Equity Markets In: AJRC Working Papers.
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paper8
2014Asymmetric increasing trends in dependence in international equity markets.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 8
article
2014Asymmetric Increasing Trends in Dependence in International Equity Markets.(2014) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 8
paper
2008New Evidence of Asymmetric Dependence Structures in International Equity Markets In: Journal of Financial and Quantitative Analysis.
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article112
2019Asymmetric reactions of the US natural gas market and economic activity In: Energy Economics.
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article5
2017Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity.(2017) In: Discussion papers.
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This paper has another version. Agregated cites: 5
paper
2020No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan In: Journal of International Financial Markets, Institutions and Money.
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article0
2013Does the price of oil interact with clean energy prices in the stock market? In: Japan and the World Economy.
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article95
2013Does the price of oil interact with clean energy prices in the stock market?.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 95
paper
2011Dynamics of international integration of government securities markets In: Journal of Banking & Finance.
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article23
2019Trend inflation and monetary policy regimes in Japan In: Journal of International Money and Finance.
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article6
2018Trend Inflation and Monetary Policy Regimes in Japan.(2018) In: Discussion papers.
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This paper has another version. Agregated cites: 6
paper
2008Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade In: Journal of the Japanese and International Economies.
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article36
2010Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity In: Journal of the Japanese and International Economies.
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article7
2011Japanese government debt and sustainability of fiscal policy In: Journal of the Japanese and International Economies.
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article75
2011Japanese Government Debt and Sustainability of Fiscal Policy.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 75
paper
2017The term structure of credit spreads and business cycle in Japan In: Journal of the Japanese and International Economies.
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article1
2017Dynamics of integration in East Asian equity markets In: Journal of the Japanese and International Economies.
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article4
2016Dynamics of Integration in East Asian Equity Markets.(2016) In: Discussion papers.
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This paper has another version. Agregated cites: 4
paper
2016Increasing trends in the excess comovement of commodity prices In: Journal of Commodity Markets.
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article13
2016Increasing Trends in the Excess Comovement of Commodity Prices.(2016) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 13
paper
2013Increasing Trends in the Excess Comovement of Commodity Prices.(2013) In: Discussion papers.
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This paper has another version. Agregated cites: 13
paper
2019Uncertainty and sign-dependent effects of oil market shocks In: CAMA Working Papers.
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paper0
2015Trends in Stock-Bond Correlations In: Discussion papers.
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paper9
2016Trends in stock-bond correlations.(2016) In: Applied Economics.
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This paper has another version. Agregated cites: 9
article
2017Measuring the Effects of Commodity Price Shocks on Asian Economies In: Discussion papers.
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paper0
2017The Macroeconomic Effects of Japans Unconventional Monetary Policies In: Discussion papers.
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paper4
2017No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves In: Discussion papers.
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paper0
2019The BOJs ETF Purchases and Its Effects on Nikkei 225 Stocks In: Discussion papers.
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paper2
2019How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models In: Discussion papers.
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paper1
2019Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks In: Discussion papers.
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paper0
2020The Credit Spread Curve Distribution and Economic Fluctuations in Japan In: Discussion papers.
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paper0
2007Dynamics of Persistence in International Inflation Rates In: Journal of Money, Credit and Banking.
[Citation analysis]
article67
2010Sources of Variation in Holding Returns for Fed Funds Futures Contracts In: NBER Working Papers.
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paper7
2011Sources of variation in holding returns for fed funds futures contracts.(2011) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 7
article
2012Do Socially Responsible Investment Indexes Outperform Conventional Indexes? In: MPRA Paper.
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paper29
2012Do socially responsible investment indexes outperform conventional indexes?.(2012) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 29
article

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