Tatsuyoshi Okimoto : Citation Profile

Are you Tatsuyoshi Okimoto?

Keio University

11

H index

12

i10 index

771

Citations

RESEARCH PRODUCTION:

32

Articles

36

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 45
   Journals where Tatsuyoshi Okimoto has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 34 (4.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pok16
   Updated: 2024-11-04    RAS profile: 2024-04-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Hara, Naoko (2)

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

Is cited by:

GUPTA, RANGAN (15)

Gil-Alana, Luis (15)

Kitao, Sagiri (14)

Tiwari, Aviral (13)

Miller, Stephen (12)

Uddin, Gazi (11)

Canarella, Giorgio (11)

Nautz, Dieter (10)

Koeda, Junko (8)

Yamada, Tomoaki (7)

Reboredo, Juan (6)

Cites to:

Pesaran, Mohammad (39)

Hamilton, James (38)

Kilian, Lutz (31)

Gilchrist, Simon (28)

Dees, Stephane (28)

Smith, L. Vanessa (24)

Holly, Sean (24)

Teräsvirta, Timo (22)

Zakrajšek, Egon (21)

Castelnuovo, Efrem (21)

Caggiano, Giovanni (19)

Main data

Where Tatsuyoshi Okimoto has published?

Journals with more than one article published# docs
Journal of the Japanese and International Economies5
International Review of Financial Analysis4
Journal of International Money and Finance2
Energy Economics2
Journal of Commodity Markets2
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Tatsuyoshi Okimoto (2024 and 2023)

YearTitle of citing document
2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023How much do firms need to satisfy employees? - Evidence from credit spreads and online employee reviews. (2023). Takaoka, Sumiko ; Takahashi, Koji. In: BIS Working Papers. RePEc:bis:biswps:1111.

Full description at Econpapers || Download paper

2023The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

Full description at Econpapers || Download paper

2023The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non‐EU Countries. (2019). McCarthy, Joseph ; Goldstein, Michael A ; Orlov, Alexei G. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:1:p:5-56.

Full description at Econpapers || Download paper

2023Do uninformed traders move prices? Evidence from the Bank of Japans ETF purchasing program. (2023). Philip, Richard ; Liang, Lantian ; Kwan, Amy ; Bouffler, Luke. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:5-18.

Full description at Econpapers || Download paper

2023Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis. (2023). Guliyeva, Shafa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-59.

Full description at Econpapers || Download paper

2023Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280.

Full description at Econpapers || Download paper

2023Role of fiscal and monetary policies for economic recovery in China. (2023). Zhang, Yuan ; Cui, Zhanmin ; Wang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:51-63.

Full description at Econpapers || Download paper

2023Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121.

Full description at Econpapers || Download paper

2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

Full description at Econpapers || Download paper

2023Toward sustainable development: Does the rising oil price stimulate innovation in climate change mitigation technologies?. (2023). Chang, Chun-Ping ; Yin, Hua-Tang ; Feng, Gen-Fu ; Wang, Jun-Zhuo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:569-583.

Full description at Econpapers || Download paper

2023A way toward green economic growth: Role of energy efficiency and fiscal incentive in China. (2023). Chang, Lei ; Wu, Hao ; Wang, Mingyang ; Li, Changhao ; Yuan, Shengyun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:599-609.

Full description at Econpapers || Download paper

2023Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective. (2023). Feng, Yuyao ; Li, Jingyu ; Jing, Zhongbo. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002808.

Full description at Econpapers || Download paper

2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

Full description at Econpapers || Download paper

2024Robust portfolio selection with subjective risk aversion under dependence uncertainty. (2024). Li, Yuhan ; Su, Xiaoshan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000233.

Full description at Econpapers || Download paper

2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

Full description at Econpapers || Download paper

2023The Russia–Ukraine outbreak and the value of renewable energy. (2023). Liao, Shushu. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000708.

Full description at Econpapers || Download paper

2023Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686.

Full description at Econpapers || Download paper

2023Do oil shocks affect the green bond market?. (2023). Ahmad, Nasir ; Vo, Xuan Vinh ; Zeitun, Rami ; Raheem, Ibrahim D ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005588.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

Full description at Econpapers || Download paper

2023Country risks, government subsidies, and Chinese renewable energy firm performance: New evidence from a quantile regression. (2023). Chiu, Yi-Bin ; Zhang, Wenwen. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000385.

Full description at Econpapers || Download paper

2023Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634.

Full description at Econpapers || Download paper

2023Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713.

Full description at Econpapers || Download paper

2023Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779.

Full description at Econpapers || Download paper

2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

Full description at Econpapers || Download paper

2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

Full description at Econpapers || Download paper

2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

Full description at Econpapers || Download paper

2023How do zombie enterprises hinder climate change action plans in China?. (2023). Wei, Wendong ; Bai, Caiquan ; Chang, Siqi ; Wu, Qingyang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003523.

Full description at Econpapers || Download paper

2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

Full description at Econpapers || Download paper

2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

Full description at Econpapers || Download paper

2023The electric shock: Causes and consequences of electricity prices in the United Kingdom. (2023). Lee, Lillian ; Shubita, Moade ; Ganepola, Chanaka N. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005285.

Full description at Econpapers || Download paper

2023Do green energy markets catch cold when conventional energy markets sneeze?. (2023). Lucey, Brian ; Rao, Amar ; Lim, Weng Marc ; Kumar, Satish. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005339.

Full description at Econpapers || Download paper

2023What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials. (2023). Zhao, Yachao ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006679.

Full description at Econpapers || Download paper

2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

Full description at Econpapers || Download paper

2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). Petitjean, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142.

Full description at Econpapers || Download paper

2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

Full description at Econpapers || Download paper

2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

Full description at Econpapers || Download paper

2024Credit default swaps and corporate carbon emissions in Japan. (2024). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

Full description at Econpapers || Download paper

2023Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936.

Full description at Econpapers || Download paper

2023Climate risk and green investments: New evidence. (2023). Uddin, Gazi Salah ; Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032625.

Full description at Econpapers || Download paper

2023The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788.

Full description at Econpapers || Download paper

2023The role of climate policy uncertainty on the long-term correlation between crude oil and clean energy. (2023). Hong, Huojun ; Zhang, Hongwei ; Ding, Shijie. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223019230.

Full description at Econpapers || Download paper

2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

Full description at Econpapers || Download paper

2023The instability of stablecoins. (2023). Urquhart, Andrew ; Duan, Kun. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007498.

Full description at Econpapers || Download paper

2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

Full description at Econpapers || Download paper

2023The Bank of Japans equity purchases and stock illiquidity. (2023). Yamada, Kazuo ; Takahashi, Hidenori ; Leung, Woon Sau ; el Kalak, Izidin. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200060x.

Full description at Econpapers || Download paper

2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

Full description at Econpapers || Download paper

2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

Full description at Econpapers || Download paper

2024Detecting the risk of cross-product manipulation in the EUREX fixed income futures market. (2024). Mere, Peter ; Guo, Andy ; Dilshani, Kaveesha ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000507.

Full description at Econpapers || Download paper

2023Chronological changes of government sectors’ fiscal policies and fiscal sustainability in Japan. (2023). Yoshida, Motonori. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s092214252300004x.

Full description at Econpapers || Download paper

2023How has COVID-19 affected the performance of green investment funds?. (2023). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Aslanidis, Nektarios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001954.

Full description at Econpapers || Download paper

2023The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402.

Full description at Econpapers || Download paper

2024The effects of large-scale equity purchases during the coronavirus pandemic. (2024). Tanaka, Mariko ; Fukuda, Shin-Ichi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000588.

Full description at Econpapers || Download paper

2023Public investment, national debt, and economic growth: The role of debt finance under dynamic inefficiency. (2023). Tamai, Toshiki ; Kamiguchi, Akira. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000356.

Full description at Econpapers || Download paper

2023Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

Full description at Econpapers || Download paper

2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

Full description at Econpapers || Download paper

2023Economic recovery through multisector management resources in small and medium businesses in China. (2023). Chok, Nyen Vui ; Cheok, Mui Yee ; Ma, Cong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006249.

Full description at Econpapers || Download paper

2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

Full description at Econpapers || Download paper

2023Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development. (2023). Ren, Xiaohang ; Duan, Xiaoping ; Taghizadeh-Hesary, Farhad ; Xiao, YA. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001915.

Full description at Econpapers || Download paper

2023Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis. (2023). Mishra, Sibanjan ; Bhattacherjee, Purba ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008413.

Full description at Econpapers || Download paper

2023Does renewable energy affect fossil fuel price? A time–frequency analysis for the Europe. (2023). de Giuli, Maria Elena ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006532.

Full description at Econpapers || Download paper

2023Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. (2023). Selmi, Refk ; kasmaoui, kamal ; Deisting, Florent ; Wohar, Mark. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:56-67.

Full description at Econpapers || Download paper

2023Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets. (2023). Yu, Zheng ; Tao, Zhang ; Guo, Zi Xin ; Qiao, Sen. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:206-217.

Full description at Econpapers || Download paper

2023Promoting green investment for renewable energy sources in China: Case study from autoregressive distributed Lagged in error correction approach. (2023). Xie, Guangxiong ; Zhang, Shuzhi. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:359-368.

Full description at Econpapers || Download paper

2023The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model. (2023). Xie, Fei ; Cao, Guangxi. In: Renewable Energy. RePEc:eee:renene:v:218:y:2023:i:c:s0960148123012181.

Full description at Econpapers || Download paper

2023Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461.

Full description at Econpapers || Download paper

2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

Full description at Econpapers || Download paper

2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

Full description at Econpapers || Download paper

2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Zhang, Xindon ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

Full description at Econpapers || Download paper

2024Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Boako, Gideon ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Hanif, Waqas ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469.

Full description at Econpapers || Download paper

2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

Full description at Econpapers || Download paper

2024Sequential management of energy and low-carbon portfolios. (2024). Salvador, Manuel ; Miguel, Jesus A ; Lample, Luis ; Gargallo, Pilar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000564.

Full description at Econpapers || Download paper

2024What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82.

Full description at Econpapers || Download paper

2023The Spillover Effects of US Unconventional Monetary Policy on Inflation and Non-Inflation Targeting Emerging Markets. (2023). Kaseeram, Irrshad ; Zhou, Sheunesu ; Ntshangase, Lwazi Senzo. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:138-:d:1140203.

Full description at Econpapers || Download paper

2023Balancing Portfolios with Metals: A Safe Haven for Green Energy Investors?. (2023). Heliodoro, Paula ; Alexandre, Paulo ; Teixeira, Nuno ; Chambino, Mariana ; Dias, Rui Manuel. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7197-:d:1264726.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Effects of Unconventional Monetary Policy on Stock Markets and Household Incomes in Japan. (2023). Sonnenberg, Nils ; Sepp, Tim Florian ; Israel, Karl-Friedrich. In: Post-Print. RePEc:hal:journl:halshs-04024219.

Full description at Econpapers || Download paper

2023Crash risk in the Nordic Stock Market - a cross-sectional analysis. (2023). Fjarvik, Thomas. In: Discussion Papers. RePEc:hhs:nhhfms:2023_005.

Full description at Econpapers || Download paper

2024The Transmission Mechanism of the European Central Bank Unconventional Monetary Policy: A Global Assessment. (2024). Erem, Emmanuel. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:3:p:50.

Full description at Econpapers || Download paper

2023Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis. (2023). Niu, Hongli ; Fu, Zeyi ; Wang, Weiqing. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10301-2.

Full description at Econpapers || Download paper

2023Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2.

Full description at Econpapers || Download paper

2023Identifying Quantitative and Qualitative Monetary Policy Shocks. (2023). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka. In: Discussion Paper Series. RePEc:kob:dpaper:dp2019-09.

Full description at Econpapers || Download paper

2023The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2.

Full description at Econpapers || Download paper

2023The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Escribano, Ana ; Jareo, Francisco. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1.

Full description at Econpapers || Download paper

2023A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market. (2023). Mere, Peter ; Guo, Andy ; Dilshani, Kaveesha ; Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2023-06.

Full description at Econpapers || Download paper

2023Demographic Change, Government Debt and Fiscal Sustainability in Japan: The Impact of Bond Purchase by the Bank of Japan. (). Imrohoroglu, Selahattin ; Hansen, Gary. In: Review of Economic Dynamics. RePEc:red:issued:23-161.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article4
2016Fiscal Sustainability in Japan.(2016) In: Asia and the Pacific Policy Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020THE EFFECTS OF ASSET PURCHASES AND NORMALIZATION OF U.S. MONETARY POLICY In: Economic Inquiry.
[Full Text][Citation analysis]		article0
2019The Effects of Asset Purchases and Normalization of US Monetary Policy.(2019) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Modified Quasi-Likelihood Ratio Test for Regime Switching In: The Japanese Economic Review.
[Full Text][Citation analysis]		article3
2020Regime shifts in the effects of Japan’s unconventional monetary policies In: Manchester School.
[Full Text][Citation analysis]		article2
2014Asymmetric Increasing Trends in Dependence in International Equity Markets In: AJRC Working Papers.
[Full Text][Citation analysis]		paper12
2014Asymmetric increasing trends in dependence in international equity markets.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2014Asymmetric Increasing Trends in Dependence in International Equity Markets.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2008New Evidence of Asymmetric Dependence Structures in International Equity Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article134
2021Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2020Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms.(2020) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Conditional capital surplus and shortfall across renewable and non-renewable resource firms In: Energy Economics.
[Full Text][Citation analysis]		article5
2021Conditional capital surplus and shortfall across renewable and non-renewable resource firms.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019Asymmetric reactions of the US natural gas market and economic activity In: Energy Economics.
[Full Text][Citation analysis]		article12
2017Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity.(2017) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021The BOJs ETF purchases and its effects on Nikkei 225 stocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article24
2019The BOJs ETF Purchases and Its Effects on Nikkei 225 Stocks.(2019) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2022International spillover effects of unconventional monetary policies of major central banks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2020International Spillover Effects of Unconventional Monetary Policies of Major Central Banks.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2021When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?.(2021) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Sustainability and credit spreads in Japan In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2023Sustainability and Credit Spreads in Japan.(2023) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2021Sustainability and Credit Spreads in Japan.(2021) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		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.
[Full Text][Citation analysis]		article2
2021The interest rate determination when economic variables are partially observable In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2013Does the price of oil interact with clean energy prices in the stock market? In: Japan and the World Economy.
[Full Text][Citation analysis]		article181
2013Does the price of oil interact with clean energy prices in the stock market?.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 181		paper
2011Dynamics of international integration of government securities markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2022The credit spread curve distribution and economic fluctuations in Japan In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2020The Credit Spread Curve Distribution and Economic Fluctuations in Japan.(2020) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019Trend inflation and monetary policy regimes in Japan In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
2018Trend Inflation and Monetary Policy Regimes in Japan.(2018) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		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.
[Full Text][Citation analysis]		article46
2010Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article9
2011Japanese government debt and sustainability of fiscal policy In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article89
2010Japanese Government Debt and Sustainability of Fiscal Policy.(2010) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 89		chapter
2011Japanese Government Debt and Sustainability of Fiscal Policy.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2017The term structure of credit spreads and business cycle in Japan In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article6
2017Dynamics of integration in East Asian equity markets In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article6
2016Dynamics of Integration in East Asian Equity Markets.(2016) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2016Increasing trends in the excess comovement of commodity prices In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article28
2016Increasing Trends in the Excess Comovement of Commodity Prices.(2016) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2013Increasing Trends in the Excess Comovement of Commodity Prices.(2013) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2022Uncertainty-dependent and sign-dependent effects of oil market shocks In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2019Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks.(2019) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019Uncertainty and sign-dependent effects of oil market shocks In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2021Macro uncertainties and tests of capital structure theories across renewable and non-renewable resource companies In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2021Macro Uncertainties and Tests of Capital Structure Theories across Renewable and Non-Renewable Resource Companies.(2021) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Trends in Stock-Bond Correlations In: Discussion papers.
[Full Text][Citation analysis]		paper9
2016Trends in stock-bond correlations.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2017Measuring the Effects of Commodity Price Shocks on Asian Economies In: Discussion papers.
[Full Text][Citation analysis]		paper0
2017The Macroeconomic Effects of Japans Unconventional Monetary Policies In: Discussion papers.
[Full Text][Citation analysis]		paper4
2017No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves In: Discussion papers.
[Full Text][Citation analysis]		paper0
2019How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models In: Discussion papers.
[Full Text][Citation analysis]		paper1
2021Conditional Capital Surplus and Shortfall across Resource Firms In: Discussion papers.
[Full Text][Citation analysis]		paper0
2021How Do ESG Performance and Awareness Affect Firm Value and Corporate Overinvestment? In: Discussion papers.
[Full Text][Citation analysis]		paper1
2022Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines In: Discussion papers.
[Full Text][Citation analysis]		paper1
2022Credit Default Swaps and Corporate Carbon Emissions in Japan In: Discussion papers.
[Full Text][Citation analysis]		paper0
2022Assessing Unconventional Monetary Policy in Japan Using Market Operation-based Monetary Policy Indices In: Discussion papers.
[Full Text][Citation analysis]		paper0
2022Dynamic Relationship between Mobility, Spread of COVID-19, and the Role of Vaccines (Japanese) In: Discussion Papers (Japanese).
[Full Text][Citation analysis]		paper0
2007Dynamics of Persistence in International Inflation Rates In: Journal of Money, Credit and Banking.
[Citation analysis]		article83
2007Dynamics of Persistence in International Inflation Rates.(2007) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		article
2010Sources of Variation in Holding Returns for Fed Funds Futures Contracts In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2011Sources of variation in holding returns for fed funds futures contracts.(2011) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2012Do Socially Responsible Investment Indexes Outperform Conventional Indexes? In: MPRA Paper.
[Full Text][Citation analysis]		paper42
2012Do socially responsible investment indexes outperform conventional indexes?.(2012) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2022How does unconventional monetary policy affect the global financial markets? In: Empirical Economics.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team