Welcome to Tatsuyoshi Okimoto's Site
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About Me
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 published a number of articles in the leading journals in economics and finance such as Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Journal of Economic Dynamics and Control, Energy Economics, and Journal of Money Credit and Banking. I have been awarded the 1st GPIF Finance Awards (2017), 2015 Junko Maru Prize, and 2014 Securities Analysts Journal Prize.
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What's New
Mar 2024: My working paper with Sumiko Takaoka has been accepted by Energy Economics.
Dec 2023: My working paper with Sumiko Takaoka has been accepted by International Review of Financial Analysis.
Oct 2023: My working paper with Tomoo Inoue has been accepted by Applied Economics.
Nov 2022: My working paper with Kohei Aono has been accepted by International Review of Financial Analysis.
Nov 2022: New working paper with Markus Heckel, Tomoo Inoue, and Kiyohiko Nishimura has been published as RIETI DP.
Oct 2022: New working paper with Sumiko Takaoka has been published as RIETI DP
Aug 2022: My working paper with Denny Irawan has been published in Energy Economics.
New publications:
9. Okimoto, Tatsuyoshi and Sumiko Takaoka (2024), "Credit Default Swaps and Corporate Carbon Emissions in Japan," Energy Economics 133, 107504.
8. Okimoto, Tatsuyoshi and Sumiko Takaoka (2024), “Sustainability and credit spreads in Japan,” International Review of Financial Analysis 91, 103052.
7. Inoue, Tomoo and Tatsuyoshi Okimoto (2024), “Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines,” Applied Economics 56(50), 6188–6202.
6. Aono, Kohei and Tatsuyoshi Okimoto (2023), “When Does the Japan Empowering Women Index Outperform its Parent and the ESG Select Leaders Indexes?” International Review of Financial Analysis 85, 102428.
5. Irawan, Denny and Tatsuyoshi Okimoto (2022), “Conditional Capital Surplus and Shortfall across Resource Firms,” Energy Economics 112, 106092.
4. Okimoto, Tatsuyoshi and Sumiko Takaoka (2022), “The Credit Spread Curve Distribution and Economic Fluctuations in Japan,” Journal of International Money and Finance 122, 102582.
3. Inoue, Tomoo and Tatsuyoshi Okimoto (2022), “International Spillover Effects of Unconventional Monetary Policies of Major Central Banks,” International Review of Financial Analysis 79, 101968.
2. Nguyen, Bao H., Tatsuyoshi Okimoto, and Trung Duc Tran (2022), “Uncertainty- and Sign-Dependent Effects of Oil Market Shocks,” Journal of Commodity Markets 26, 100207.
1. Inoue, Tomoo and Tatsuyoshi Okimoto (2022), “How Does Unconventional Monetary Policy Affect the Global Financial Markets?” Empirical Economics 62, 1013-1036.
New working papers
3. Markus Heckel, Tomoo Inoue, Kiyohiko Nishimura, and Tatsuyoshi Okimoto (2022), "Assessing Unconventional Monetary Policy in Japan Using Market Operation-based Monetary Policy Indices," RIETI Discussion paper, 22-E-103.
2. Irawan, Denny and Tatsuyoshi Okimoto (2021), “Macro Uncertainties and Tests of Capital Structure Theories across Renewable and Non-Renewable Resource Companies,” RIETI Discussion Paper, 21-E-55.
1. Irawan, Denny and Tatsuyoshi Okimoto (2021), “How Does ESG Performance Affect Firm Values and Overinvestments?” RIETI Discussion Paper, 21-E-033.
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