OKIMOTO Tatsuyoshi

OKIMOTO Tatsuyoshi

OKIMOTO Tatsuyoshi

Visiting Fellow

Associate Professor, Crawford School of Public Policy, Australian National University

Activities at RIETI

Expertise

Financial Econometrics, Empirical Finance, Applied Macroeconomics, Econometrics

Education

2005 Ph.D. in Economics, University of California, San Diego
2003 M.S. in Statistics, University of California, San Diego
2001 M.A. in Economics, University of Tokyo,
1999 B.A. in Economics, University of Tokyo

Experience

2014 Associate Professor, Crawford School of Public Policy, Australian National University
2008 Associate Professor, Graduate School of International Corporate Strategy, Hitotsubashi University
2005 Associate Professor, Faculty of Economics and IGSSS, Yokohama National University

Selected Publications and Papers

Selected Publications in Academic Journals

Okimoto, Tatsuyoshi (2014). "Asymmetric Increasing Trends in Dependence in International Equity Markets," Journal of Banking and Finance 46, 219-232.

Kumar, Manmohan and Okimoto, Tatsuyoshi (2011). "Dynamics of international integration of government securities' markets," Journal of Banking and Finance 35(1), 142-154.

Okimoto, Tatsuyoshi (2008). "New evidence of asymmetric dependence structures in international equity markets," Journal of Financial and Quantitative Analysis 43(3), 787-816.

Kumar, Manmohan and Okimoto, Tatsuyoshi (2007). "Dynamics of persistence in international inflation rates," Journal of Money, Credit, and Banking 39(6), 1457-1479.