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J-GLOBAL ID：200901012957908213   Update date: Apr. 02, 2024

Okimoto Tatsuyoshi

オキモト タツヨシ | Okimoto Tatsuyoshi
Affiliation and department：
Keio University Faculty of Economics

About Keio University Faculty of Economics


Job title： Professor
Homepage URL  (1)： http://www.geocities.jp/tatsuyoshi_okimoto/eng.html
Research field  (2)： Economic policy ,  Economic statistics
Research keywords  (6)： 統計学 ,  計量経済学 ,  計量ファイナンス ,  Statistics ,  Econometrics ,  Financial Econometrics
Research theme for competitive and other funds  (6)：
  • 2013 - 2017 New Developments in Statistics of Economic Risk and Financial Risk
  • 2013 - 2016 Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset Allocation
  • 2010 - 2012 Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.
  • 2006 - 2008 Theory and method for large quantile estimation using extreme value theory and its application to economics
  • 2005 - 国際金融市場の依存関係について
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Papers (30)：
  • Tatsuyoshi Okimoto, Sumiko Takaoka. Credit default swaps and corporate carbon emissions in Japan. Energy Economics. 2024
  • Tatsuyoshi Okimoto, Sumiko Takaoka. Sustainability and credit spreads in Japan. International Review of Financial Analysis. 2024
  • Tomoo Inoue, Tatsuyoshi Okimoto. Exploring the dynamic relationship between mobility and the spread of COVID-19, and the role of vaccines. Applied Economics. 2023. 1-15
  • Kohei Aono, Tatsuyoshi Okimoto. When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?. International Review of Financial Analysis. 2023
  • Denny Irawan, Tatsuyoshi Okimoto. Conditional capital surplus and shortfall across renewable and non-renewable resource firms. Energy Economics. 2022
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MISC (12)：
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Books (4)：
  • 経済・ファイナンスデータの計量時系列分析
    朝倉出版 2010 ISBN:9784254127928
  • 林文夫編 『経済制度の実証分析と設計』 第7章 日本における金融政策効果-構造変化の可能性を考慮に入れた再検証 (共著)
    勁草書房 2007
  • 時系列解析(下) 原著("Time Series Analysis," James Hamilton, 1994) 成蹊大学井上教授との共訳
    シーエーピー出版 2006
  • 時系列解析(上) 原著("Time Series Analysis," James Hamilton, 1994)成蹊大学井上教授との共訳
    シーエーピー出版 2006
Education (6)：
  • - 2005 University of California, San Diego
  • - 2005 University of California, San Diego, Graduate School, Division of Economics
  • - 2001 The University of Tokyo
  • - 2001 The University of Tokyo Graduate School, Division of Economics
  • - 1999 The University of Tokyo Faculty of Economics
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Work history (9)：
  • 2008 - 2010 University of California, San Diego
  • 2008 - 2010 Visiting Scolar,Department of Economics,University of California, San Diego
  • 2007 - 2008 Yokohama National University International Graduate School of Social Sciences
  • 2007 - 2008 Associate Professor,International Graduate School of Social Sciences,Yokohama National University
  • 2008 - - 一橋大学国際企業戦略研究科 准教授
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Association Membership(s) (2)：
日本統計学会 ,  日本ファイナンス学会
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