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Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity

Okimoto, Tatsuyoshi; Shimotsu, Katsumi - In: Journal of the Japanese and international economies : … 24 (2010) 3, pp. 395-411

Persistent link: https://www.econbiz.de/10009247722

Decline in the persistence of real exchange rates : but not sufficient for purchasing power parity

Okimoto, Tatsuyoshi; Shimotsu, Katsumi - 2010

The paper investigates the possibility of decline in the persistence of real exchange rates, or deviations from PPP. To this end, we test the null hypothesis of no decline in the PPP deviation persistence between two subsamples using a fractional integration framework. In addition, our...

Persistent link: https://www.econbiz.de/10008702781

Trend inflation and monetary policy regimes in Japan

Okimoto, Tatsuyoshi - In: Journal of international money and finance 92 (2019), pp. 137-152

Persistent link: https://www.econbiz.de/10012134524

Measuring the effects of commodity price shocks on Asian economies

Inoue, Tomoo; Okimoto, Tatsuyoshi - 2017

Persistent link: https://www.econbiz.de/10012131907

How does unconventional monetary policy affect the global financial markets? : evaluating policy effects by global VAR models

Inoue, Tomoo; Okimoto, Tatsuyoshi - 2019

Persistent link: https://www.econbiz.de/10012134530

Dynamics of integration in East Asian equity markets

Komatsubara, Tadaaki; Okimoto, Tatsuyoshi; Tatsumi, Ken-ichi - 2016

Persistent link: https://www.econbiz.de/10012128910

The term structure of credit spreads and business cycle in Japan

Okimoto, Tatsuyoshi; Takaoka, Sumiko - In: Journal of the Japanese and international economies : … 45 (2017), pp. 27-36

Persistent link: https://www.econbiz.de/10011911793

Dynamics of integration in East Asian equity markets

Komatsubara, Tadaaki; Okimoto, Tatsuyoshi; Tatsumi, Ken-ichi - In: Journal of the Japanese and international economies : … 45 (2017), pp. 37-50

Persistent link: https://www.econbiz.de/10011911796

Does the price of oil interact with clean energy prices in the stock market?

Managi, Shunsuke; Okimoto, Tatsuyoshi - In: Japan and the world economy : international journal of … 27 (2013), pp. 1-9

Persistent link: https://www.econbiz.de/10010243076

Conditional capital surplus and shortfall across resource firms

Irawan, Denny; Okimoto, Tatsuyoshi - 2021

Persistent link: https://www.econbiz.de/10014382233

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