Similar Search Results - EconBiz

The BOJ's ETF purchases and its effects on Nikkei 225 stocks

Harada, Kimie; Okimoto, Tatsuyoshi - In: International review of financial analysis 77 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012806342

Overinvestment and macroeconomic uncertainty : Evidence from renewable and non-renewable resource firms

Irawan, Denny; Okimoto, Tatsuyoshi - In: Journal of economic dynamics & control 126 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012667922

Sources of Variation in Holding Returns for Fed Funds Futures Contracts

Hamilton, James D. - 2010

This paper relates predictable gains from positions in fed funds futures contracts to violations of the expectations hypothesis of the term structure of interest rates. Although evidence for predictable gains from positions in short-horizon contracts is mixed, we find that gains in longer...

Persistent link: https://www.econbiz.de/10012462915

No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan

Okimoto, Tatsuyoshi; Takaoka, Sumiko - In: Journal of international financial markets, … 64 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012495666

Uncertainty and sign-dependent effects of oil market shocks

Bao Hoang Nguyen; Okimoto, Tatsuyoshi; Trung Duc Tran - 2019

Persistent link: https://www.econbiz.de/10012223673

Measuring the effects of commodity price shocks an Asian economies

Inoue, Tomoo; Okimoto, Tatsuyoshi - In: Global shocks and the new global and regional financial …, (pp. 77-113). 2018

Persistent link: https://www.econbiz.de/10012011550

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

Dynamics of integration in East Asian equity markets

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

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

Measuring the effects of commodity price shocks on Asian economies

Inoue, Tomoo; Okimoto, Tatsuyoshi - 2017

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

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