Tatsuyoshi Okimoto

Economics and Econometrics · 2007–2013

A researcher in the Science corpus: 5 papers; trusts 34 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 47 citations into it; #8,005 of 23,481 by trust here, #4,779 by citations
• Finance — 34 citations into it; #5,498 of 10,518 by trust here, #4,482 by citations
• Accounting — 10 citations into it
• Strategy and Management — 8 citations into it
• Renewable Energy, Sustainability and the Environment — 6 citations into it; #3,060 of 5,212 by trust here, #2,821 by citations

Whom Tatsuyoshi Okimoto trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Paul Embrechts
2. Andrew J. Patton
3. Juan Carlos Meléndez Rodríguez
4. Andrew Ang
5. F. Longin
6. Y. Tse
7. Alexander J. McNeil
8. Geert Bekaert
9. Bruno Solnik
10. Albert K. Tsui

Who trusts Tatsuyoshi Okimoto overall

1. Andrew J. Patton
2. Ahmed BenSaïda
3. Shunsuke Managi
4. Juan Carlos Reboredo
5. Dimitris Kenourgios
6. Lorán Chollete
7. L. Pham
8. Perry Sadorsky
9. Lalith P. Samarakoon
10. Qiang Ji

Papers from Tatsuyoshi Okimoto's perspective

Ordered by how strongly the researchers Tatsuyoshi Okimoto trusts endorse each paper. Same corpus, a different order for every researcher.

1. Extreme Correlation of International Equity Markets
2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
3. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
4. Generalized autoregressive conditional heteroskedasticity
5. International Evidence on Ethical Mutual Fund Performance and Investment Style
6. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
7. Measuring financial contagion:a copula approach
8. International Asset Allocation With Regime Shifts
9. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers

• Do socially responsible investment indexes outperform conventional indexes? (2012) — 110 citations
• Does the price of oil interact with clean energy prices in the stock market (2013) — 351 citations
• Japanese Government Debt and Sustainability of Fiscal Policy (2011) — 162 citations
• New Evidence of Asymmetric Dependence Structures in International Equity Markets (2008) — 266 citations
• Dynamics of Persistence in International Inflation Rates (2007) — 126 citations