Associate Professor Tatsuyoshi Okimoto
Areas of expertise
- Financial Econometrics 150202
- Financial Economics 140207
- Time Series Analysis 140305
Tatsuyoshi Okimoto is interested in analyzing comovements in international financial markets and their implications to asset allocation and risk management. His current papers and ongoing research apply regime switching models and copula theory to examine the dependence evolutions in international financial markets such as equity and bond markets. He is also working for a dynamic general equilibrium model to explain the dynamics of the term structures of interest rates. Another interest of him is to evaluate the fiscal and monetary policies in Japan.