Then *you* would be wrong. Julius Caesar was never Emperor of Rome. He was dictator, and was offered Kingship (according to Shakespeare) but thrice turned it down.
Octavian (aka Caesar Augustus) was the first Emperor.
August is the only month named after an emperor.
The others:
January
Named after the Roman god of beginnings and endings Janus (the month Januarius)
February
The name comes either from the old-Italian god Februus or else from februa, signifying the festivals of purification celebrated in Rome during this month.
March
This is the first month of the Roman year. It is named after the Roman god of war, Mars.
April
Called Aprilis, from aperire, "to open". Possible because it is the month in which the buds begin to open.
May
The third month of the Roman calendar. The name probably comes from Maiesta, the Roman goddess of honor and reverence.
June
The fourth month was named in honor of Juno. However, the name might also come from iuniores (young men; juniors) as opposed to maiores (grown men; majors) for May, the two months being dedicated to young and old men.
September
The name comes from septem, "seven".
October
The name comes from octo, "eight"
November
The name comes from novem, "nine".
December
The name comes from decem, "ten".