Access Statistics for Ryuta Sakemoto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Commodity Risk Factors 0 0 0 30 1 1 1 112
Commodity Correlation Risk 0 0 0 0 0 3 7 10
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 57 0 0 2 134
Common Information in Carry Trade Risk Factors 0 0 0 22 0 0 2 157
Economic Evaluation of Cryptocurrency Investment 0 0 1 13 1 1 3 31
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 0 34 0 0 0 75
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 0 0 145
Time-varying ambiguity shocks and business cycles 0 0 0 10 1 2 10 28
Total Working Papers 0 0 2 226 3 7 25 692

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
COVID-19 and the forward-looking stock-bond return relationship 0 0 2 3 1 1 5 9
Carry trades and commodity risk factors 0 0 0 4 0 1 2 64
Co-movement between equity and bond markets 0 0 0 16 1 1 6 74
Commodity momentum decomposition 0 0 0 4 0 2 3 17
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 0 1 7 50
Commodity sectors and factor investment strategies 0 0 0 0 0 0 2 2
Common information in carry trade risk factors 0 0 0 8 0 0 0 71
Cross-momentum strategies in the equity futures and currency markets 0 1 3 3 0 5 8 8
Cryptocurrency network factors and gold 0 0 2 5 0 2 5 19
Currency carry trades and the conditional factor model 0 0 0 4 0 1 2 25
Currency portfolios and global foreign exchange ambiguity 0 1 2 2 0 2 6 6
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 0 1 7 53 1 6 18 162
Do commodity factors work as inflation hedges and safe havens? 0 0 1 1 0 1 4 4
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 0 0 12 1 3 5 67
Dynamic allocations for currency investment strategies 0 0 0 0 1 1 3 5
Market uncertainty and correlation between Bitcoin and Ether 0 1 1 4 0 1 1 7
Multi‐scale inter‐temporal capital asset pricing model 0 0 0 0 0 2 3 6
Risk price decomposition and the output gap 0 1 1 1 0 2 2 2
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries 0 0 0 6 0 0 0 30
The conditional volatility premium on currency portfolios 0 0 1 3 0 2 5 20
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 0 0 0 9 0 2 4 44
The long-run risk premium in the intertemporal CAPM: International evidence 1 1 1 1 1 3 7 9
The time-varying risk price of currency portfolios 0 0 1 3 0 1 3 15
Total Journal Articles 1 6 22 155 6 40 101 716

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Statistics updated 2025-03-03