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 0 20 23 135
Commodity Correlation Risk 0 0 0 0 0 4 9 19
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 2 5 12 146
Common Information in Carry Trade Risk Factors 0 0 0 22 2 8 17 175
Economic Evaluation of Cryptocurrency Investment 0 0 0 13 2 21 28 59
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 0 35 2 6 11 88
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 5 10 155
Time-varying ambiguity shocks and business cycles 1 1 2 12 2 16 26 55
Total Working Papers 1 1 3 230 10 85 136 832

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 1 4 2 8 16 26
Carry trades and commodity risk factors 0 0 0 4 2 6 9 73
Co-movement between equity and bond markets 0 0 0 16 0 3 3 77
Commodity correlation risk 1 1 5 5 2 13 25 25
Commodity momentum decomposition 0 0 0 4 0 8 18 35
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 1 21 29 80
Commodity sectors and factor investment strategies 1 2 2 2 6 12 14 16
Common information in carry trade risk factors 0 0 0 8 1 4 7 79
Conditional currency momentum portfolios 0 2 5 5 2 45 84 87
Cross-momentum strategies in the equity futures and currency markets 2 4 7 10 8 20 47 56
Cryptocurrency network factors and gold 0 0 0 5 0 5 7 26
Currency carry trades and the conditional factor model 0 0 0 4 1 3 6 31
Currency portfolios and global foreign exchange ambiguity 0 0 0 2 1 5 6 12
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 0 0 2 55 2 7 22 186
Do commodity factors work as inflation hedges and safe havens? 0 0 1 2 1 4 7 12
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 0 0 12 0 12 19 86
Dynamic allocations for currency investment strategies 0 0 3 3 2 7 15 20
Global foreign exchange volatility, ambiguity, and currency carry trades 0 2 3 3 5 16 22 22
Market uncertainty and correlation between Bitcoin and Ether 0 0 0 4 4 12 17 24
Multi‐scale inter‐temporal capital asset pricing model 0 0 0 0 0 7 11 17
New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty 2 2 2 2 8 20 21 21
Prices of Risk Estimation for Commodity Factors 0 0 0 0 3 3 6 6
Risk price decomposition and the output gap 0 0 1 2 0 2 5 8
Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM 1 4 10 10 2 10 25 25
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries 0 0 0 6 0 3 4 34
The conditional volatility premium on currency portfolios 0 0 0 3 5 11 12 32
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 0 0 0 9 0 3 5 51
The long-run risk premium in the intertemporal CAPM: International evidence 0 0 0 1 1 4 4 13
The time-varying risk price of currency portfolios 0 0 3 6 0 7 18 33
Time‐varying group common factors in the stock market anomalies 0 0 0 0 3 6 14 14
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras 0 1 5 5 18 26 40 49
Total Journal Articles 7 18 50 205 80 313 538 1,276

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Statistics updated 2026-04-09