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 5 21 23 135
Commodity Correlation Risk 0 0 0 0 1 6 9 19
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 1 4 10 144
Common Information in Carry Trade Risk Factors 0 0 0 22 5 8 16 173
Economic Evaluation of Cryptocurrency Investment 0 0 0 13 8 22 26 57
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 1 35 1 6 11 86
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 5 10 155
Time-varying ambiguity shocks and business cycles 0 0 1 11 3 19 25 53
Total Working Papers 0 0 3 229 24 91 130 822

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 7 15 24
Carry trades and commodity risk factors 0 0 0 4 2 5 7 71
Co-movement between equity and bond markets 0 0 0 16 0 3 3 77
Commodity correlation risk 0 1 4 4 4 16 23 23
Commodity momentum decomposition 0 0 0 4 1 12 18 35
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 8 21 29 79
Commodity sectors and factor investment strategies 0 1 1 1 3 7 8 10
Common information in carry trade risk factors 0 0 0 8 1 3 7 78
Conditional currency momentum portfolios 2 3 5 5 9 64 82 85
Cross-momentum strategies in the equity futures and currency markets 2 2 5 8 9 20 40 48
Cryptocurrency network factors and gold 0 0 0 5 3 7 7 26
Currency carry trades and the conditional factor model 0 0 0 4 1 3 5 30
Currency portfolios and global foreign exchange ambiguity 0 0 0 2 2 5 5 11
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 0 0 2 55 0 5 22 184
Do commodity factors work as inflation hedges and safe havens? 0 0 1 2 2 4 7 11
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 0 0 12 3 15 19 86
Dynamic allocations for currency investment strategies 0 0 3 3 2 7 13 18
Global foreign exchange volatility, ambiguity, and currency carry trades 1 2 3 3 3 12 17 17
Market uncertainty and correlation between Bitcoin and Ether 0 0 0 4 0 8 13 20
Multi‐scale inter‐temporal capital asset pricing model 0 0 0 0 0 9 11 17
New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty 0 0 0 0 9 13 13 13
Prices of Risk Estimation for Commodity Factors 0 0 0 0 0 1 3 3
Risk price decomposition and the output gap 0 0 1 2 1 3 6 8
Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM 1 3 9 9 3 9 23 23
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries 0 0 0 6 0 4 4 34
The conditional volatility premium on currency portfolios 0 0 0 3 4 6 7 27
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 0 0 0 9 1 3 7 51
The long-run risk premium in the intertemporal CAPM: International evidence 0 0 0 1 1 3 3 12
The time-varying risk price of currency portfolios 0 0 3 6 1 9 18 33
Time‐varying group common factors in the stock market anomalies 0 0 0 0 2 6 11 11
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras 1 1 5 5 3 9 22 31
Total Journal Articles 7 13 43 198 80 299 468 1,196

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Statistics updated 2026-03-04