Access Statistics for Ryuta Sakemoto

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	4	115
Commodity Correlation Risk	0	0	0	0	2	5	7	15
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals	0	0	1	58	1	3	7	141
Common Information in Carry Trade Risk Factors	0	0	0	22	2	7	10	167
Economic Evaluation of Cryptocurrency Investment	0	0	0	13	3	4	8	38
The Conditional Risk and Return Trade-Off on Currency Portfolios	0	0	1	35	2	4	7	82
The Time-Varying Risk Price of Currency Carry Trades	0	0	0	60	0	3	5	150
Time-varying ambiguity shocks and business cycles	0	0	1	11	5	7	12	39
Total Working Papers	0	0	3	229	16	36	60	747

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	7	10	18
Carry trades and commodity risk factors	0	0	0	4	1	1	4	67
Co-movement between equity and bond markets	0	0	0	16	0	0	1	74
Commodity correlation risk	1	2	4	4	5	10	12	12
Commodity momentum decomposition	0	0	0	4	4	9	11	27
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals	0	0	0	13	1	4	10	59
Commodity sectors and factor investment strategies	0	0	0	0	1	2	2	4
Common information in carry trade risk factors	0	0	0	8	0	2	4	75
Conditional currency momentum portfolios	1	1	3	3	21	31	42	42
Cross-momentum strategies in the equity futures and currency markets	0	1	4	6	8	14	32	36
Cryptocurrency network factors and gold	0	0	0	5	2	2	4	21
Currency carry trades and the conditional factor model	0	0	0	4	1	3	4	28
Currency portfolios and global foreign exchange ambiguity	0	0	0	2	1	1	2	7
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping	0	1	3	55	0	3	20	179
Do commodity factors work as inflation hedges and safe havens?	0	0	1	2	1	2	5	8
Do precious and industrial metals act as hedges and safe havens for currency portfolios?	0	0	0	12	3	7	10	74
Dynamic allocations for currency investment strategies	0	1	3	3	2	5	9	13
Global foreign exchange volatility, ambiguity, and currency carry trades	0	0	1	1	1	2	6	6
Market uncertainty and correlation between Bitcoin and Ether	0	0	1	4	0	0	6	12
Multi‐scale inter‐temporal capital asset pricing model	0	0	0	0	2	3	5	10
New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty	0	0	0	0	1	1	1	1
Prices of Risk Estimation for Commodity Factors	0	0	0	0	1	3	3	3
Risk price decomposition and the output gap	0	0	2	2	1	1	6	6
Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM	0	3	6	6	1	10	15	15
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries	0	0	0	6	1	1	1	31
The conditional volatility premium on currency portfolios	0	0	0	3	0	1	2	21
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market	0	0	0	9	0	2	6	48
The long-run risk premium in the intertemporal CAPM: International evidence	0	0	1	1	0	0	3	9
The time-varying risk price of currency portfolios	0	2	3	6	2	8	12	26
Time‐varying group common factors in the stock market anomalies	0	0	0	0	3	5	8	8
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras	0	1	4	4	1	6	23	23
Total Journal Articles	2	12	37	187	66	146	279	963

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Statistics updated 2026-01-09