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 0 1 112
Commodity Correlation Risk 0 0 0 0 0 0 5 10
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 2 2 4 138
Common Information in Carry Trade Risk Factors 0 0 0 22 1 1 3 160
Economic Evaluation of Cryptocurrency Investment 0 0 0 13 1 1 4 34
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 1 35 0 0 3 78
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 1 2 147
Time-varying ambiguity shocks and business cycles 0 0 1 11 1 1 9 32
Total Working Papers 0 0 3 229 5 6 31 711

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 1 2 4 0 1 6 11
Carry trades and commodity risk factors 0 0 0 4 1 2 3 66
Co-movement between equity and bond markets 0 0 0 16 0 0 3 74
Commodity correlation risk 1 1 2 2 1 1 2 2
Commodity momentum decomposition 0 0 0 4 0 1 3 18
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 0 1 7 55
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 1 2 73
Conditional currency momentum portfolios 0 1 2 2 0 4 11 11
Cross-momentum strategies in the equity futures and currency markets 0 0 5 5 1 7 22 22
Cryptocurrency network factors and gold 0 0 1 5 0 0 4 19
Currency carry trades and the conditional factor model 0 0 0 4 0 0 2 25
Currency portfolios and global foreign exchange ambiguity 0 0 2 2 0 0 3 6
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 0 1 2 54 1 8 20 176
Do commodity factors work as inflation hedges and safe havens? 0 0 1 2 0 0 3 6
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 0 0 12 0 0 4 67
Dynamic allocations for currency investment strategies 1 2 2 2 1 3 5 8
Global foreign exchange volatility, ambiguity, and currency carry trades 1 1 1 1 4 4 4 4
Market uncertainty and correlation between Bitcoin and Ether 0 0 1 4 1 3 6 12
Multi‐scale inter‐temporal capital asset pricing model 0 0 0 0 0 1 4 7
Risk price decomposition and the output gap 0 0 2 2 0 0 5 5
Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM 2 3 3 3 2 5 5 5
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 0 3 0 0 2 20
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 0 0 0 9 0 0 5 46
The long-run risk premium in the intertemporal CAPM: International evidence 0 0 1 1 0 0 4 9
The time-varying risk price of currency portfolios 0 0 1 4 0 0 4 18
Time‐varying group common factors in the stock market anomalies 0 0 0 0 0 1 3 3
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras 1 2 3 3 3 5 17 17
Total Journal Articles 6 12 31 175 15 48 161 817

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Statistics updated 2025-10-06