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 5 28 140
Commodity Correlation Risk 0 0 0 0 0 4 13 23
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 0 58 3 6 16 152
Common Information in Carry Trade Risk Factors 0 0 0 22 0 0 16 175
Economic Evaluation of Cryptocurrency Investment 0 0 0 13 0 2 28 61
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 0 35 1 6 16 94
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 4 13 159
Time-varying ambiguity shocks and business cycles 0 0 1 12 1 4 28 59
Total Working Papers 0 0 1 230 6 31 158 863

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 5 0 2 18 28
Carry trades and commodity risk factors 0 0 0 4 0 2 11 75
Co-movement between equity and bond markets 0 0 0 16 0 0 3 77
Commodity correlation risk 0 0 4 5 2 4 28 29
Commodity momentum decomposition 0 0 0 4 2 8 26 43
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 0 4 30 84
Commodity sectors and factor investment strategies 0 2 4 4 2 8 22 24
Common information in carry trade risk factors 0 0 0 8 0 2 9 81
Conditional currency momentum portfolios 0 1 5 6 2 8 88 95
Cross-momentum strategies in the equity futures and currency markets 0 2 7 12 3 13 54 69
Cryptocurrency network factors and gold 0 0 0 5 0 3 10 29
Currency carry trades and the conditional factor model 0 0 0 4 0 2 8 33
Currency portfolios and global foreign exchange ambiguity 0 0 0 2 0 5 11 17
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 1 1 3 56 1 2 20 188
Do commodity factors work as inflation hedges and safe havens? 0 0 0 2 0 3 9 15
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 0 0 12 0 7 26 93
Dynamic allocations for currency investment strategies 0 1 4 4 1 8 23 28
Global foreign exchange volatility, ambiguity, and currency carry trades 1 1 4 4 3 6 28 28
Market uncertainty and correlation between Bitcoin and Ether 0 0 0 4 0 4 19 28
Multi‐scale inter‐temporal capital asset pricing model 0 0 0 0 2 3 14 20
New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty 0 1 3 3 4 11 32 32
Prices of Risk Estimation for Commodity Factors 0 0 0 0 1 1 7 7
Risk price decomposition and the output gap 0 0 0 2 0 4 7 12
Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM 0 1 11 11 0 3 28 28
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries 0 0 0 6 0 1 5 35
The conditional volatility premium on currency portfolios 0 0 0 3 0 3 15 35
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 0 0 0 9 0 1 6 52
The long-run risk premium in the intertemporal CAPM: International evidence 0 0 0 1 1 2 6 15
The time-varying risk price of currency portfolios 0 0 2 6 1 4 19 37
Time‐varying group common factors in the stock market anomalies 0 0 0 0 0 2 14 16
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras 0 0 4 5 0 1 38 50
Total Journal Articles 2 11 53 216 25 127 634 1,403

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Statistics updated 2026-07-10