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 1 28 0 0 18 100
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 4 45 2 3 15 96
Common Information in Carry Trade Risk Factors 0 0 1 20 1 3 10 54
The Conditional Risk and Return Trade-Off on Currency Portfolios 1 4 23 23 3 8 14 14
The Time-Varying Risk Price of Currency Carry Trades 0 0 5 52 2 6 28 116
Total Working Papers 1 4 34 168 8 20 85 380


Journal Article 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 2 3 2 3 26 30
Co-movement between equity and bond markets 0 1 3 14 0 2 8 43
Common information in carry trade risk factors 0 0 1 8 3 4 12 45
Currency carry trades and the conditional factor model 0 0 1 1 0 0 7 8
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 3 5 5 1 6 14 34
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries 0 0 0 4 1 2 7 26
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 1 1 2 9 1 1 9 36
Total Journal Articles 1 5 14 44 8 18 83 222


Statistics updated 2020-09-04