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 4 9 27 139
Commodity Correlation Risk 0 0 0 0 2 3 11 21
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 2 5 14 148
Common Information in Carry Trade Risk Factors 0 0 0 22 0 7 17 175
Economic Evaluation of Cryptocurrency Investment 0 0 0 13 2 12 29 61
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 0 35 5 8 15 93
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 4 4 14 159
Time-varying ambiguity shocks and business cycles 0 1 2 12 2 7 27 57
Total Working Papers 0 1 3 230 21 55 154 853

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 1 5 17 27
Carry trades and commodity risk factors 0 0 0 4 2 6 11 75
Co-movement between equity and bond markets 0 0 0 16 0 0 3 77
Commodity correlation risk 0 1 5 5 2 8 27 27
Commodity momentum decomposition 0 0 0 4 4 5 22 39
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 3 12 31 83
Commodity sectors and factor investment strategies 2 3 4 4 5 14 19 21
Common information in carry trade risk factors 0 0 0 8 2 4 9 81
Conditional currency momentum portfolios 0 2 5 5 5 16 87 92
Cross-momentum strategies in the equity futures and currency markets 1 5 8 11 8 25 55 64
Cryptocurrency network factors and gold 0 0 0 5 3 6 10 29
Currency carry trades and the conditional factor model 0 0 0 4 1 3 7 32
Currency portfolios and global foreign exchange ambiguity 0 0 0 2 4 7 10 16
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 0 0 2 55 1 3 20 187
Do commodity factors work as inflation hedges and safe havens? 0 0 1 2 1 4 8 13
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 0 0 12 5 8 24 91
Dynamic allocations for currency investment strategies 0 0 3 3 4 8 19 24
Global foreign exchange volatility, ambiguity, and currency carry trades 0 1 3 3 1 9 23 23
Market uncertainty and correlation between Bitcoin and Ether 0 0 0 4 4 8 21 28
Multi‐scale inter‐temporal capital asset pricing model 0 0 0 0 1 1 12 18
New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty 0 2 2 2 4 21 25 25
Prices of Risk Estimation for Commodity Factors 0 0 0 0 0 3 6 6
Risk price decomposition and the output gap 0 0 0 2 4 5 8 12
Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM 0 2 10 10 2 7 27 27
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries 0 0 0 6 1 1 5 35
The conditional volatility premium on currency portfolios 0 0 0 3 1 10 13 33
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 0 0 0 9 0 1 5 51
The long-run risk premium in the intertemporal CAPM: International evidence 0 0 0 1 0 2 4 13
The time-varying risk price of currency portfolios 0 0 2 6 2 3 19 35
Time‐varying group common factors in the stock market anomalies 0 0 0 0 1 6 13 15
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras 0 1 4 5 1 22 40 50
Total Journal Articles 3 17 50 208 73 233 600 1,349

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Statistics updated 2026-05-06