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 1 1 58 0 2 2 136
Common Information in Carry Trade Risk Factors 0 0 0 22 0 1 3 159
Economic Evaluation of Cryptocurrency Investment 0 0 0 13 0 1 3 33
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 1 2 2 147
Time-varying ambiguity shocks and business cycles 0 1 1 11 0 1 8 31
Total Working Papers 0 2 3 229 1 7 27 706

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 0 1 2 65
Co-movement between equity and bond markets 0 0 0 16 0 0 5 74
Commodity correlation risk 0 1 1 1 0 1 1 1
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 3 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 1 1 2 73
Conditional currency momentum portfolios 0 2 2 2 0 6 11 11
Cross-momentum strategies in the equity futures and currency markets 0 2 5 5 1 12 21 21
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 4 6
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 1 1 2 54 5 7 20 175
Do commodity factors work as inflation hedges and safe havens? 0 1 1 2 0 1 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 0 1 1 1 0 2 4 7
Market uncertainty and correlation between Bitcoin and Ether 0 0 1 4 1 2 5 11
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 0 1 1 1 0 3 3 3
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 1 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 1 2 2 2 3 14 14
Total Journal Articles 2 11 25 169 10 47 150 802

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05