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 2 2 3 114
Commodity Correlation Risk 0 0 0 0 3 3 6 13
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 1 4 6 140
Common Information in Carry Trade Risk Factors 0 0 0 22 5 6 8 165
Economic Evaluation of Cryptocurrency Investment 0 0 0 13 0 2 5 35
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 1 35 1 2 5 80
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 1 3 5 150
Time-varying ambiguity shocks and business cycles 0 0 1 11 1 3 8 34
Total Working Papers 0 0 3 229 14 25 46 731

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 0 6 9 17
Carry trades and commodity risk factors 0 0 0 4 0 1 3 66
Co-movement between equity and bond markets 0 0 0 16 0 0 1 74
Commodity correlation risk 0 2 3 3 2 6 7 7
Commodity momentum decomposition 0 0 0 4 4 5 8 23
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 1 3 9 58
Commodity sectors and factor investment strategies 0 0 0 0 1 1 1 3
Common information in carry trade risk factors 0 0 0 8 0 2 4 75
Conditional currency momentum portfolios 0 0 2 2 7 10 21 21
Cross-momentum strategies in the equity futures and currency markets 0 1 4 6 3 7 25 28
Cryptocurrency network factors and gold 0 0 0 5 0 0 2 19
Currency carry trades and the conditional factor model 0 0 0 4 1 2 3 27
Currency portfolios and global foreign exchange ambiguity 0 0 1 2 0 0 2 6
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 0 1 3 55 2 4 23 179
Do commodity factors work as inflation hedges and safe havens? 0 0 1 2 0 1 4 7
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 0 0 12 3 4 7 71
Dynamic allocations for currency investment strategies 1 2 3 3 3 4 7 11
Global foreign exchange volatility, ambiguity, and currency carry trades 0 1 1 1 1 5 5 5
Market uncertainty and correlation between Bitcoin and Ether 0 0 1 4 0 1 6 12
Multi‐scale inter‐temporal capital asset pricing model 0 0 0 0 0 1 4 8
Prices of Risk Estimation for Commodity Factors 0 0 0 0 2 2 2 2
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 1 5 6 6 6 11 14 14
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 1 3 21
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 0 0 0 9 2 2 6 48
The long-run risk premium in the intertemporal CAPM: International evidence 0 0 1 1 0 0 3 9
The time-varying risk price of currency portfolios 2 2 3 6 3 6 10 24
Time‐varying group common factors in the stock market anomalies 0 0 0 0 1 2 5 5
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras 0 2 4 4 3 8 22 22
Total Journal Articles 4 16 36 185 45 95 221 897

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Statistics updated 2025-12-06