Access Statistics for Ryuta Sakemoto

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Carry Trades and Commodity Risk Factors	0	0	0	30	15	18	19	130
Commodity Correlation Risk	0	0	0	0	3	8	8	18
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals	0	0	1	58	2	4	9	143
Common Information in Carry Trade Risk Factors	0	0	0	22	1	8	11	168
Economic Evaluation of Cryptocurrency Investment	0	0	0	13	11	14	19	49
The Conditional Risk and Return Trade-Off on Currency Portfolios	0	0	1	35	3	6	10	85
The Time-Varying Risk Price of Currency Carry Trades	0	0	0	60	5	6	10	155
Time-varying ambiguity shocks and business cycles	0	0	1	11	11	17	23	50
Total Working Papers	0	0	3	229	51	81	109	798

Journal Article	File Downloads				Abstract Views
Journal Article	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	4	5	14	22
Carry trades and commodity risk factors	0	0	0	4	2	3	5	69
Co-movement between equity and bond markets	0	0	0	16	3	3	4	77
Commodity correlation risk	0	1	4	4	7	14	19	19
Commodity momentum decomposition	0	0	0	4	7	15	17	34
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals	0	0	0	13	12	14	21	71
Commodity sectors and factor investment strategies	1	1	1	1	3	5	5	7
Common information in carry trade risk factors	0	0	0	8	2	2	6	77
Conditional currency momentum portfolios	0	1	3	3	34	62	76	76
Cross-momentum strategies in the equity futures and currency markets	0	0	3	6	3	14	31	39
Cryptocurrency network factors and gold	0	0	0	5	2	4	4	23
Currency carry trades and the conditional factor model	0	0	0	4	1	3	4	29
Currency portfolios and global foreign exchange ambiguity	0	0	0	2	2	3	3	9
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping	0	0	2	55	5	7	23	184
Do commodity factors work as inflation hedges and safe havens?	0	0	1	2	1	2	5	9
Do precious and industrial metals act as hedges and safe havens for currency portfolios?	0	0	0	12	9	15	17	83
Dynamic allocations for currency investment strategies	0	1	3	3	3	8	12	16
Global foreign exchange volatility, ambiguity, and currency carry trades	1	1	2	2	8	10	14	14
Market uncertainty and correlation between Bitcoin and Ether	0	0	0	4	8	8	13	20
Multi‐scale inter‐temporal capital asset pricing model	0	0	0	0	7	9	11	17
New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty	0	0	0	0	3	4	4	4
Prices of Risk Estimation for Commodity Factors	0	0	0	0	0	3	3	3
Risk price decomposition and the output gap	0	0	1	2	1	2	5	7
Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM	2	3	8	8	5	12	20	20
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries	0	0	0	6	3	4	4	34
The conditional volatility premium on currency portfolios	0	0	0	3	2	2	3	23
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market	0	0	0	9	2	4	6	50
The long-run risk premium in the intertemporal CAPM: International evidence	0	0	1	1	2	2	3	11
The time-varying risk price of currency portfolios	0	2	3	6	6	11	17	32
Time‐varying group common factors in the stock market anomalies	0	0	0	0	1	5	9	9
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras	0	0	4	4	5	9	28	28
Total Journal Articles	4	10	37	191	153	264	406	1,116

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Statistics updated 2026-02-12