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 1 1 29 141
Commodity Correlation Risk 0 0 0 0 0 1 14 24
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 0 58 0 1 15 153
Common Information in Carry Trade Risk Factors 0 0 0 22 0 1 16 176
Economic Evaluation of Cryptocurrency Investment 0 0 0 13 0 0 27 61
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 0 35 1 2 18 96
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 0 12 159
Time-varying ambiguity shocks and business cycles 0 1 2 13 0 2 29 61
Total Working Papers 0 1 2 231 2 8 160 871

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 5 1 3 20 31
Carry trades and commodity risk factors 0 0 0 4 0 0 9 75
Co-movement between equity and bond markets 1 1 1 17 1 2 5 79
Commodity correlation risk 0 0 3 5 0 4 31 33
Commodity momentum decomposition 0 0 0 4 2 5 30 48
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 1 1 1 14 1 1 30 85
Commodity sectors and factor investment strategies 1 1 5 5 2 3 25 27
Common information in carry trade risk factors 0 0 0 8 2 2 10 83
Conditional currency momentum portfolios 0 0 4 6 8 18 102 113
Cross-momentum strategies in the equity futures and currency markets 0 1 8 13 2 10 57 79
Cryptocurrency network factors and gold 0 0 0 5 0 2 12 31
Currency carry trades and the conditional factor model 0 0 0 4 0 0 8 33
Currency portfolios and global foreign exchange ambiguity 0 0 0 2 0 1 12 18
Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping 2 2 4 58 2 5 17 193
Do commodity factors work as inflation hedges and safe havens? 0 0 0 2 0 0 9 15
Do precious and industrial metals act as hedges and safe havens for currency portfolios? 0 0 0 12 0 0 26 93
Dynamic allocations for currency investment strategies 0 0 2 4 1 2 22 30
Global foreign exchange volatility, ambiguity, and currency carry trades 0 1 4 5 1 6 30 34
Market uncertainty and correlation between Bitcoin and Ether 0 0 0 4 0 1 17 29
Multi‐scale inter‐temporal capital asset pricing model 0 0 0 0 0 0 13 20
New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty 0 0 3 3 13 28 60 60
Prices of Risk Estimation for Commodity Factors 0 0 0 0 0 2 9 9
Risk price decomposition and the output gap 0 0 0 2 0 1 8 13
Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM 0 0 8 11 3 5 28 33
The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries 0 0 0 6 1 2 7 37
The conditional volatility premium on currency portfolios 0 0 0 3 0 1 16 36
The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market 0 0 0 9 0 0 6 52
The long-run risk premium in the intertemporal CAPM: International evidence 0 0 0 1 0 0 6 15
The time-varying risk price of currency portfolios 0 0 2 6 0 1 20 38
Time‐varying group common factors in the stock market anomalies 0 0 0 0 0 0 13 16
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras 0 0 2 5 0 3 36 53
Total Journal Articles 5 7 48 223 40 108 694 1,511

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Statistics updated 2026-10-11