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Details about Ryuta Sakemoto

Homepage:https://sites.google.com/site/rsakemotohomepage/home
Postal address:2-15-45 Minato-ku
Workplace:Faculty of Economics, Okayama University, (more information at EDIRC)
Keio Economic Observatory, Keio University, (more information at EDIRC)

Access statistics for papers by Ryuta Sakemoto.

Last updated 2021-07-02. Update your information in the RePEc Author Service.

Short-id: psa1540


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Working Papers

2021

  1. Economic Evaluation of Cryptocurrency Investment
    MPRA Paper, University Library of Munich, Germany Downloads

2020

  1. The Conditional Risk and Return Trade-Off on Currency Portfolios
    MPRA Paper, University Library of Munich, Germany Downloads

2017

  1. Carry Trades and Commodity Risk Factors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2019)
  2. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in European Review of Agricultural Economics (2020)
  3. The Time-Varying Risk Price of Currency Carry Trades
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2016

  1. Common Information in Carry Trade Risk Factors
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)

Journal Articles

2020

  1. Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals
    (Oil price shocks and the stock market: evidence from Japan)
    European Review of Agricultural Economics, 2020, 47, (2), 499-528 Downloads View citations (1)
    See also Working Paper (2017)
  2. Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping
    Asia-Pacific Financial Markets, 2020, 27, (3), 325-342 Downloads

2019

  1. Carry trades and commodity risk factors
    Journal of International Money and Finance, 2019, 96, (C), 121-129 Downloads View citations (2)
    See also Working Paper (2017)
  2. Currency carry trades and the conditional factor model
    International Review of Financial Analysis, 2019, 63, (C), 198-208 Downloads

2018

  1. Co-movement between equity and bond markets
    International Review of Economics & Finance, 2018, 53, (C), 25-38 Downloads View citations (5)
  2. Common information in carry trade risk factors
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 37-47 Downloads View citations (2)
    See also Working Paper (2016)
  3. Do precious and industrial metals act as hedges and safe havens for currency portfolios?
    Finance Research Letters, 2018, 24, (C), 256-262 Downloads View citations (10)
  4. The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market
    Economics and Business Letters, 2018, 7, (1), 24-35 Downloads View citations (1)

2017

  1. The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries
    International Journal of Financial Research, 2017, 8, (2), 40-50 Downloads
 
Page updated 2021-10-02