Ryuta Sakemoto
Okayama University
H-index: 7
Asia-Japan
Top articles of Ryuta Sakemoto
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Cross-momentum strategies in the equity futures and currency markets | Available at SSRN 4622968 | Yasuhiro Iwanaga Ryuta Sakemoto | 2024/4/14 |
Currency portfolios and global foreign exchange ambiguity | Available at SSRN | Takao Asano Xiaojing Cai Ryuta Sakemoto | 2024/2/29 |
Conditional currency momentum portfolios | Available at SSRN 4411616 | Yasuhiro Iwanaga Ryuta Sakemoto | 2024 |
Commodity momentum decomposition | Journal of Futures Markets | Yasuhiro Iwanaga Ryuta Sakemoto | 2023/2 |
Do commodity factors work as inflation hedges and safe havens? | Finance Research Letters | Kei Nakagawa Ryuta Sakemoto | 2023/12/1 |
Commodity Sectors and Factor Investment Strategies | Available at SSRN | Kei Nakagawa Ryuta Sakemoto | 2023/10/13 |
Risk price decomposition and the output gap | Available at SSRN 4267778 | Ryuta Sakemoto | 2023/6/27 |
Time-varying ambiguity shocks and business cycles | Available at SSRN 4547772 | Takao Asano Xiaojing Cai Ryuta Sakemoto | 2023/6/6 |
Stochastic ESG Score and Capital Asset Pricing Model | Available at SSRN 4657855 | Kei Nakagawa Keisuke Morita Ryuta Sakemoto | 2023/12/8 |
The long-run risk premium in the ICAPM: International evidence | Available at SSRN 4038637 | Ryuta Sakemoto | 2023/3/4 |
The long-run risk premium in the intertemporal CAPM: International evidence | Journal of International Financial Markets, Institutions and Money | Ryuta Sakemoto | 2023/12/1 |
The time-varying risk price of currency portfolios | Journal of International Money and Finance | Joseph P Byrne Boulis Maher Ibrahim Ryuta Sakemoto | 2022/6/1 |
El Niño and commodity prices: New findings from partial wavelet coherence analysis | Frontiers in Environmental Science | Xiaojing Cai Ryuta Sakemoto | 2022/5 |
Commodity Correlation Risk | Available at SSRN 4265924 | Joseph Byrne Ryuta Sakemoto | 2022/11/1 |
Cryptocurrency network factors and gold | Finance Research Letters | Kei Nakagawa Ryuta Sakemoto | 2022/5/1 |
Multi‐scale inter‐temporal capital asset pricing model | International Journal of Finance & Economics | Ryuta Sakemoto | 2022/10 |
Risk Aversion and Cryptocurrency Price Prediction | Available at SSRN 3694404 | Ryuta Sakemoto | 2022/2/6 |
Market uncertainty and correlation between Bitcoin and Ether | Finance Research Letters | Kei Nakagawa Ryuta Sakemoto | 2022/8 |
Risk Premium Decomposition and the Output Gap | SSRN Electronic Journal | Ryuta Sakemoto | 2022 |
Dynamic Allocations for Currency Investment Strategies | The European Journal of Finance | Kei Nakagawa Ryuta Sakemoto | 2022/8 |
Co-Authors
