Ryuta Sakemoto
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Ryuta |
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Sakemoto |
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Affiliations
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Hokkaido University
/ Graduate School of Economics and Business Administration
Research profile
author of:
- Risk price decomposition and the output gap (RePEc:bla:finrev:v:60:y:2025:i:1:p:121-146)
by Ryuta Sakemoto - Currency carry trades and the conditional factor model (RePEc:eee:finana:v:63:y:2019:i:c:p:198-208)
by Sakemoto, Ryuta - Commodity sectors and factor investment strategies (RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253)
by Nakagawa, Kei & Sakemoto, Ryuta - Do precious and industrial metals act as hedges and safe havens for currency portfolios? (RePEc:eee:finlet:v:24:y:2018:i:c:p:256-262)
by Sakemoto, Ryuta - Cryptocurrency network factors and gold (RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003779)
by Nakagawa, Kei & Sakemoto, Ryuta - Market uncertainty and correlation between Bitcoin and Ether (RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004214)
by Nakagawa, Kei & Sakemoto, Ryuta - Do commodity factors work as inflation hedges and safe havens? (RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009571)
by Nakagawa, Kei & Sakemoto, Ryuta - Currency portfolios and global foreign exchange ambiguity (RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005646)
by Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta - Common information in carry trade risk factors (RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47)
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta - The conditional volatility premium on currency portfolios (RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x)
by Byrne, Joseph P. & Sakemoto, Ryuta - The long-run risk premium in the intertemporal CAPM: International evidence (RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221)
by Sakemoto, Ryuta - The time-varying risk price of currency portfolios (RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390)
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta - Cross-momentum strategies in the equity futures and currency markets (RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578)
by Iwanaga, Yasuhiro & Sakemoto, Ryuta - Carry trades and commodity risk factors (RePEc:eee:jimfin:v:96:y:2019:i:c:p:121-129)
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta - Co-movement between equity and bond markets (RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38)
by Sakemoto, Ryuta - The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries (RePEc:jfr:ijfr11:v:8:y:2017:i:2:p:40-50)
by Ryuta Sakemoto - Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping (RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09295-z)
by Katsuya Ito & Ryuta Sakemoto - Time-varying ambiguity shocks and business cycles (RePEc:kyo:wpaper:1094)
by Takao Asano & Xiaojing Cai & Ryuta Sakemoto - Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals
[Oil price shocks and the stock market: evidence from Japan] (RePEc:oup:erevae:v:47:y:2020:i:2:p:499-528.)
by Joseph P Byrne & Ryuta Sakemoto & Bing Xu - The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market (RePEc:ove:journl:aid:12565)
by Ryuta Sakemoto - Economic Evaluation of Cryptocurrency Investment (RePEc:pra:mprapa:108283)
by Sakemoto, Ryuta - Common Information in Carry Trade Risk Factors (RePEc:pra:mprapa:75367)
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta - The Time-Varying Risk Price of Currency Carry Trades (RePEc:pra:mprapa:80788)
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta - Carry Trades and Commodity Risk Factors (RePEc:pra:mprapa:80789)
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta - Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals (RePEc:pra:mprapa:80791)
by Byrne, Joseph P & Sakemoto, Ryuta & Xu, Bing - The Conditional Risk and Return Trade-Off on Currency Portfolios (RePEc:pra:mprapa:99497)
by Joseph, Byrne & Sakemoto, Ryuta - Commodity Correlation Risk (RePEc:str:wpaper:22-11)
by Joseph Byrne & Ryuta Sakemoto - COVID-19 and the forward-looking stock-bond return relationship (RePEc:taf:apeclt:v:30:y:2023:i:3:p:297-301)
by Xiaojing Cai & Yingnan Cong & Ryuta Sakemoto - Dynamic allocations for currency investment strategies (RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1207-1228)
by Kei Nakagawa & Ryuta Sakemoto - Multi‐scale inter‐temporal capital asset pricing model (RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4298-4317)
by Ryuta Sakemoto - Commodity momentum decomposition (RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216)
by Yasuhiro Iwanaga & Ryuta Sakemoto