Ryuta Sakemoto : Citation Profile


Are you Ryuta Sakemoto?

Okayama University (90% share)
Keio University (10% share)

2

H index

0

i10 index

20

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 4
   Journals where Ryuta Sakemoto has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 2 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1540
   Updated: 2021-09-25    RAS profile: 2021-07-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Byrne, Joseph (8)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ryuta Sakemoto.

Is cited by:

Salisu, Afees (2)

GUPTA, RANGAN (2)

Raheem, Ibrahim (2)

Vo, Xuan Vinh (2)

Wohar, Mark (1)

Mishra, Anil (1)

Karkowska, Renata (1)

Sensoy, Ahmet (1)

Nguyen, Duc Khuong (1)

Bekiros, Stelios (1)

Shahzad, Syed Jawad Hussain (1)

Cites to:

Sarno, Lucio (39)

Schrimpf, Andreas (23)

Schmeling, Maik (21)

Menkhoff, Lukas (20)

Verdelhan, Adrien (14)

Rossi, Barbara (11)

West, Kenneth (10)

Tsiakas, Ilias (10)

Lustig, Hanno (10)

Campbell, John (10)

Harvey, Campbell (9)

Main data


Where Ryuta Sakemoto has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6

Recent works citing Ryuta Sakemoto (2021 and 2020)


YearTitle of citing document
2021Stock and Bond Return Comovement as a Different Way to Assess Information Content: The Case of Debt Covenant Violation Disclosures. (2021). Lont, David ; Purdon, Kurt ; Griffin, Paul A. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:1:p:101-125.

Full description at Econpapers || Download paper

2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

Full description at Econpapers || Download paper

2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

Full description at Econpapers || Download paper

2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Yoon, Seong-Min ; Hernandez, Jose Arroeola ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000156.

Full description at Econpapers || Download paper

2020Do precious metals act as hedges or safe havens for Chinas financial markets?. (2020). Peng, Xiaofan . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318309462.

Full description at Econpapers || Download paper

2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

Full description at Econpapers || Download paper

2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

Full description at Econpapers || Download paper

2020Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations. (2020). Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:600-621.

Full description at Econpapers || Download paper

2020Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective. (2020). Ji, Qiang ; GUPTA, RANGAN ; Geng, Jiang-Bo ; Bahloul, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308578.

Full description at Econpapers || Download paper

2021Oil market uncertainty and excess returns on currency carry trade. (2021). Yin, Libo ; Mo, Xuan ; Su, Zhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

Full description at Econpapers || Download paper

2021Carry Trade Returns and Segmented Risk Pricing. (2021). Schulze, Gordon. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09698-2.

Full description at Econpapers || Download paper

2020If worst comes to worst: Co-movement of global stock markets in the US-China trade war. (2020). Huynh, Toan ; Burggraf, Tobias. In: Economics and Business Letters. RePEc:ove:journl:aid:13958.

Full description at Econpapers || Download paper

2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Salisu, Afees ; Raheem, Ibrahim ; Vo, Xuan. In: MPRA Paper. RePEc:pra:mprapa:105353.

Full description at Econpapers || Download paper

Works by Ryuta Sakemoto:


YearTitleTypeCited
2019Currency carry trades and the conditional factor model In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2018Do precious and industrial metals act as hedges and safe havens for currency portfolios? In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2018Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article2
2016Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2019Carry trades and commodity risk factors In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article2
2017Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018Co-movement between equity and bond markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article5
2020Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
article0
2020Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals In: European Review of Agricultural Economics.
[Full Text][Citation analysis]
article1
2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market In: Economics and Business Letters.
[Full Text][Citation analysis]
article1
2021Economic Evaluation of Cryptocurrency Investment In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017The Time-Varying Risk Price of Currency Carry Trades In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2020The Conditional Risk and Return Trade-Off on Currency Portfolios In: MPRA Paper.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team