Citation profile for Ryuta Sakemoto

Ryuta Sakemoto : Citation Profile

Hokkaido University

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 8
   Journals where Ryuta Sakemoto has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 5 (7.58 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1540
   Updated: 2024-04-18    RAS profile: 2024-04-03
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Relations with other researchers

Works with:

Byrne, Joseph (5)

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

Is cited by:

GUPTA, RANGAN (3)

Esposti, Roberto (3)

Raheem, Ibrahim (2)

Cheung, Yin-Wong (2)

Salisu, Afees (2)

Ji, Qiang (2)

Vo, Xuan Vinh (2)

Huynh, Toan (1)

Andraz, Jorge (1)

Ren, Xiaohang (1)

Dar, Arif (1)

Cites to:

Sarno, Lucio (59)

Schrimpf, Andreas (34)

Menkhoff, Lukas (29)

Schmeling, Maik (29)

Verdelhan, Adrien (23)

Campbell, John (22)

Jagannathan, Ravi (18)

Roussanov, Nikolai (17)

Lustig, Hanno (16)

French, Kenneth (16)

Nagel, Stefan (16)

Main data

Where Ryuta Sakemoto has published?

Journals with more than one article published	# docs
Finance Research Letters	4
Journal of International Financial Markets, Institutions and Money	3
Journal of International Money and Finance	2

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	6

Recent works citing Ryuta Sakemoto (2024 and 2023)

Year	Title of citing document
2023	ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260. Full description at Econpapers \|\| Download paper
2023	Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346. Full description at Econpapers \|\| Download paper
2023	Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers \|\| Download paper
2023	Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control. (2023). Acharya, Dipesh ; Mizukami, Daiki ; Nakagawa, Kei ; Kubo, Kenji. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000132. Full description at Econpapers \|\| Download paper
2023	Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486. Full description at Econpapers \|\| Download paper
2023	Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers \|\| Download paper
2023	Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061. Full description at Econpapers \|\| Download paper
2023	Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582. Full description at Econpapers \|\| Download paper
2023	On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver. (2023). Dar, Arif ; Bhanja, Niyati ; Paul, Manas. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003409. Full description at Econpapers \|\| Download paper
2023	The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China. (2023). Li, Jie ; Zhang, Tianding ; Qian, Chenqi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006153. Full description at Econpapers \|\| Download paper
2023	Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches. (2023). Kartal, Mustafa ; Ayhan, Fatih ; Kevser, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09484-x. Full description at Econpapers \|\| Download paper
2023	Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6. Full description at Econpapers \|\| Download paper

Works by Ryuta Sakemoto:

Year	Title	Type	Cited
2019	Currency carry trades and the conditional factor model In: International Review of Financial Analysis. [Full Text][Citation analysis]	article	1
2018	Do precious and industrial metals act as hedges and safe havens for currency portfolios? In: Finance Research Letters. [Full Text][Citation analysis]	article	25
2022	Cryptocurrency network factors and gold In: Finance Research Letters. [Full Text][Citation analysis]	article	2
2022	Market uncertainty and correlation between Bitcoin and Ether In: Finance Research Letters. [Full Text][Citation analysis]	article	2
2023	Do commodity factors work as inflation hedges and safe havens? In: Finance Research Letters. [Full Text][Citation analysis]	article	0
2018	Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis]	article	6
2016	Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2021	The conditional volatility premium on currency portfolios In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis]	article	2
2023	The long-run risk premium in the intertemporal CAPM: International evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis]	article	0
2022	The time-varying risk price of currency portfolios In: Journal of International Money and Finance. [Full Text][Citation analysis]	article	0
2019	Carry trades and commodity risk factors In: Journal of International Money and Finance. [Full Text][Citation analysis]	article	6
2017	Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2018	Co-movement between equity and bond markets In: International Review of Economics & Finance. [Full Text][Citation analysis]	article	8
2020	Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping In: Asia-Pacific Financial Markets. [Full Text][Citation analysis]	article	0
2023	Time-varying ambiguity shocks and business cycles In: KIER Working Papers. [Full Text][Citation analysis]	paper	0
2020	Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals In: European Review of Agricultural Economics. [Full Text][Citation analysis]	article	7
2017	Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	paper
2018	The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market In: Economics and Business Letters. [Full Text][Citation analysis]	article	1
2021	Economic Evaluation of Cryptocurrency Investment In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2017	The Time-Varying Risk Price of Currency Carry Trades In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2020	The Conditional Risk and Return Trade-Off on Currency Portfolios In: MPRA Paper. [Full Text][Citation analysis]	paper	0
	Commodity Correlation Risk In: Working Papers. [Citation analysis]	paper	0
2023	COVID-19 and the forward-looking stock-bond return relationship In: Applied Economics Letters. [Full Text][Citation analysis]	article	0
2023	Dynamic allocations for currency investment strategies In: The European Journal of Finance. [Full Text][Citation analysis]	article	0
2022	Multi?scale inter?temporal capital asset pricing model In: International Journal of Finance & Economics. [Full Text][Citation analysis]	article	0
2023	Commodity momentum decomposition In: Journal of Futures Markets. [Full Text][Citation analysis]	article	0