5
H index
1
i10 index
66
Citations
Ryuta Sakemoto : Citation Profile
Hokkaido University | RESEARCH PRODUCTION: 19 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2016 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Ryuta Sakemoto. | Is cited by:
| Cites to:
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Main data
Where Ryuta Sakemoto has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 5 |
| Journal of International Money and Finance | 3 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| 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 |
| 2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
| 2024 | Connectedness across meme assets and sectoral markets: Determinants and portfolio management. (2024). Elsayed, Ahmed ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Alam, Md Kausar. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001091. 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 | The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508. 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 |
| 2024 | Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Zhang, Xindon ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414. Full description at Econpapers || Download paper |
| 2024 | Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Guesmi, Khaled ; Anwar, Rija ; Benkraiem, Ramzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647. 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 |
| 2023 | Are cryptocurrencies connected to gold? A wavelet?based quantile?in?quantile approach. (2022). Odei-Mensah, Jones ; Kumah, Seyram Pearl. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3640-3659. 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 | 26 |
| 2022 | Cryptocurrency network factors and gold In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 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 |
| 2024 | Currency portfolios and global foreign exchange ambiguity 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 | 7 |
| 2016 | Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 |
| 2024 | Cross-momentum strategies in the equity futures and currency markets 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 | 8 |
| 2017 | Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | 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 |
| 2023 | Commodity momentum decomposition In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team