5
H index
1
i10 index
73
Citations
Ryuta Sakemoto : Citation Profile
Hokkaido University | RESEARCH PRODUCTION: 24 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2016 - 2025). 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 |
| International Review of Financial Analysis | 3 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Journal of Futures Markets | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 6 |
Recent works citing Ryuta Sakemoto (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 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 |
| 2024 | International interest rate arbitrage: Study on a novel strategy. (2024). Feng, Xuan ; Li, Zhuoran ; Wu, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006379. Full description at Econpapers || Download paper |
| 2024 | Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls. (2024). Sermpinis, Georgios ; Sun, Xiaotong ; Stasinakis, Charalampos. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000718. Full description at Econpapers || Download paper |
| 2024 | Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827. Full description at Econpapers || Download paper |
| 2024 | Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724006056. 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 |
| 2025 | A hybrid deep learning model for cryptocurrency returns forecasting: Comparison of the performance of financial markets and impact of external variables. (2025). Jirou, Ismail ; Jebabli, Ikram ; Lahiani, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003684. Full description at Econpapers || Download paper |
| 2024 | Commodity Markets Outlook, October 2024. (2024). Bank, World. In: World Bank Publications - Books. RePEc:wbk:wbpubs:42219. Full description at Econpapers || Download paper |
Works by Ryuta Sakemoto:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2025 | Risk price decomposition and the output gap In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
| 2019 | Currency carry trades and the conditional factor model In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2024 | Commodity sectors and factor investment strategies In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2025 | Conditional currency momentum portfolios In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | Do precious and industrial metals act as hedges and safe havens for currency portfolios? In: Finance Research Letters. [Full Text][Citation analysis] | article | 29 |
| 2022 | Cryptocurrency network factors and gold In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2022 | Market uncertainty and correlation between Bitcoin and Ether In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 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 | 8 |
| 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: 8 | 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 |
| 2025 | USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras 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 February, 4 2025. Contact: CitEc Team