Commodity priceCommodity price comovement2017.01risk factorCurrency Portfolios2014.09 

Photograph

Name

SAKEMOTO Ryuta

Affiliation

Graduate School of Humanities and Social Sciences

Title

Associate Professor

Sex

male

E-mail address

E-mail address

Research areas, keyword

Finance, International Finance, Financial Econometrics

Research Subject 【 display / non-display

  • Subject:Commodity price comovement

    Object:

  • Subject:Currency Portfolios

 
 

Research Achievement (Published Thesis) 【 display / non-display

  • Subject:Carry trades and commodity risk factors

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of International Money and Finance , vol.96 (p.121 - 129)

    Publish date:2019.09

    Author:Byrne, J.P., Ibrahim, B., Sakemoto, R.

    Co-writerThe multiple authorship

  • Subject:Common information in carry trade risk factors

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of International Financial Markets, Institutions and Money , vol.52 (p.37 - 47)

    Publish date:2018.01

    Author:Byrne, J.P., Ibrahim, B., Sakemoto, R.

    Co-writerThe multiple authorship

  • Subject:Currency carry trades and the conditional factor model

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:International Review of Financial Analysis , vol.63 (p.198 - 208)

    Publish date:2019.05

    Author:Sakemoto, R.

    Co-writerThe simple work

  • Subject:Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Asia-Pac Financ Markets , vol.27 (p.325 - 342)

    Publish date:2020.08

    Author:Ito, K., Sakemoto, R.

    Co-writerThe multiple authorship

    DOI:https://doi.org/10.1007/s10690-019-09295-z

  • Subject:多重解像度解析を用いた株式市場の将来予想と構造解明

    Language:Japanese

    Kind of Publishing:Academic Journal

    Journal name:現代ファイナンス , vol.42 (p.71 - 89)

    Publish date:2020.07

    Author:瀬之口潤輔,小畑崇弘氏,酒本隆太,倉橋節也

    Co-writerThe multiple authorship

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