Updated on 2022/10/01

写真a

 
SAKEMOTO Ryuta
 
Organization
Faculty of Humanities and Social Sciences Associate Professor
Position
Associate Professor
External link

Degree

  • Ph.D. in Economics ( 2018.6   Heriot-Watt University )

Research Interests

  • Risk Factor

  • Currency Portfolio

  • Commodity Price

  • Carry Trade

  • Market Co-movement

  • Market Uncertainty

  • Time-varying model

  • Factor Model

Research Areas

  • Humanities & Social Sciences / Money and finance  / Asset Pricing

Education

  • Heriot-Watt University   School of Social Science   Economics

    2014.9 - 2017.10

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    Country: United Kingdom

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  • University of Exeter   Business School   Economics and Econometrics

    2013.9 - 2014.8

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    Country: United Kingdom

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  • University of Tsukuba   ビジネス科学研究科   経営システムコース

    2011.4 - 2013.3

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    Country: Japan

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  • The University of Tokyo   公共政策大学院   経済政策

    2007.4 - 2009.3

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    Country: Japan

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  • Keio University   商学部  

    2003.4 - 2007.3

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Research History

  • Okayama University   Graduate School of Humanities and Social Sciences   Associate Professor

    2020.4

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    Country:Japan

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  • YJFX, Inc

    2018.1 - 2020.3

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  • Daiwa SB Investments Ltd. Tokyo

    2009.4 - 2013.8

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    Country:Japan

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Professional Memberships

  • European Finance Association

    2021.1

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  • Financial Management Association

    2021.1

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  • 日本ファイナンス学会

    2020.4

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  • 日本金融・証券計量・工学学会

    2020.4

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Papers

  • Dynamic allocations for currency investment strategies Reviewed

    Kei Nakagawa, Ryuta Sakemoto

    The European Journal of Finance   1 - 22   2022.8

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:Informa UK Limited  

    DOI: 10.1080/1351847x.2022.2100715

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  • The Time-Varying Risk Price of Currency Portfolios Reviewed

    Joseph P. Byrne, Boulis Maher Ibrahim, Ryuta Sakemoto

    Journal of International Money and Finance   102636 - 102636   2022.3

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:Elsevier BV  

    DOI: 10.1016/j.jimonfin.2022.102636

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  • The conditional volatility premium on currency portfolios Reviewed

    Joseph P. Byrne, Ryuta Sakemoto

    Journal of International Financial Markets, Institutions and Money   74   101415 - 101415   2021.9

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    Publishing type:Research paper (scientific journal)   Publisher:Elsevier BV  

    DOI: 10.1016/j.intfin.2021.101415

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  • Carry trades and commodity risk factors Reviewed

    Joseph P. Byrne, Boulis Maher Ibrahim, Ryuta Sakemoto

    Journal of International Money and Finance   96   121 - 129   2019.9

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:ELSEVIER SCI LTD  

    © 2019 This paper investigates the importance of commodity prices for the returns of currency carry trade portfolios. We adopt a recently developed empirical factor model to capture commodity commonalities and heterogeneity. Agricultural material and metal price risk factors are found to have explanatory power on the cross-section of currency returns, while commodity common and oil factors do not. Although stock market risk is strongly linked to currencies in developed countries, the agricultural material factor is more important for emerging currencies compared to the stock market factor. This suggests that emerging currencies are somewhat segmented from a common financial market shock.

    DOI: 10.1016/j.jimonfin.2019.04.004

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  • Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals Reviewed

    Joseph P Byrne, Ryuta Sakemoto, Bing Xu

    European Review of Agricultural Economics   2019.5

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1093/erae/jbz017

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  • Currency carry trades and the conditional factor model Reviewed

    Ryuta Sakemoto

    International Review of Financial Analysis   63   198 - 208   2019.5

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    Language:English   Publishing type:Research paper (scientific journal)  

    © 2019 Elsevier Inc. This study employs a conditional factor model in order to investigate the time-varying profitability of currency carry trades. To that end, I estimate conditional alphas and betas on the popular dollar and carry factors through the use of a nonparametric approach. The empirical results illustrate that the alphas and betas vary over time. Furthermore, I find that the alpha of a high interest rate currency portfolio increases in a trough in a business cycle and in a state of high market uncertainty. However, the beta on the dollar factor decreases in these market conditions, suggesting that investors reduce the foreign currency risk exposure.

    DOI: 10.1016/j.irfa.2019.03.007

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  • Common information in carry trade risk factors Reviewed

    Joseph P. Byrne, Boulis Maher Ibrahim, Ryuta Sakemoto

    Journal of International Financial Markets, Institutions and Money   52   37 - 47   2018.1

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:ELSEVIER SCIENCE BV  

    © 2017 Elsevier B.V. Carry returns have been widely observed in the FX market. This study exploits the common information embedded in several factors previously identified as relevant to carry trade returns. We find that the extracted common factor successfully models the time series and cross-sectional characteristics of carry returns. Empirical evidence is presented that the common factor produces smaller pricing errors than other well known factors, such as innovations of exchange rate volatility and the downside stock market excess return. Our results also suggest that stock market risk is somewhat segmented from FX market risk.

    DOI: 10.1016/j.intfin.2017.11.003

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  • Market uncertainty and correlation between Bitcoin and Ether Reviewed

    Kei Nakagawa, Ryuta Sakemoto

    Finance Research Letters   103216 - 103216   2022.8

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:Elsevier BV  

    DOI: 10.1016/j.frl.2022.103216

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  • El Niño and Commodity Prices: New Findings From Partial Wavelet Coherence Analysis Reviewed

    Cai, Xiaojing, Sakemoto, Ryuta

    Frontiers in Environmental Science   2022 ( 10 )   2022.5

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    Language:English  

    DOI: 10.3389/fenvs.2022.893879

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  • 機械学習による為替フォワード取引期間の判別モデルおよび運用シミュレーション Reviewed

    雉子波 晶, 杉本 誠忠, 酒本 隆太, 鈴木 智也

    ジャフィー・ジャーナル   2022 ( 20 )   22 - 40   2022.4

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    Language:Japanese  

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  • COVID-19 and the forward-looking stock-bond return relationship Reviewed

    Xiaojing Cai, Yingnan Cong, Ryuta Sakemoto

    Applied Economics Letters   1 - 5   2021.9

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:Informa UK Limited  

    The COVID-19 pandemic has caused stock market crashes and collapse of economic activities in many countries. As a result, many investors changed their stock and bond market expectations. This study investigates whether the number of COVID-19 confirmed cases influences the forward-looking stock-bond correlations. We apply a quantile approach that is beneficial to explore non-linear relationships between the forward-looking stock-bond return correlations and the COVID-19 cases. The correlations are estimated using the DCC-GARCH model for 21 financial markets from three regions (North American, Asia-Pacific, and Europe). We present empirical evidence that there are heterogeneous responses across regions and countries. Specifically, the negative stock-bond correlations weaken as the number of COVID-19 cases in the regions of North America (the U.S. and Canada) and Asia-Pacific (Australia and Japan) increases. Our results suggest that the number of COVID-19 cases is not important. Investors sell risky stocks and buy safe Treasury bonds at the beginning of the pandemic, while they adjust their portfolios risk levels when they obtain more information. Our result also highlights that this pattern is not observed in European countries.

    DOI: 10.1080/13504851.2021.1985060

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  • Cryptocurrency network factors and gold Reviewed

    Kei Nakagawa, Ryuta Sakemoto

    Finance Research Letters   102375 - 102375   2021.8

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    Publishing type:Research paper (scientific journal)   Publisher:Elsevier BV  

    DOI: 10.1016/j.frl.2021.102375

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  • 国内輸入に伴う貿易通貨比率とゴトオビアノマリーの関係 Reviewed

    秋山 朋也, 酒本 隆太, 杉本 誠忠, 鈴木 智也

    ジャフィー・ジャーナル   19   57 - 78   2021.4

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    Language:Japanese   Publishing type:Research paper (scientific journal)  

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  • Multi‐scale inter‐temporal capital asset pricing model Reviewed

    Ryuta Sakemoto

    International Journal of Finance & Economics   2020.12

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    Publishing type:Research paper (scientific journal)  

    DOI: 10.1002/ijfe.2372

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  • Stock Market Prediction and Structural Change: Wavelet Approach Reviewed

    Senoguchi, J, Obata, T, Sakemoto. R, Kurahashi, S

    Gendai Finance   42   71 - 89   2020.7

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

    Katsuya Ito, Ryuta Sakemoto

    Asia-Pacific Financial Markets   2019

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    Publishing type:Research paper (scientific journal)  

    © 2019, Springer Japan KK, part of Springer Nature. This paper investigates the lead–lag relationships in high-frequency data. We propose multinomial dynamic time warping (MDTW) that deals with non-synchronous observation, vast data, and time-varying lead–lag. MDTW directly estimates the lead–lags without lag candidates. Its computational complexity is linear with respect to the number of observation and it does not depend on the number of lag candidates. The experiments adopting artificial data and market data illustrate the effectiveness of our method compared to the existing methods.

    DOI: 10.1007/s10690-019-09295-z

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  • The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market Reviewed

    Ryuta Sakemoto

    Economics and Business Letters   7 ( 1 )   24 - 35   2018.3

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    Publishing type:Research paper (scientific journal)  

    © 2018, Oviedo University Press. All rights reserved. This study explores whether conditional correlations between precious metals and stock markets impact upon expected returns on precious metals. The empirical evidence presents that there is no significant trade–off between conditional correlations and expected returns. This study reveals that the impacts of conditional correlation are dependent upon the level of the expected returns. Interestingly, high absolute values of conditional correlations lead to increases in expected returns, suggesting that the unstable cross-asset market condition is associated with the expected returns. This result is due to a safe haven property for precious metals, and the impact is stronger on silver than on gold.

    DOI: 10.17811/ebl.7.1.2018.24-35

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  • Do precious and industrial metals act as hedges and safe havens for currency portfolios? Reviewed

    Ryuta Sakemoto

    Finance Research Letters   24   256 - 262   2018.3

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    Publishing type:Research paper (scientific journal)   Publisher:Elsevier {BV}  

    © 2017 Elsevier Inc. This study explores whether metals act as hedges and safe havens for currency investing portfolios. Three widely used currency investment strategies: carry, momentum and value are adopted. The empirical results argue that gold and silver do exhibit hedge and safe haven properties for all three strategies. Silver works as a strong hedge during extreme market conditions. However, these hedge and safe haven properties became weaker after the year 2000. We also find that industrial metals do not work as either hedges or safe havens for carry portfolios.

    DOI: 10.1016/j.frl.2017.09.011

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  • Co-movement between equity and bond markets Reviewed

    Ryuta Sakemoto

    International Review of Economics and Finance   53   25 - 38   2018.1

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    Publishing type:Research paper (scientific journal)   Publisher:Elsevier {BV}  

    © 2017 Elsevier Inc. This study explores the co-movement between equity and bond markets and decomposes it into the equity-bond, equity, and bond co-movements. Moreover, the estimation method captures the heterogeneity between developed and emerging equity markets. It reveals that both equity-bond and equity co-movements are important for the developed equity markets. Although the idiosyncratic component plays a substantial role in the emerging equity and bond markets, the global financial crisis has impacted on the co-movement of the emerging equity markets, while does not have an effect on that of the emerging bond markets. The co-movements depend upon market uncertainty measured by VIX.

    DOI: 10.1016/j.iref.2017.10.013

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  • The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries Reviewed

    Ryuta Sakemoto

    International Journal of Financial Research   8 ( 2 )   40 - 40   2017.2

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    Publishing type:Research paper (scientific journal)   Publisher:Sciedu Press  

    DOI: 10.5430/ijfr.v8n2p40

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  • Dynamic Conditional Correlations in International Stock Market Reviewed

    52 ( 2 )   64 - 71   2014.2

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MISC

  • Macro factors in the returns on cryptocurrencies

    Kei Nakagawa, Ryuta Sakemoto

    SSRN Electronic Journal   2021.4

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    Language:English   Publisher:Elsevier BV  

    DOI: 10.2139/ssrn.3749918

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  • COVID-19 and the Forward-Looking Stock-Bond Return Relationship

    Xiaojing Cai, Yingnan Cong, Ryuta Sakemoto

    SSRN Electronic Journal   2021.3

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    Language:English   Publisher:Elsevier BV  

    DOI: 10.2139/ssrn.3820642

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  • Risk-Return Trade-Off on the Currency Portfolios

    Joseph Byrne, Ryuta Sakemoto

    SSRN Electronic Journal   2021.1

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    Language:English   Publisher:Elsevier BV  

    DOI: 10.2139/ssrn.3231564

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  • Economic Evaluation of Cryptocurrency Investment

    Ryuta Sakemoto

    SSRN Electronic Journal   2021.1

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    Language:English   Publisher:Elsevier BV  

    DOI: 10.2139/ssrn.3694404

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  • 近年の通貨投資に関する研究動向

    酒本隆太

    岡山大学経済学会雑誌   52 ( 2 )   25 - 32   2020.11

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    Authorship:Lead author   Language:Japanese   Publishing type:Article, review, commentary, editorial, etc. (bulletin of university, research institution)  

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  • What is a Hedge or Safe Haven Asset for Bitcoin Investors?

    SAKEMOTO Ryuta, HO Alden, ICHIKAWA Yoshihiko

    Proceedings of the Annual Conference of JSAI   2019 ( 0 )   2O3J1303 - 2O3J1303   2019

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    Language:Japanese   Publisher:The Japanese Society for Artificial Intelligence  

    <p>This paper investigates a hedge and safe haven asset for Bitcoin investors. Bitcoin has been receiving high attention from finance investors because of its high upside return and volatility. The recent finance literature focused upon Bitcoin characteristics as an alternative asset. We take Bitcoin investors' perspectives and consider how to manage the high volatility of Bitcoin. We employ the definitions of hedge and safe haven based on the finance literature and conduct the respective statistical analyses. Our definition distinguishes a weak and strong hedge (safe haven). Our empirical results show that traditional assets such as global equities and global bonds are weak hedges for Bitcoin. Furthermore, we observe that gold acts as a strong hedge against Bitcoin during an extreme bearish Bitcoin market, although the impact is marginal. There is no strong safe haven asset identified in our data period. Our results imply that the fundamental value of Bitcoin is still unclear, and it is difficult for Bitcoin investors to manage their portfolio risk.</p>

    DOI: 10.11517/pjsai.JSAI2019.0_2O3J1303

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  • Global Eye(39)Msc and PhD

    33 ( 2 )   240 - 243   2018.3

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  • The Time-Varying Risk Price of Currency Carry Trades

    Byrne, Joseph P, Ibrahim, Boulis Maher, Sakemoto, Ryuta

    MPRA Paper   80788   2017

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    Language:English  

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Presentations

  • Risk Premium Decomposition and the Output Gap

    Ryuta Sakemoto

    The 30th Anniversary Annual Meeting of the Nippon Finance Association  2022.6.4 

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    Event date: 2022.6.4 - 2022.6.5

    Language:English   Presentation type:Oral presentation (general)  

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  • Economic evaluation of cryptocurrency investment

    Ryuta Sakemoto

    Annual Event of Finance Research Letters  2022.4.22 

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    Event date: 2022.4.21 - 2022.4.22

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  • The Long-run Risk Premium in the ICAPM: International Evidence

    2022 Asian Finance Association Annual Conference  2022.6.28 

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  • The Long-run Risk Premium in the ICAPM: International Evidence

    Ryuta Sakemoto

    NFA 3rd Fall Conference  2021.11.20 

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  • Risk-return Trade-off on the Currency Portfolios

    Ryuta Sakemoto

    27th Annual Conference of Nippon Finance Association  2019.6.22 

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  • What is a Hedge or Safe Haven Asset for Bitcoin Investors?

    Ryuta Sakemoto

    The 33rd Annual Conference of the Japanese Society for Artificial Intelligence  2019.6.5 

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  • Risk-return Trade-off on the Currency Portfolios

    Ryuta Sakemoto

    2018.8.25 

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  • Time-Varying Risk Price of Currency Carry Trades

    Ryuta sakemoto

    26th Annual Conference of Nippon Finance Association  2018.6.24 

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  • Currency Carry Trades and the Conditional Factor Model

    Ryuta Sakemoto

    7th International Conference of the Financial Engineering and Banking Society  2017.6.2 

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  • Currency Carry Trades and the Conditional Factor Model

    Ryuta Sakemoto

    Workshop on Financial Econometrics and Empirical Modeling of Financial Markets  2017.4.20 

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  • Time-Varying Risk Price of Currency Carry Trades

    Ryuta Sakemoto

    Royal Economic Society 2017 Annual Conference  2017.4.11 

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    Presentation type:Oral presentation (general)  

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  • Time-Varying Risk Price and Currency Carry Trades

    Ryuta Sakemoto

    Money, Macro, and Finance Research Group 48th Annual Conference  2016.9.8 

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  • Currency Carry Trades and Risk Factors: A Dynamic Hierarchical Factor Model Approach

    Ryuta Sakemoto

    Money, Macro, and Finance Research Group 47th Annual Conference  2015.9.10 

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  • Currency Carry Trades and Risk Factors: A Dynamic Hierarchical Factor Model Approach

    Ryuta Sakemoto

    PhD conference in Monetary and Financial Economics  2015.6.27 

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  • Currency Carry Trades and Risk Factors: A Dynamic Hierarchical Factor Model Approach

    Ryuta Sakemoto

    2nd Young Finance Scholar’s Conference  2015.6.25 

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  • Dynamic Conditional Correlations in International Stock Market

    39th Annual Meeting of Japanese Association of Financial Econometrics and Engineering  2013.8.4 

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Awards

  • 2019 JAFEE Best Paper Award for Young Researchers

    2020.4   The Japanese Association of Financial Econometrics and Engineering   Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping

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  • Exeter Business School Dean’s Commendation

    2015.1   University of Exeter  

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  • Master in Public Policy with Distinction

    2009.3   University of Tokyo, Graduate School of Public Policy  

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Research Projects

  • Macroeconomic conditions and risk management for portfolios

    Grant number:22K13430  2022.04 - 2024.03

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research Grant-in-Aid for Early-Career Scientists  Grant-in-Aid for Early-Career Scientists

    酒本 隆太

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    Grant amount:\4420000 ( Direct expense: \3400000 、 Indirect expense:\1020000 )

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  • 金融市場におけるリスク・リターンの研究

    Grant number:20K22092  2020.09 - 2022.03

    日本学術振興会  科学研究費助成事業 研究活動スタート支援  研究活動スタート支援

    酒本 隆太

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    Grant amount:\2860000 ( Direct expense: \2200000 、 Indirect expense:\660000 )

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Class subject in charge

  • Corporate Finance (2021academic year) 1st and 2nd semester  - 火10

  • Corporate Finance (2021academic year) 1st and 2nd semester  - 火10

  • Corporate Finance 1 (2021academic year) Prophase  - 火5

  • Corporate Finance I (2021academic year) 1st and 2nd semester  - 月5~6

  • Corporate Finance II (2021academic year) 3rd and 4th semester  - 木5~6

  • Corporate Finance II (2021academic year) 3rd and 4th semester  - 木5~6

  • コーポレートファイナンス論 (2021academic year) 特別  - その他

  • コーポレートファイナンス論演習1 (2021academic year) 特別  - その他

  • コーポレートファイナンス論演習2 (2021academic year) 特別  - その他

  • Finance I (2021academic year) Prophase  - 火5

  • Finance 1 (2021academic year) Prophase  - 火5

  • Graduation Research Seminar (2021academic year) 1st and 2nd semester  - その他

  • Graduation Research Seminar (2021academic year) 3rd and 4th semester  - その他

  • Seminar (2021academic year) 1st and 2nd semester  - 月7~8

  • Seminar (2021academic year) 3rd and 4th semester  - 月7~8

  • Basic Seminar (2021academic year) Fourth semester  - 火7~8

  • Current Topics on Local Public Sector (2021academic year) 3rd and 4th semester  - 水5~6

  • Current Topics on Local Public Sector (2021academic year) 3rd and 4th semester  - 水5~6

  • Business Executive Seminar (2021academic year) Late  - 木6

  • Business Executive Seminar (2021academic year) Late  - 木6

  • Challenge Seminar 1(Division of Management Sciences) (2021academic year) Prophase  - その他

  • Challenge Seminar 2(Division of Management Sciences) (2021academic year) Prophase  - その他

  • Corporate Finance II (2020academic year) Fourth semester  - 木5,木6

  • Seminar on Corporate Finance B (2020academic year) 3rd and 4th semester  - 木9

  • コーポレートファイナンス1 (2020academic year) 前期  - 火5

  • コーポレートファイナンス2 (2020academic year) 後期  - 月6

  • Corporate Finance I (2020academic year) 1st and 2nd semester  - [第1学期]月5,月6, [第2学期]月1,月2

  • Finance I (2020academic year) Prophase  - 火5

  • FinanceⅡ (2020academic year) Late  - 月6

  • Finance 1 (2020academic year) Prophase  - 火5

  • Finance 2 (2020academic year) Late  - 月6

  • Graduation Research Seminar (2020academic year) 1st and 2nd semester  - その他

  • Graduation Research Seminar (2020academic year) 3rd and 4th semester  - その他

  • Seminar (2020academic year) 1st and 2nd semester  - 火7,火8

  • Seminar (2020academic year) 3rd and 4th semester  - 月7,月8

  • Basic Seminar (2020academic year) 1st semester  - 月7,月8

  • Basic Seminar (2020academic year) Third semester  - 火7,火8

  • Basic Seminar (2020academic year) Fourth semester  - 火7,火8

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Media Coverage

  • FXで分散投資はできるのか? Internet

    エモーショナルリンク合同会社  https://emotional-link.co.jp/sakemoto-prof/  2022.8

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  • 「コモディティ価格」って何?投資をする上で知っておくべきこととは Internet

    株式会社キュービック  money focus  https://hoken-room.jp/money/moneyfocus/acd002  2021.8

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  • 「コモディティ価格」って何?投資をする上で知っておくべきこととは Internet

    株式会社キュービック  エフプロ  https://www.fx-cube.jp/content/i033  2021.4

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Academic Activities

  • Peer Review

    Role(s):Peer review

    Journal of Applied Economics  2022.8

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    Journal of International Money and Finance  2022.8

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  • Peer Review

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    Finance Research Letters  2022.4

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  • Peer Review

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    Journal of International Financial Markets, Institutions & Money  2022.3

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  • Peer Review

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    JAFEE Journal  2022.3

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  • Peer Review

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    2021.9

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  • Peer Review

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    Applied Economics  2021.9

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  • Peer review

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    2021.8.20

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  • peer review

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    Asia-Pacific Financial Markets  2021.8.4

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  • Peer Review

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    2021.7.31

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  • PhD thesis external examiner

    Role(s):Review, evaluation

    Tohoku university graduate school of economics and management  2021.7

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    Type:Scientific advice/Review 

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  • Peer Review

    Role(s):Peer review

    2021.5.21

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  • Grant review

    Role(s):Review, evaluation

    Xi'an Jiaotong-Liverpool University  2021.5.3

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  • Peer review

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    Journal of International Financial Markets, Institutions and Money  2021.4.20

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  • Peer Review

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    Journal of International Money and Finance  2021.2.26

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  • Peer review

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    The Indian Economic Journal  2021.1.21

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    International Review of Economics and Finance  2021.1.8

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  • Peer Review

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    Asia-Pacific Financial Markets  2020.12.26

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  • Refereeing

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    Finance Research Letters  2020.11.19

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  • Peer Review

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    North American Journal of Economics and Finance  2020.5.1

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  • Peer Review

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    Journal of Multinational Financial Management  2020.3.25

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  • Peer Review

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    Research in International Business and Finance  2019.12.19

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  • Peer Review

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    Financial Innovation  2019.12.1

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  • Peer Review

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    Journal of International Money and Finance  2019.9.1

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  • Peer Review

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    Economics and Business Letters  2019.7.24

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  • Peer Review

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    Japanese Economic Review  2019.3.24

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  • Peer Review

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    Emerging Markets Finance and Trade  2017.11.3

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