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Publications by Ryuta Sakemoto

Carry Trades and Commodity Risk Factors

SSRN Electronic Journal

English

The Intertemporal Relation Between Expected Returns and Conditional Correlations Between Precious Metals and the Stock Market

Economics and Business Letters

International Management

English

Related publications

Solvency Risk Premia and the Carry Trades

SSRN Electronic Journal

English

Carry Trades and Global Foreign Exchange Volatility

Journal of Finance

English

Carry Trades and the Performance of Currency Hedge Funds

Journal of International Money and Finance

English

Broker-Dealer Risk Appetite and Commodity Returns

Journal of Financial Econometrics

English

Risk Premia and Seasonality in Commodity Futures

SSRN Electronic Journal

English

Risk Premia and Seasonality in Commodity Futures

Journal of Applied Econometrics

Social Sciences

English

Broker-Dealer Risk Appetite and Commodity Returns

SSRN Electronic Journal

English

Systemic Risk, Aggregate Demand, and Commodity Prices

IMF Working Papers

English

Systemic Risk, Aggregate Demand, and Commodity Prices

English