Ryuta Sakemoto. The long-run risk premium in the intertemporal CAPM: International evidence. Journal of International Financial Markets, Institutions and Money. 2023. 89. 101854-101854
Kei Nakagawa, Ryuta Sakemoto. Do commodity factors work as inflation hedges and safe havens?. Finance Research Letters. 2023. 104585-104585
Kei Nakagawa, Ryuta Sakemoto. Dynamic allocations for currency investment strategies. The European Journal of Finance. 2023. 1-22
Kei Nakagawa, Ryuta Sakemoto. Macro Factors in the returns on Cryptocurrencies. Applied Finance Letters,. 2023. 11. 146-158
Hiroaki Shirokawa, Kohei Yamaguchi, Takahiro Obata, Ryuta Sakemoto. Term Structures of Volatility Risk Premiums in the USD Interest Rate Swaption Market During the Unconventional Monetary Policy and Pandemic Eras. SSRN Electronic Journal. 2024
Yasuhiro Iwanaga, Ryuta Sakemoto. Cross-momentum strategies in the equity futures and currency markets. SSRN Electronic Journal. 2023
Takao Asano, Xiaojing Cai, Ryuta Sakemoto. Time-Varying Ambiguity Shocks and Business Cycles. SSRN Electronic Journal. 2023
Ryuta Sakemoto. Risk Premium Decomposition and the Output Gap. SSRN Electronic Journal. 2023