• 10 Citations
  • 2 h-Index
20182020

Research output per year

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Fingerprint Dive into the research topics where Ryuta Sakemoto is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output

  • 10 Citations
  • 2 h-Index
  • 7 Article

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

Ito, K. & Sakemoto, R., Sep 1 2020, In : Asia-Pacific Financial Markets. 27, 3, p. 325-342 18 p.

Research output: Contribution to journalArticle

  • Carry trades and commodity risk factors

    Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Sep 2019, In : Journal of International Money and Finance. 96, p. 121-129 9 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Currency carry trades and the conditional factor model

    Sakemoto, R., May 2019, In : International Review of Financial Analysis. 63, p. 198-208 11 p.

    Research output: Contribution to journalArticle

  • Common information in carry trade risk factors

    Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Jan 2018, In : Journal of International Financial Markets, Institutions and Money. 52, p. 37-47 11 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Co-movement between equity and bond markets

    Sakemoto, R., Jan 2018, In : International Review of Economics and Finance. 53, p. 25-38 14 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)