| JaLCDOI | 10.18926/OER/61454 |
|---|---|
| Title Alternative | L. Randall Wray 『Modern Monetary Theory; A Primer on Macroeconomics for Sovereign Monetary Systems （2nd Edition）』 |
| FullText URL | oer_052_3_075_076.pdf |
| Author | Sakemoto, Ryuta| |
| Publication Title | Okayama Economic Review |
| Published Date | 2021-03-10 |
| Volume | volume52 |
| Issue | issue3 |
| Start Page | 75 |
| End Page | 76 |
| ISSN | 2433-4146 |
| language | 日本語 |
| Copyright Holders | Copyright © 2021 岡山大学経済学会 |
| File Version | publisher |
| Author | Sakemoto, Ryuta| |
|---|---|
| Keywords | ICAPM investment horizon risk factor risk‐aversion wavelet |
| Note | This is the peer reviewed version of the following article: Ryuta Sakemoto Multi‐scale inter‐temporal capital asset pricing model. International Journal of Finance and Economics, which has been published in final form at https://doi.org/10.1002/ijfe.2372. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. </br>This fulltext is available in Dec. 2022.| |
| Published Date | 2020-12-07 |
| Publication Title | International Journal of Finance and Economics |
| Publisher | Wiley |
| ISSN | 1076-9307 |
| NCID | AA11086772 |
| Content Type | Journal Article |
| language | 英語 |
| OAI-PMH Set | 岡山大学 |
| File Version | author |
| DOI | 10.1002/ijfe.2372 |
| Web of Science KeyUT | 000596778100001 |
| Related Url | isVersionOf https://doi.org/10.1002/ijfe.2372 |
| JaLCDOI | 10.18926/OER/60794 |
|---|---|
| Title Alternative | Recent Trends in Currency Investment |
| FullText URL | oer_052_2_025_032.pdf |
| Author | Sakemoto, Ryuta| |
| Abstract | This paper surveys the recent trends in currency investment. In particular, this paper focuses upon strategies which employ cross-sectional information across countries. First, I introduce a carry trade that is the most popular investment strategy. Next, I explain developments of momentum and value strategies. Then, the other strategies are classifi ed into two groups. The former group exploits macroeconomic information such external debts and output growth. The latter group employs information in fi nancial markets such as term spreads and cross-sectional spot exchange rate return correlations. Finally, I describe two future research directions. |
| Publication Title | Okayama Economic Review |
| Published Date | 2020-11-06 |
| Volume | volume52 |
| Issue | issue2 |
| Start Page | 25 |
| End Page | 32 |
| ISSN | 2433-4146 |
| language | 日本語 |
| Copyright Holders | Copyright © 2020 岡山大学経済学会 |
| File Version | publisher |
