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