"Ryuta;Sakemoto|","Multi]scale inter]temporal capital asset pricing model","International Journal of Finance and Economics","1076-9307","2020-12-07","27","","4298","4317","isVersionOf https://doi.org/10.1002/ijfe.2372","","000596778100001","https://ousar.lib.okayama-u.ac.jp/61250","10.1002/ijfe.2372" "Ryuta;Sakemoto|","wMMT Œ»‘ã‰Ý•¼—˜_“ü–åxLEƒ‰ƒ“ƒ_ƒ‹EƒŒƒCi’˜j/ ’†–ì „i‰ðàjC¼”ö ‹§i‰ðàjC“‡‘q Œ´iŠÄCC–|–ójC—é–س“¿i–|–ójC“Œ—mŒoÏV•ñŽÐ","Okayama Economic Review","2433-4146","2021-03-10","52","3","75","76","","","","https://ousar.lib.okayama-u.ac.jp/61454","" "Xiaojing;Cai|Ryuta;Sakemoto|","El Nin? and Commodity Prices: New Findings From Partial Wavelet Coherence Analysis","Frontiers In Environmental Science","2296-665X","2022-05-16","10","","893879","","isVersionOf https://doi.org/10.3389/fenvs.2022.893879","","000803025700001","https://ousar.lib.okayama-u.ac.jp/63695","10.3389/fenvs.2022.893879" "Ryuta;Sakemoto|","‹ß”N‚̒ʉݓŠŽ‘‚ÉŠÖ‚·‚錤‹†“®Œü","Okayama Economic Review","2433-4146","2020-11-06","52","2","25","32","","","","https://ousar.lib.okayama-u.ac.jp/60794","" "Yasuhiro;Iwanaga|Ryuta;Sakemoto|","Commodity momentum decomposition","Journal of Futures Markets","0270-7314","2022-10","","","","","isVersionOf https://doi.org/10.1002/fut.22382","","000862234100001","https://ousar.lib.okayama-u.ac.jp/63990","10.1002/fut.22382" "Joseph P.;Byrne|Ryuta;Sakemoto|","The Conditional Volatility Premium on Currency Portfolios","Journal of International Financial Markets, Institutions and Money","1042-4431","2021-09","74","","101415","","isVersionOf https://doi.org/10.1016/j.intfin.2021.101415","","000708244300028","https://ousar.lib.okayama-u.ac.jp/62526","10.1016/j.intfin.2021.101415" "Kei;Nakagawa|Ryuta;Sakemoto|","Do commodity factors work as inflation hedges and safe havens?","Finance Research Letters","1544-6123","2023-12","58","","104585","","isVersionOf https://doi.org/10.1016/j.frl.2023.104585","","001098482300001","https://ousar.lib.okayama-u.ac.jp/66121","10.1016/j.frl.2023.104585" "Ryuta;Sakemoto|","The long-run risk premium in the intertemporal CAPM: International evidence","Journal of International Financial Markets, Institutions and Money","1042-4431","2023-12","89","","101854","","isVersionOf https://doi.org/10.1016/j.intfin.2023.101854","","","https://ousar.lib.okayama-u.ac.jp/66122","10.1016/j.intfin.2023.101854" "Kei;Nakagawa|Ryuta;Sakemoto|","Dynamic allocations for currency investment strategies","The European Journal of Finance","1351-847X","2022-08-07","29","10","1207","1228","isVersionOf https://doi.org/10.1080/1351847x.2022.2100715","","000836972100001","https://ousar.lib.okayama-u.ac.jp/63830","10.1080/1351847x.2022.2100715"