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~person:"Sakemoto, Ryuta"
~source:"econis"
~subject:"EU countries"
~subject:"Foreign exchange market"
~subject:"Spieltheorie"
~type:"article"
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EU countries
Foreign exchange market
Spieltheorie
Currency speculation
6
Devisenmarkt
6
Währungsspekulation
6
Capital income
5
Kapitaleinkommen
5
Exchange rate risk
4
Risikoprämie
4
Risk premium
4
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3
Currency carry trade
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Conditional factor model
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Welt
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Currency variability
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Emerging currencies
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Sakemoto, Ryuta
Della Posta, Pompeo
6
Heinemann, Frank
5
Shin, Hyun Song
5
Byrne, Joseph P.
4
Morris, Stephen
4
Orlov, Vitaly
4
Schrimpf, Andreas
4
Blenman, Lloyd P.
3
Cornand, Camille
3
Dupuy, Philippe
3
Ghosh, Dilip K.
3
Ibrahim, Boulis Maher
3
Menkhoff, Lukas
3
Olmo, Jose
3
Panayotov, George
3
Peltomäki, Jarkko
3
Reitz, Stefan
3
Rime, Dagfinn
3
Sarno, Lucio
3
Suh, Sangwon
3
Sushko, Vladyslav
3
Yin, Libo
3
Accominotti, Olivier
2
AlAli, Musaed S.
2
Beinsen, Lutz
2
Berg, Kimberly A.
2
Chen, Chih-Nan
2
Cheung, Yin-Wong
2
Cho, Dooyeon
2
Choi, Jin-ho
2
Copeland, Laurence S.
2
De Grauwe, Paul
2
Dooley, Michael P.
2
Eichengreen, Barry
2
Han, Liyan
2
Jamali, Ibrahim
2
Jeanne, Olivier
2
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2
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Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Finance research letters
1
International review of financial analysis
1
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ECONIS (ZBW)
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1
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
Saved in:
2
The conditional volatility premium on currency portfolios
Byrne, Joseph P.
;
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803308
Saved in:
3
Carry trades and commodity risk factors
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
96
(
2019
),
pp. 121-129
Persistent link: https://www.econbiz.de/10012139634
Saved in:
4
Currency carry trades and the conditional factor model
Sakemoto, Ryuta
- In:
International review of financial analysis
63
(
2019
),
pp. 198-208
Persistent link: https://www.econbiz.de/10012207443
Saved in:
5
Do precious and industrial metals act as hedges and safe havens for currency portfolios?
Sakemoto, Ryuta
- In:
Finance research letters
24
(
2018
),
pp. 256-262
Persistent link: https://www.econbiz.de/10011982595
Saved in:
6
Common information in carry trade risk factors
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011986186
Saved in:
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