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~person:"Sakemoto, Ryuta"
~subject:"EU countries"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Systematic review"
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Search: subject:"Capital income"
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Risikoprämie
Capital income
10
Kapitaleinkommen
10
Estimation
6
Risk premium
6
Schätzung
6
CAPM
5
Currency speculation
5
Devisenmarkt
5
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5
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4
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Conditional factor model
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Article in journal
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Sakemoto, Ryuta
Zaremba, Adam
25
Gupta, Rangan
15
Wohar, Mark E.
13
Long, Huaigang
10
Bali, Turan G.
9
Zhou, Hao
9
Bollerslev, Tim
8
Cakici, Nusret
8
Demirer, Rıza
8
Garcia, René
8
Nitschka, Thomas
7
Timmermann, Allan
7
Wagner, Niklas F.
7
Wang, Junbo
7
Wang, Yudong
7
Almeida, Caio
6
Ardison, Kym
6
Bekaert, Geert
6
Floros, Christos
6
Guo, Hui
6
Maio, Paulo
6
Rubio, Gonzalo
6
Sousa, Ricardo M.
6
Vicente, Jose
6
Wu, Chunchi
6
Byrne, Joseph P.
5
Caporale, Guglielmo Maria
5
Fabozzi, Frank J.
5
Gillas, Konstantinos Gkillas
5
Guidolin, Massimo
5
Harvey, Campbell R.
5
Jacobs, Kris
5
Jiang, Yuexiang
5
Kang, Jangkoo
5
Lee, Changjun
5
Moskowitz, Tobias J.
5
Nonejad, Nima
5
Prokopczuk, Marcel
5
Scaillet, Olivier
5
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Journal of international financial markets, institutions & money
3
Journal of international money and finance
2
International journal of finance & economics : IJFE
1
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ECONIS (ZBW)
6
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1
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
2
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:
3
Multi-scale inter-temporal capital asset pricing model
Sakemoto, Ryuta
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4298-4317
Persistent link: https://www.econbiz.de/10013461328
Saved in:
4
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:
5
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:
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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