| Do precious and industrial metals act as hedges and safe havens for currency portfolios? R Sakemoto Finance Research Letters 24, 256-262, 2018 | 45 | 2018 |
| Carry trades and commodity risk factors JP Byrne, BM Ibrahim, R Sakemoto Journal of International Money and Finance 96, 121-129, 2019 | 24 | 2019 |
| Co-movement between equity and bond markets R Sakemoto International Review of Economics & Finance 53, 25-38, 2018 | 22 | 2018 |
| Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals JP Byrne, R Sakemoto, B Xu European Review of Agricultural Economics 47 (2), 499-528, 2020 | 20 | 2020 |
| Cryptocurrency network factors and gold K Nakagawa, R Sakemoto Finance Research Letters 46, 102375, 2022 | 18 | 2022 |
| Common information in carry trade risk factors JP Byrne, BM Ibrahim, R Sakemoto Journal of International Financial Markets, Institutions and Money 52, 37-47, 2018 | 14 | 2018 |
| Market uncertainty and correlation between Bitcoin and Ether K Nakagawa, R Sakemoto Finance Research Letters 50, 103216, 2022 | 10 | 2022 |
| Direct estimation of lead–lag relationships using multinomial dynamic time warping K Ito, R Sakemoto Asia-Pacific Financial Markets 27 (3), 325-342, 2020 | 10 | 2020 |
| Currency carry trades and the conditional factor model R Sakemoto International Review of Financial Analysis 63, 198-208, 2019 | 7 | 2019 |
| The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries R Sakemoto International Journal of Financial Research 8 (2), 40-50, 2017 | 7 | 2017 |
| The Conditional Volatility Premium on Currency Portfolios J Byrne, R Sakemoto Journal of International Financial Markets, Institutions and Money 74, 101415, 2021 | 6 | 2021 |
| El Niño and commodity prices: New findings from partial wavelet coherence analysis X Cai, R Sakemoto Frontiers in Environmental Science 10, 893879, 2022 | 5 | 2022 |
| COVID-19 and the Forward-Looking Stock-Bond Return Relationship X Cai, Y Cong, R Sakemoto Applied Economics Letters, 1-5, 2021 | 5 | 2021 |
| Commodity momentum decomposition Y Iwanaga, R Sakemoto Journal of Futures Markets 43 (2), 198-216, 2023 | 3 | 2023 |
| Multi‐scale inter‐temporal capital asset pricing model R Sakemoto International Journal of Finance & Economics 27 (4), 4298-4317, 2022 | 3 | 2022 |
| Dynamic Allocations for Currency Investment Strategies K Nakagawa, R Sakemoto The European Journal of Finance, 1-22, 2022 | 3 | 2022 |
| The long-run risk premium in the intertemporal CAPM: International evidence R Sakemoto Journal of International Financial Markets, Institutions and Money 89, 101854, 2023 | 2 | 2023 |
| The time-varying risk price of currency portfolios JP Byrne, BM Ibrahim, R Sakemoto Journal of International Money and Finance 124, 102636, 2022 | 2 | 2022 |
| Macro factors in the returns on cryptocurrencies K Nakagawa, R Sakemoto Applied Finance Letters, 2021 | 2 | 2021 |
| The Time-Varying Risk Price of Currency Carry Trades JP Byrne, BM Ibrahim, R Sakemoto | 2 | 2017 |
Joseph P ByrneProfessor of Economics, Department of Economics, Business School, University of StrathclydeVerified email at strath.ac.uk
