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Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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  1. Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

    Full description at Econpapers || Download paper

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