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Exploring the priced factors in ICAPM in Japan
Tsuji, Chikashi - In: Modern economy 2 (2011) 4, pp. 701-705
Persistent link: https://www.econbiz.de/10009620647
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Structural breaks and volatility spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi - In: Journal of management research 11 (2019) 2, pp. 30-44
Persistent link: https://www.econbiz.de/10011993943
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In search of the economic meaning and role of the Fama-French factors in Japan : implications for investment management
Tsuji, Chikashi - In: The open management journal 3 (2010) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009582775
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How are structural breaks related to stock return volatility persistence? : evidence from China and Japan
Tsuji, Chikashi - In: Modern economy 9 (2018) 10, pp. 1635-1643
Persistent link: https://www.econbiz.de/10011958946
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Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi - In: International review of financial analysis 70 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
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Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi - In: Economic modelling 74 (2018), pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
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The historical transition of return transmission, volatility spillovers, and dynamic conditional correlations : a fresh perspective and new evidence from the US, UK, and Japanese stock markets
Tsuji, Chikashi - In: Quantitative finance and economics 8 (2024) 2, pp. 410-436
Persistent link: https://www.econbiz.de/10015133094