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Consumption, aggregate wealth, and expected stock returns in Japan
Tsuji, Chikashi - In: International journal of economics and finance 1 (2009) 2, pp. 123-133
Persistent link: https://www.econbiz.de/10009304442
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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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A quantitative investigation of the time-varying beta of the international CAPM : the case of North American and European equity portfolios
Tsuji, Chikashi - In: Journal of management research 9 (2017) 2, pp. 104-112
Persistent link: https://www.econbiz.de/10011671575
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The anomalous stock market behavior of big and low book-to-market equity firms in April : new evidence from Japan
Tsuji, Chikashi - In: The open business journal 2 (2009) 1, pp. 54-63
Persistent link: https://www.econbiz.de/10009582343
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Exploring return transmission in Asian stock markets
Tsuji, Chikashi - In: Journal of management research 11 (2019) 4, pp. 48-59
Persistent link: https://www.econbiz.de/10012156614
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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
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Is volatility the best predictor of market crashes?
Tsuji, Chikashi - In: Asia-Pacific financial markets 10 (2003) 2/3, pp. 163-185
Persistent link: https://www.econbiz.de/10002766138
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What macro-innovation risks really are priced in Japan?
Tsuji, Chikashi - In: Applied financial economics 17 (2007) 13/15, pp. 1085-1099
Persistent link: https://www.econbiz.de/10003590479
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Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model
Tsuji, Chikashi - In: Applied financial economics letters 3 (2007) 2, pp. 77-83
Persistent link: https://www.econbiz.de/10003540179