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Stock return conjunction in markets with deteriorated sentiment : evidence from the Japanese electric appliances industry
Tsuji, Chikashi - In: Modern economy 3 (2012) 4, pp. 463-468
Persistent link: https://www.econbiz.de/10009705353
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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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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