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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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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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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
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The meaning of structural breaks for risk management : new evidence, mechanisms, and innovative views for the post-COVID-19 era
Tsuji, Chikashi - In: Quantitative finance and economics 6 (2022) 2, pp. 270-302
Persistent link: https://www.econbiz.de/10013498954
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Empirical investigations on the relationship among liquidity, trading volume, volatility, and return
Tsuji, Chikashi - In: Ōsaka Daigaku keizaigaku 52 (2002) 2, pp. 77-93
Persistent link: https://www.econbiz.de/10001733943
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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