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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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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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An investigation of the recent linkages of consumer prices in Japan
Tsuji, Chikashi - In: International journal of financial research 7 (2016) 1, pp. 9-17
Persistent link: https://www.econbiz.de/10011560825
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Empirical modeling of the government and corporate bond yields : the case of Japan
Tsuji, Chikashi - In: Journal of management research 7 (2015) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10010514435
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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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Value premium and portfolio return regime : evidence from European equities
Tsuji, Chikashi - In: Modern economy 9 (2018) 3, pp. 434-442
Persistent link: https://www.econbiz.de/10011870390
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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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The value and growth spreads : the recent cases in the Japanese stock markets
Tsuji, Chikashi - In: Inventi impact: emerging economies (2015) 3, pp. 166-179
Persistent link: https://www.econbiz.de/10011404332
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Equity ownership and capital structure : evidence from the firms in the Nikkei 225 stock index
Tsuji, Chikashi - In: International journal of economics and finance 6 (2014) 3, pp. 55-63
Persistent link: https://www.econbiz.de/10010339631
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A test of the catering theory of dividends : the case of the Japanese electric appliances industry
Tsuji, Chikashi - In: Journal of management research 2 (2010) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10003996183