Zobrazeno 1 - 10 of 110 pro vyhledávání: '"Chikashi Tsuji"'
1
Akademický článek
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
Autor: Chikashi Tsuji
Publikováno v: Quantitative Finance and Economics, Vol 8, Iss 2, Pp 410-436 (2024)
This paper quantitatively investigated the historical transition of return transmission, volatility spillovers, and correlations between the US, UK, and Japanese stock markets. Applying a vector autoregressive (VAR)-dynamic conditional correlation (D
Externí odkaz: https://doaj.org/article/482a3bf1bbb4499c81a9cdc0f1adc3ce
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2
Akademický článek
Simmering tensions on the Russia–Ukraine border and natural gas futures prices: identifying the impact using new hybrid GARCH
Autor: Chikashi Tsuji
Publikováno v: Energy Informatics, Vol 7, Iss 1, Pp 1-23 (2024)
Abstract Focusing on the Russia–Ukraine war, this paper investigates natural gas futures volatilities. Applying several hybrid GARCH and EGARCH models, which innovatively incorporate both fat-tailed distribution errors and structural breaks, we der
Externí odkaz: https://doaj.org/article/2812df978dda471fafb5b4f7203a6aaa
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3
Akademický článek
Next‐generation sequencing clarified why first‐line treatment with osimertinib was ineffective in an autopsied case of EGFR‐mutated lung squamous cell carcinoma
Autor: Tadashi Nishimura, Takumi Fujiwara, Hajime Fujimoto, Hirotoshi Tarumi, Chikashi Tsuji, Soichi Iwanaka, Yasumasa Sakakura, Masahiro Naito, Yoshinaga Okugawa, Taro Yasuma, Esteban Cesar Gabazza, Yasuhiro Oomoto, Tetsu Kobayashi, Hidenori Ibata
Publikováno v: Thoracic Cancer, Vol 14, Iss 7, Pp 709-713 (2023)
Abstract Epidermal growth factor receptor (EGFR)‐mutated squamous cell carcinoma (SCC) is less common than adenocarcinoma. The third‐generation EGFR‐tyrosine kinase inhibitor, osimertinib, is effective in EGFR‐mutated lung adenocarcinoma, but
Externí odkaz: https://doaj.org/article/9ea80970dd944d21ac84afcf94028e19
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4
Akademický článek
The meaning of structural breaks for risk management: new evidence, mechanisms, and innovative views for the post-COVID-19 era
Autor: Chikashi Tsuji
Publikováno v: Quantitative Finance and Economics, Vol 6, Iss 2, Pp 270-302 (2022)
This paper quantitatively reveals the meaning of structural breaks for risk management by analyzing US and major European banking sector stocks. Applying newly extended Glosten-Jagannathan-Runkle generalized autoregressive conditional heteroscedastic
Externí odkaz: https://doaj.org/article/8743c6466c8042949abc16d4602a7551
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5
Akademický článek
Did the expectations channel work? Evidence from quantitative easing in Japan, 2001–06
Autor: Chikashi Tsuji
Publikováno v: Cogent Economics & Finance, Vol 4, Iss 1 (2016)
The Japanese economy experienced a prolonged period of quantitative easing (QE) over the five years from March 2001 to March 2006. The purpose of this paper is to evaluate the direct and exclusive effects of this rather unconventional monetary policy
Externí odkaz: https://doaj.org/article/3729f5b8a5084acda667f245ce0a99b4
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6
Akademický článek
Does the fear gauge predict downside risk more accurately than econometric models? Evidence from the US stock market
Autor: Chikashi Tsuji
Publikováno v: Cogent Economics & Finance, Vol 4, Iss 1 (2016)
This paper empirically compares the usefulness of information included in the volatility index (VIX) against several generalized autoregressive conditional heteroskedasticity (GARCH) models for predicting downside risk in the US stock market. Our mai
Externí odkaz: https://doaj.org/article/89f679ab300c4112af2e59f705a5892f
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