Peng, C.-L. , Chung, C.-F. , Tsai, C.-C. and Wang, C.-T. 2016. Exploring the Returns and Volatility Spillover Effect in Taiwan and Japan Stock Markets. Asian Economic and Financial Review . 7, 2 (Nov. 2016), 175–187. DOI:https://doi.org/10.18488/journal.aefr/2017.7.2/102.2.175.187.