The mediating effects of implied volatility and exchange rate on the U.S. tourism-growth nexus
Year of publication: |
2022
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Authors: | Obi, Pat ; Ogbeide, Godwin-Charles |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 3, Art.-No. 112, p. 1-16
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Subject: | tourism development | implied volatility | NARDL | asymmetric causality | cointegration | Volatilität | Volatility | Wechselkurs | Exchange rate | USA | United States | Kausalanalyse | Causality analysis | Tourismus | Tourism | Kointegration | Cointegration | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15030112 [DOI] hdl:10419/258835 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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