Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chia-Lin Chang; Hui-Kuang Hsu; Michael McAleer
| Year of publication: |
2013
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|---|---|
| Authors: | Chang, Chia-Lin ; Hsu, Hui-kuang ; McAleer, Michael |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 519-534
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| Subject: | Tourism | Size effects | Small-firm effects | Financial performance | Spillover effects | MGARCH | VARMA | BEKK | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Wechselkurs | Exchange rate | Betriebsgröße | Firm size | Taiwan | Tourismuswirtschaft | Tourism industry | ARCH-Modell | ARCH model | Konjunktur | Business cycle | Tourismus |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010367563