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~person:"McAleer, Michael"
~institution:"Tinbergen Instituut"
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Asymptotic price convergence
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BEKK
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Distribution
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Financial performance
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Integration
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MGARCH
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Mean
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Regional and global markets
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McAleer, Michael
Nijkamp, Peter
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Berg, Gerard van den
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Brandts, Jordi
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Chang, Chia-Lin
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Delfgaauw, Josse
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Dijk, Herman K. van
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García-Hiernaux, Alfredo
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Gorter, Cees
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Groot, Henri L.F. de
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Tinbergen Instituut
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Department of Economics and Finance, College of Business and Economics
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Institute of Economic Research, Kyoto University
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University of Canterbury / Dept. of Economics and Finance
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Center for Advanced Research in Finance, Faculty of Economics
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
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Shakai-Keizai-Kenkyūsho <Osaka>
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Market Integration Dynamics and Asymptotic Price Convergence in Distribution
García-Hiernaux, Alfredo
;
Guerrero, David E.
;
McAleer, …
-
Tinbergen Instituut
-
2013
th Century
USA
. …
Persistent link: https://www.econbiz.de/10011255992
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2
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
USA
, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers (at over sixty percent …
Persistent link: https://www.econbiz.de/10011256725
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