This paper uses monthly data from April 2005 to August 2013 for Taiwan to propose a novel tourism indicator, namely the … Tourism Conditions Index (TCI). TCI accounts for the spillover weights based on the Granger causality test and estimates of … the multivariate BEKK model for four TCI indicators to predict specific tourism and economic environmental indicators for …

The paper uses monthly data on tourism related factors from April 2005 - June 2016 for Taiwan that applies factor … analysis and Chang’s (2015) novel approach for constructing a tourism financial indicator, namely the Tourism Financial … Conditions Index (FCI) to tourism stock data. However, the method of calculation of the TFCI is different from existing methods …

the Taiwan tourism industry, especially the impacts arising from the tourism policy reform that allowed mainland Chinese …

Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the … performance. Specifically, the risk for firm size has different effects from the three leading tourism sources to Taiwan, namely …