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The impact of China on stock return and volatility
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10010354381
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The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Tinbergen Instituut - 2013
the Taiwan tourism industry, especially the impacts arising from the tourism policy reform that allowed mainland Chinese …
Persistent link: https://www.econbiz.de/10011255765
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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
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 …
Persistent link: https://www.econbiz.de/10011256725
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Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 519-534
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK–AGARCH and VARMA … exchange rate to firm performance. Specifically, the risk for firm size has different effects from the three leading tourism …
Persistent link: https://www.econbiz.de/10010730245
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The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin; McAleer, Michael; Hsu, Hsu, H-K. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … industry, especially the impacts arising from the tourism policy reform that allowed mainland Chinese tourists to travel to …
Persistent link: https://www.econbiz.de/10010732584
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Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, Chia-Lin; McAleer, Michael; Hsu, Hsu, H-K. - Faculteit der Economische Wetenschappen, Erasmus … - 2012
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … exchange rate to firm performance. Specifically, the risk for firm size has different effects from the three leading tourism …
Persistent link: https://www.econbiz.de/10010732626
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The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin; McAleer, Michael; Hsu, Hui-Kuang - Facultad de Ciencias Económicas y Empresariales, … - 2013
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … industry, especially the impacts arising from the tourism policy reform that allowed mainland Chinese tourists to travel to …
Persistent link: https://www.econbiz.de/10010862578
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Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Institute of Economic Research, Kyoto University - 2012
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … exchange rate to firm performance. Specifically, the risk for firm size has different effects from the three leading tourism …
Persistent link: https://www.econbiz.de/10010599816
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The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - In: The North American Journal of Economics and Finance 29 (2014) C, pp. 381-401
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … industry, especially the impacts arising from the tourism policy reform that allowed mainland Chinese tourists to travel to …
Persistent link: https://www.econbiz.de/10010931457
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Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, Chia-Lin; McAleer, Michael; Hsu, Hui-Kuang - Facultad de Ciencias Económicas y Empresariales, … - 2013
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … exchange rate to firm performance. Specifically, the risk for firm size has different effects from the three leading tourism …
Persistent link: https://www.econbiz.de/10010778722