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
|
|---|---|
| Authors: | Chang, Chia-Lin ; Hsu, Hui-Kuang ; McAleer, Michael |
| Publisher: |
Rotterdam |
| Subject: | Tourism | Size effects | Small-firm effects | Financial performance | Spillover effects | MGARCH | VARMA | BEKK | Konjunktur | Business cycle | Wechselkurs | Exchange rate | Volatilität | Volatility | Betriebsgröße | Firm size | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Tourismuswirtschaft | Tourism industry | Taiwan | 2008-2012 |
freely available
| Extent: | Online-Ressource (29 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2013,008 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87451 [Handle] |
| Classification: | C22 - Time-Series Models ; G32 - Financing Policy; Capital and Ownership Structure ; L83 - Sports; Gambling; Recreation; Tourism |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009724114