Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Year of publication: |
2013
|
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Authors: | Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang |
Institutions: | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid |
Subject: | Tourism | Size effects | Small-firm effects | Financial performance | Spillover effects | MGARCH | VARMA | BEKK |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | For financial support, the first author is most grateful to the National Science Council, Taiwan, and the third author wishes to acknowledge the Australian Research Council, National Science Council, Taiwan, and the Japan Society for the Promotion of Science. Number 2013-01 29 pages |
Classification: | C22 - Time-Series Models ; G32 - Financing Policy; Capital and Ownership Structure ; L83 - Sports; Gambling; Recreation; Tourism |
Source: |
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Chang, Chia-Lin, (2013)
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Chang, Chia-Lin, (2013)
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