The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Year of publication: |
2013-08-01
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Authors: | Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hsu, H-K. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | asymmetry | conditional volatility models | firm size | stock returns | tourism | tourism policy reforms | volatility size effects |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2013-26 |
Classification: | C22 - Time-Series Models ; G18 - Government Policy and Regulation ; G22 - Insurance; Insurance Companies ; G32 - Financing Policy; Capital and Ownership Structure ; L83 - Sports; Gambling; Recreation; Tourism |
Source: |
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The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin, (2013)
-
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin, (2013)
-
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin, (2013)
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Chang, Chia-Lin, (2012)
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A Tourism Financial Conditions Index
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Chang, Chia-Lin, (2014)
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