Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Tinbergen Instituut - 2013
See the publication in the <I>North American Journal of Economics and Finance</I> (2013). Vol. 26(SI), 519-534.<P> This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional...</p></i>