The widespread availability of internet search data is a new source of high-frequency information that can potentially improve the precision of macroeconomic forecasting, especially in areas with data constraints. This paper investigates whether travel-related online search queries enhance...

This paper estimates the effects of short and long haul volatility (or risk) in monthly Japanese tourist arrivals to Taiwan and New Zealand, respectively. In order to model appropriately the volatilities of international tourist arrivals, we use symmetric and asymmetric conditional volatility...

Landschaften stellen ein wesentliches Grundkapital des Tourismus dar, die Auswirkungen einzelner Landnutzungsformen auf den ländlichen Tourismus sind aber noch weitgehend unklar. Die vorliegende Studie untersucht den Einfluss verschiedener Landnutzungsformen auf den ländlichen Tourismus unter...

Landschaften stellen ein wesentliches Grundkapital des Tourismus dar, die Auswirkungen einzelner Landnutzungsformen auf den ländlichen Tourismus sind aber noch weitgehend unklar. Die vorliegende Studie untersucht den Einfluss verschiedener Landnutzungsformen auf den ländlichen Tourismus unter...

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 Taiwan. Four conditional univariate GARCH models are used...

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 multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the volatility specification. Daily data from 1 July...

Since 2008, when Taiwan's President Ma Ying-Jeou relaxed the Cross-Strait policy, China has become Taiwan's largest source of international tourism. In order to understand the risk persistence of Chinese tourists, the paper investigates the short-run and long-run persistence of shocks to the...

The number of Chinese tourists visiting Taiwan has been closely related to the political relationship across the Taiwan Strait. The occurrence of political events and disasters or accidents have had, and will continue to have, a huge impact on the Taiwan tourism market. To date, there has been...