. Daily data on ETF returns that follow different stock indexes in the USA and Europe are used in the empirical analysis. The …

Europe are used in the empirical analysis, which is presented for the full data set, as well as for the three sub …

the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …

the empirical analysis is for Taiwan, where we have three decades of quarterly data available of forecasts and their … updates of the inflation rate and real GDP growth rate. Our empirical results suggest that the forecast updates for Taiwan are …