This paper estimates the effects of short and long haul volatility (or risk) in monthly Japanese tourist arrivals to … use symmetric and asymmetric conditional volatility models that are commonly used in financial econometrics, namely the … volatility estimates for the monthly growth in Japanese tourists to New Zealand and Taiwan are different, and indicate that the …

relationship between the S&P500 Composite Index and the Volatility Index (VIX), but few empirical studies have focused on the … relationship between VIX and ETF returns. The purpose of the paper is to investigate whether VIX returns affect ETF returns by … using vector autoregressive (VAR) models to determine whether daily VIX returns with different moving average processes …