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Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin; McAleer, Michael - In: The Korean economic review 50 (2009) 2, pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
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Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003910516
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Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, Chia-Lin - 2009
is also increasingly important in Taiwan. One of the three leading tourism source countries for Taiwan is the Republic of … Korean Won / New Taiwan $ exchange rate and tourist arrivals from Korea to Taiwan, as well as their associated volatility … crisis of 2008-09. Inclusion of the exchange rate allows approximate daily price effects on Korean tourism arrivals to Taiwan …
Persistent link: https://www.econbiz.de/10013154681
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: International review of economics & finance : IREF 47 (2017), pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China, Japan, Korea and the United States, for a period running from 12th September 2002 to 9th September 2012. This captures the impact of the Global Financial Crisis (GFC). These...
Persistent link: https://www.econbiz.de/10010391535
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
Persistent link: https://www.econbiz.de/10010410189
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Volatility Spillovers from Australia's Major Trading Partners Across the GFC
Allen, David E. - 2014
This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China, Japan, Korea and the United States, for a period running from 1st January 2004 to 30th June 2014. This captures the impact of the Global Financial Crisis (GFC). These markets...
Persistent link: https://www.econbiz.de/10013049205
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US antidumping petitions and revealed comparative advantage of shrimp exporting countries
Chang, Chia-Lin; McAleer, Michael; Nguyen, Dang-Khoa - 2016 - Revised: October 2016
The paper explores the trade competitiveness of seven major shrimp exporting countries, namely Vietnam, China, Thailand, Ecuador, India, Indonesia and Mexico, to the USA. Specifically, we investigate whether the United States (US) antidumping petitions impact upon the bilateral revealed...
Persistent link: https://www.econbiz.de/10011556155
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ARMAX modelling of international tourism demand
Lim, Christine; McAleer, Michael; Min, Jennifer C.H. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 9, pp. 2879-2888
arrivals from Japan to Taiwan and New Zealand. However, other explanatory variables, such as real income in the origin country … New Zealand and Taiwan based on seasonally unadjusted quarterly data for 1980(1) to 2004(2). The empirical results of the …
Persistent link: https://www.econbiz.de/10010749625
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Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2013
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 …
Persistent link: https://www.econbiz.de/10010326433