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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; 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 - 2009
Korean Won / New Taiwan $ exchange rate and tourist arrivals from Korea to Taiwan, as well as their associated volatility … and Korean tourist arrivals, to test whether alternative estimates of conditional volatility are sensitive to the long … memory in the conditional mean, and to examine asymmetry and leverage in volatility. The empirical results show that the …
Persistent link: https://www.econbiz.de/10013154681
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Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Ling; Khamkaew, Thanchanok; McAleer, Michael; … - 2009
Persistent link: https://www.econbiz.de/10003909585
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Dynamic conditional correlations in international stock, bond and foreign exchange markets : emerging markets evidence
Hakim, Abdul; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003908709
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The Ten Commandments for managing value at risk under the Basel II accord
Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez … - In: Issues in finance : credit, crises and policies, (pp. 59-64). 2010
Persistent link: https://www.econbiz.de/10009010317
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The Ten Commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Issues in finance : credit, crises and policies, (pp. 39-57). 2010
Persistent link: https://www.econbiz.de/10009010318
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Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
Allen, David E. - 2013
This paper presents an application of a recently developed approach by Matteson and James (2012) for the analysis of change points in a data set, namely major financial market indices converted to financial return series. The general problem concerns the inference of a change in the distribution...
Persistent link: https://www.econbiz.de/10013081422
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Non-parametric multiple change point analysis of the global financial crisis
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Annals of financial economics 13 (2018) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10011931167
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The fundamental equation in tourism finance
McAleer, Michael - 2015
the tourism industry, are two of the most important industries in the world today in terms of employment and generating …
Persistent link: https://www.econbiz.de/10011391546