Showing 1 - 10 of 657
tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. In this paper … magnitude of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … international tourism are significant financial assets to the economies of SITEs, the time-varying volatility of international …
Persistent link: https://www.econbiz.de/10005570340
tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. In this paper … magnitude of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … international tourism are significant financial assets to the economies of SITEs, the time-varying volatility of international …
Persistent link: https://www.econbiz.de/10014061189
international tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. The … of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … international tourism receipts are significant financial assets to the economies of SITEs, the time-varying volatility of …
Persistent link: https://www.econbiz.de/10009642900
international tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. The … of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … international tourism receipts are significant financial assets to the economies of SITEs, the timevarying volatility of …
Persistent link: https://www.econbiz.de/10005272773
Persistent link: https://www.econbiz.de/10003359644
(1,1) counterparts are to be preferred. These empirical results show that the conditional volatility estimates are …
Persistent link: https://www.econbiz.de/10012718823
Persistent link: https://www.econbiz.de/10010191310
prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural … commodities and biofuel helps commodity suppliers hedge their portfolios, and manage the risk and co-risk of their biofuel and …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related …
Persistent link: https://www.econbiz.de/10011441704
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 …
Persistent link: https://www.econbiz.de/10012718789
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