Similar Search Results - EconBiz

Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Tinbergen Instituut - 2013

See the publication in the <I>North American Journal of Economics and Finance</I> (2013). Vol. 26(SI), 519-534.<P> This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional...</p></i>

Persistent link: https://www.econbiz.de/10011256725

Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 519-534

This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK–AGARCH and VARMA–AGARCH, in the volatility specification. Daily data from 1...

Persistent link: https://www.econbiz.de/10010730245

Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

Chang, Chia-Lin; McAleer, Michael; Hsu, Hsu, H-K. - Faculteit der Economische Wetenschappen, Erasmus … - 2012

This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the volatility specification. Daily data from 1 July...

Persistent link: https://www.econbiz.de/10010732626

Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Institute of Economic Research, Kyoto University - 2012

This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the volatility specification. Daily data from 1 July...

Persistent link: https://www.econbiz.de/10010599816

Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

Chang, Chia-Lin; McAleer, Michael; Hsu, Hui-Kuang - Facultad de Ciencias Económicas y Empresariales, … - 2013

This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the volatility specification. Daily data from 1 July...

Persistent link: https://www.econbiz.de/10010778722

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

This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the volatility specification. Daily data from 1 July...

Persistent link: https://www.econbiz.de/10010326433

Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Department of Economics and Finance, College of … - 2013

This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the volatility specification. Daily data from 1 July...

Persistent link: https://www.econbiz.de/10010907400

Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism

Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2012

Persistent link: https://www.econbiz.de/10010360672

Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism

Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - In: The North American journal of economics and finance : a … 26 (2013), pp. 519-534

Persistent link: https://www.econbiz.de/10010367563

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

Persistent link: https://www.econbiz.de/10009724114

A service of the