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Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting
Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47
economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet … GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … asymmetry impacts on tourism demand volatility. …
Persistent link: https://www.econbiz.de/10013369139
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Wealth effects of housing and stock markets on outbound tourism
Ging, Lee Chew - In: Tourism analysis : an interdisciplinary tourism & … 26 (2021) 4, pp. 377-382
Persistent link: https://www.econbiz.de/10012745347
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Predicting stock price using two-stage machine learning techniques
Zhang, Jun; Li, Lan; Chen, Wei - In: Computational economics 57 (2021) 4, pp. 1237-1261
Persistent link: https://www.econbiz.de/10012543291
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Local demand shocks, excess comovement and return predictability
Broman, Markus S. - In: Journal of banking & finance 119 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012521271
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Forecasting stock market volatility in central and eastern European countries
Harrison, Barry; Moore, Winston - In: Journal of forecasting 31 (2012) 6, pp. 490-503
Persistent link: https://www.econbiz.de/10009661524
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The impact of China on stock return and volatility
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10010354381
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The impact of general elections on Kenya's tourism, financial and media sector stock returns : an event study approach
Buigut, Steven; Masinde, Brain - In: Journal of African business 23 (2022) 2, pp. 497-515
Persistent link: https://www.econbiz.de/10013178109
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Stock market reaction to the military conflict between Russia and Ukraine : an event study for the European tourism and hospitality industry
Martins, António Miguel; Correia, Pedro Álvaro Pereira; … - In: Journal of applied economics 26 (2023) 1, pp. 1-22
This paper examines the short-term market reaction of European tourism and hospitality industry to the beginning of the …
Persistent link: https://www.econbiz.de/10014516620
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The COVID-19 pandemic and stock market performance of transportation and travel services firms : a cross-country study
Farooq, Umar; Nasir, Adeel; Bilal; Bashir, Muhammad Farhan - In: Economic research 35 (2022) 1,6, pp. 6867-6883
Persistent link: https://www.econbiz.de/10014428310
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Impact of the COVID-19 outbreak on stock market returns : evidence from Japanese-listed tourism firms
Sakawa, Hideaki; Watanabel, Naoki - In: Applied economics 54 (2022) 46, pp. 5373-5377
Persistent link: https://www.econbiz.de/10013411168