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Scenario analysis with the DD-PD mapping approach : stock market shocks and U.S. corporate default risk

Chan-Lau, Jorge A. - 2021

This paper introduces the quantile regression- based Distance-to-Default to Probability of Default (DD-PD) mapping, which links individual firms' DD to their real world PD. Since changes in the DD depend on a handful of parameters, the mapping easily accommodates shocks arising from quantitative...

Persistent link: https://www.econbiz.de/10012613371

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

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

Analysis of stock returns of main European service and tourism companies

Jareño, Francisco; Escribano, Ana; Torres, M. Pilar - In: Tourism economics : the business and finance of tourism … 28 (2022) 5, pp. 1280-1310

Persistent link: https://www.econbiz.de/10013392310

Macro and non-macro determinants of Korean tourism stock performance : a quantile regression approach

Jeon, Ji-Hong - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 3, pp. 149-156

Persistent link: https://www.econbiz.de/10012667334

The impact of China on stock returns and volatility in the Taiwan tourism industry

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

Persistent link: https://www.econbiz.de/10010191310

Momentum investing : evidence from the US tourism and hospitality

Shaker Ahmed, Mohamed - In: European journal of management and business economics : … 31 (2022) 3, pp. 269-284

Purpose - The present research aims to examine a range of momentum trading strategies for the tourism and hospitality … hospitality and tourism sector. These results are robust to size, different formation and holding combinations, beta and turnover …. Research limitations/implications - Regarding the research limitations, this paper only considers the US tourism and …

Persistent link: https://www.econbiz.de/10013330980

Airline disasters and the performance of tourism and hospitality stocks

Blau, Benjamin; Griffith, Todd; Whitby, Ryan J. - In: Tourism analysis : an interdisciplinary tourism & … 28 (2023) 2, pp. 269-281

Persistent link: https://www.econbiz.de/10014423437

The effects of business and finance conditions on the tourism stock markets : an empirical investigation from Turkey

Katircioglu, Setareh; Katırcıoğlu, Salih Turan - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4500-4511

Persistent link: https://www.econbiz.de/10014429446

Volatility modelling for tourism sector stocks in Borsa Istanbul

Celik, Gulsah Gencer - In: International journal of economics and financial issues … 10 (2020) 3, pp. 158-165

Persistent link: https://www.econbiz.de/10012215271

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