volatility models, namely GARCH(1,1), GJR(1,1) and EGARCH(1,1), are used to measure the short-run and long-run persistence of … tourists. The empirical results show asymmetric impacts of positive and negative shocks on the volatility of the change in the … number of Group-type and Medical-type tourists, while Individual-type tourists display a symmetric volatility pattern …

returns of nine Asian forward exchange rates. We find two regimes with different volatility levels, whereby each regime … markets upon other Asian countries have been modest, in that little evidence exists for co-dependence of volatility regimes …

This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non …-variability of conditional correlation, a dynamic correlation structure is included in the volatility model specification. The … integration, in particular, that exerts the largest influence on volatility transmission …

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China …

volatility spillovers. The VIRF results show that the CNH exchange rate promptly reflects the global market demand and supply …We analyse volatility spillovers between the on- and offshore (CNY and CNH) Renminbi exchange rates towards the US … dollar (USD). The volatility impulse response (VIRF) methodology introduced by Hafner and Herwatz (2006) is applied to …

shock. The impact could be larger if China's slowdown and rebalancing coincides with bouts of global financial volatility …

international visitors to Taiwan is important, existing research has discussed the issue of the travel demand between Chinese … 2014 to 31 October 2016, together with the Diagonal BEKK model, the paper analyses the co-volatility spillover effects … is a significant negative co-volatility spillover effect between the rate of change in the numbers of Chinese tourists …

international visitors to Taiwan is important, existing research has discussed the issue of the travel demand between Chinese … 2014 to 31 October 2016, together with the Diagonal BEKK model, the paper analyses the co-volatility spillover effects … is a significant negative co-volatility spillover effect between the rate of change in the numbers of Chinese tourists …