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prices of travel and leisure companies. The drop in volatility is robust to many alternative estimation techniques, different …This paper examines the impact of vaccination programs on the stock market volatility of the travel and leisure sector … decrease in the investment risk of travel and leisure companies. Vaccination results in a decrease in the volatility of stock …
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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. …
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