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the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in …
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the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in …
Persistent link: https://www.econbiz.de/10010907400
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK–AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in …
Persistent link: https://www.econbiz.de/10010730245
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in …
Persistent link: https://www.econbiz.de/10010778722
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in …
Persistent link: https://www.econbiz.de/10010599816
Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the … performance. Specifically, the risk for firm size has different effects from the three leading tourism sources to Taiwan, namely … paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the …
Persistent link: https://www.econbiz.de/10011256725
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in …
Persistent link: https://www.econbiz.de/10010732626