TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Hsu, Hui-Kuang
AU  - McAleer, Michael
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41445
AB  - This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the...
LA  - eng
KW  - Tourism
KW  - Size effects
KW  - Small-firm effects
KW  - Financial performance
KW  - Spillover effects
KW  - MGARCH
KW  - VARMA
KW  - BEKK.
TI  - Is Small Beautiful? Size Effects of Volatility Spilloversfor Firm Performance and Exchange Rates in Tourism
TY  - technical report
VL  - 2013
ER  -