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18-047/III - Asymmetric Risk Impacts of Chinese Tourists to Taiwan

  • Authors
    Chia-Lin Chang, National Chung Hsing University, Taiwan; Shu-Han Hsu, National Chung Hsing University, Taiwan; Michael McAleer, Asia University, Taiwan
  • Publication date
    May 18, 2018
  • Keywords
    Asymmetric risk, leverage, risk persistence, tourist revenues, conditional volatility models, Heterogeneous AutoRegressive (HAR) models
  • JEL
    G32, C22, C58, Z32, Z33