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18-031/III - Risk Spillovers in Returns for Chinese and International 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; Erasmus University Rotterdam, The Netherlands
  • Publication date
    March 30, 2018
  • Keywords
    Risk spillovers, International tourism arrivals, Chinese tourist arrivals, Group tourists, Individual tourists, Medical tourists, Co-volatility effects, Diagonal BEKK model
  • JEL
    Z32, Z33, C22, C32, C58