• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Facilities
    • Admissions
  • Research
  • News
  • Events
    • Summer School
      • Crash Course in Experimental Economics
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Econometric Methods for Forecasting and Data Science
  • Times

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