Do Macroeconomic Variables Contain Any Useful Information for Predicting Changes in Hospitality Stock Indices?

Journal of Hospitality and Tourism Research

Volumn 30, Issue 1, 2006, Pages 16-33

  Wong, Kevin K F ^a   Song, Haiyan ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

autoregressive; forecast error variance; impulse response; innovation; stock indices

Indexed keywords

EID: 80051738292     PISSN: 10963480     EISSN: 15577554     Source Type: Journal    
DOI: 10.1177/1096348005284267     Document Type: Article

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