Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism

North American Journal of Economics and Finance

Volumn 26, Issue , 2013, Pages 519-534

  Chang, Chia Lin ^a   Hsu, Hui Kuang ^b   McAleer, Michael ^c,d,e,f  

^a NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

^b NATIONAL PINGTUNG UNIVERSITY   (Taiwan)

^c Erasmus University Rotterdam   (Netherlands)

^d TINBERGEN INSTITUTE   (Netherlands)

^e KYOTO UNIVERSITY   (Japan)

^f UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

BEKK; Financial performance; MGARCH; Size effects; Small firm effects; Spillover effects; Tourism; VARMA

Indexed keywords

EID: 84888431103     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2013.02.019     Document Type: Article

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