Matches in SemOpenAlex for { <https://semopenalex.org/work/W2942584423> ?p ?o ?g. }
- W2942584423 endingPage "596" @default.
- W2942584423 startingPage "584" @default.
- W2942584423 abstract "This paper analyses the volatility spillover between foreign exchange rate and tourism firm stock returns for the case of China 4 July 2011 to 27 September 2018 period which covers the post-transition of Chinese managed floating exchange rate regime. Utilizing the BEKK-GARCH model, the empirical results indicate that there is bidirectional long-term spillover volatility between the variables under investigation. Our findings provide a new insight to portfolio managers about how the volatility is transferred between foreign exchange rate and tourism firm stock returns, and to which extent they are correlated over time. These elements are essential for portfolio diversification." @default.
- W2942584423 created "2019-05-09" @default.
- W2942584423 creator A5032182352 @default.
- W2942584423 creator A5065961306 @default.
- W2942584423 date "2019-04-29" @default.
- W2942584423 modified "2023-10-01" @default.
- W2942584423 title "Volatility spillovers and time varying correlation for Chinese tourism firms" @default.
- W2942584423 cites W1574970717 @default.
- W2942584423 cites W1588825294 @default.
- W2942584423 cites W1863543355 @default.
- W2942584423 cites W1975994995 @default.
- W2942584423 cites W1977480757 @default.
- W2942584423 cites W1980821900 @default.
- W2942584423 cites W1982261878 @default.
- W2942584423 cites W1986618100 @default.
- W2942584423 cites W2002278788 @default.
- W2942584423 cites W2009746521 @default.
- W2942584423 cites W2017095822 @default.
- W2942584423 cites W2020487467 @default.
- W2942584423 cites W2023235134 @default.
- W2942584423 cites W2034134047 @default.
- W2942584423 cites W2049005253 @default.
- W2942584423 cites W2050364544 @default.
- W2942584423 cites W2057654355 @default.
- W2942584423 cites W2069559734 @default.
- W2942584423 cites W2073631607 @default.
- W2942584423 cites W2080286317 @default.
- W2942584423 cites W2085276797 @default.
- W2942584423 cites W2097580026 @default.
- W2942584423 cites W2129470011 @default.
- W2942584423 cites W2162178129 @default.
- W2942584423 cites W2162249150 @default.
- W2942584423 cites W2241020243 @default.
- W2942584423 cites W2484598148 @default.
- W2942584423 cites W2489540272 @default.
- W2942584423 cites W2571421306 @default.
- W2942584423 cites W2612368736 @default.
- W2942584423 cites W2742174936 @default.
- W2942584423 cites W3124820410 @default.
- W2942584423 doi "https://doi.org/10.1080/10941665.2019.1610003" @default.
- W2942584423 hasPublicationYear "2019" @default.
- W2942584423 type Work @default.
- W2942584423 sameAs 2942584423 @default.
- W2942584423 citedByCount "6" @default.
- W2942584423 countsByYear W29425844232020 @default.
- W2942584423 countsByYear W29425844232021 @default.
- W2942584423 countsByYear W29425844232022 @default.
- W2942584423 countsByYear W29425844232023 @default.
- W2942584423 crossrefType "journal-article" @default.
- W2942584423 hasAuthorship W2942584423A5032182352 @default.
- W2942584423 hasAuthorship W2942584423A5065961306 @default.
- W2942584423 hasConcept C10138342 @default.
- W2942584423 hasConcept C106159729 @default.
- W2942584423 hasConcept C127413603 @default.
- W2942584423 hasConcept C139719470 @default.
- W2942584423 hasConcept C144133560 @default.
- W2942584423 hasConcept C149782125 @default.
- W2942584423 hasConcept C162324750 @default.
- W2942584423 hasConcept C162853370 @default.
- W2942584423 hasConcept C17744445 @default.
- W2942584423 hasConcept C180916674 @default.
- W2942584423 hasConcept C18918823 @default.
- W2942584423 hasConcept C191935318 @default.
- W2942584423 hasConcept C199539241 @default.
- W2942584423 hasConcept C200870193 @default.
- W2942584423 hasConcept C204036174 @default.
- W2942584423 hasConcept C23922673 @default.
- W2942584423 hasConcept C2776988154 @default.
- W2942584423 hasConcept C2780821815 @default.
- W2942584423 hasConcept C2983132609 @default.
- W2942584423 hasConcept C55527203 @default.
- W2942584423 hasConcept C556758197 @default.
- W2942584423 hasConcept C78519656 @default.
- W2942584423 hasConcept C91602232 @default.
- W2942584423 hasConceptScore W2942584423C10138342 @default.
- W2942584423 hasConceptScore W2942584423C106159729 @default.
- W2942584423 hasConceptScore W2942584423C127413603 @default.
- W2942584423 hasConceptScore W2942584423C139719470 @default.
- W2942584423 hasConceptScore W2942584423C144133560 @default.
- W2942584423 hasConceptScore W2942584423C149782125 @default.
- W2942584423 hasConceptScore W2942584423C162324750 @default.
- W2942584423 hasConceptScore W2942584423C162853370 @default.
- W2942584423 hasConceptScore W2942584423C17744445 @default.
- W2942584423 hasConceptScore W2942584423C180916674 @default.
- W2942584423 hasConceptScore W2942584423C18918823 @default.
- W2942584423 hasConceptScore W2942584423C191935318 @default.
- W2942584423 hasConceptScore W2942584423C199539241 @default.
- W2942584423 hasConceptScore W2942584423C200870193 @default.
- W2942584423 hasConceptScore W2942584423C204036174 @default.
- W2942584423 hasConceptScore W2942584423C23922673 @default.
- W2942584423 hasConceptScore W2942584423C2776988154 @default.
- W2942584423 hasConceptScore W2942584423C2780821815 @default.
- W2942584423 hasConceptScore W2942584423C2983132609 @default.
- W2942584423 hasConceptScore W2942584423C55527203 @default.
- W2942584423 hasConceptScore W2942584423C556758197 @default.
- W2942584423 hasConceptScore W2942584423C78519656 @default.
- W2942584423 hasConceptScore W2942584423C91602232 @default.
- W2942584423 hasIssue "6" @default.