14-007/III - A Tourism Conditions Index
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AuthorsChia-Lin Chang, National Chung Hsing University, Taiwan; Hui-Kuang Hsu, National Pingtung Institute of Commerce, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain
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Publication dateJanuary 7, 2014
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KeywordsMonetary Conditions Index (MCI), Financial Conditions Index (FCI), Tourism Conditions Index (TCI), BEKK, Spillovers, Granger causality
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JELB41, E44, E47, G32