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