Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Last searches

Results for *

Displaying results 1 to 6 of 6.

  1. Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung
    Author: Pierdzioch, Christian; Stadtmann, Georg
    Published: 1999
    Publisher:  Inst. für Weltwirtschaft, Kiel

    Export to reference management software   RIS file
      BibTeX file
    Content information
  2. Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung
    Author: Pierdzioch, Christian; Stadtmann, Georg
    Published: 2011
    Publisher:  ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, Kiel

    Export to reference management software   RIS file
      BibTeX file
  3. A tourism conditions index
    Author: Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
    Published: 2014
    Publisher:  Dept. of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2014,3)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2014,03
    Subjects: monetary conditions index; financial conditions index; model-based tourism financial conditions index; unbiased estimation
    Scope: Online-Ressource (30 S.)
  4. A tourism financial conditions index
    Author: Chang, Chia-Lin; Hui-Kuang, Hsu; McAleer, Michael
    Published: 2014
    Publisher:  Tinbergen Inst., Rotterdam [u.a.]

    The paper uses monthly data on financial stock index returns, tourism stock sub-index returns, effective exchange rate returns and interest rate differences from April 2005 – August 2013 for Taiwan that applies Chang’s (2014) novel approach for... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 432 (2014,60)
    Inter-library loan:
    No inter-library loan

     

    The paper uses monthly data on financial stock index returns, tourism stock sub-index returns, effective exchange rate returns and interest rate differences from April 2005 – August 2013 for Taiwan that applies Chang’s (2014) novel approach for constructing a tourism financial indicator, namely the Tourism Financial Conditions Index (TFCI). The TFCI is an adaptation and extension of the widely-used Monetary Conditions Index (MCI) and Financial Conditions Index (FCI) to tourism stock data. However, the method of calculation of the TFCI is different from existing methods of constructing the MCI and FCI in that the weights are estimated empirically. The empirical findings show that TFCI is estimated quite accurately using the estimated conditional mean of the tourism stock index returns. The new TFCI is straightforward to use and interpret, and provides interesting insights in predicting the current economic and financial environment for tourism stock index returns that are based on publicly available information. In particular, the use of market returns on the tourism stock index as the sole indicator of the tourism sector, as compared with the general activity of economic variables on tourism stocks, is shown to provide an exaggerated and excessively volatile explanation of tourism financial conditions.

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/98881
    Edition: Revised: May 2014
    Series: Array ; 2014-060
    Subjects: monetary conditions index; financial conditions index; model-based tourism financial conditions index; unbiased estimation
    Scope: Online-Ressource (26 S.), graph. Darst.
  5. A tourism condition index
    Author: Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
    Published: 2014
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2014,04)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/50640
    Series: Econometric Institute report EI ; 2014-04
    Subjects: monetary conditions index; financial conditions index; model-based tourism financial conditions index; unbiased estimation
    Scope: Online-Ressource (30 S.), graph. Darst.
  6. A tourism financial conditions index
    Author: Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael
    Published: 2014
    Publisher:  Dept. of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2014,13)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2014,13
    Subjects: monetary conditions index; financial conditions index; model-based tourism financial conditions index; unbiased estimation
    Scope: Online-Ressource (26 S.)