This paper uses monthly data from April 2005 to August 2013 for Taiwan to propose a novel tourism indicator, namely the Tourism Conditions Index (TCI). TCI accounts for the spillover weights based on the Granger causality test and estimates of the multivariate BEKK model for four TCI indicators to predict specific tourism and economic environmental indicators for Taiwan. The foundation of the T...

Purpose The authors aim to examine the mean and volatility linkages between gold market Latin American equity markets in entire sample period two crises periods, namely US financial crisis Chinese crash. Design/methodology/approach To return spillovers, employ VAR-BEKK-GARCH model on daily data of four emerging which include Peru, Chile, Brazil Mexico, ranges from January 2000 June 2018. Findin...

The empirical evidence suggests that stock returns in the emerging technology environment exhibit high return volatility. fundamental aim of article is to investigate dynamic, time series properties correlations between daily log and magnitude volatility transmissions from technologies Spanish banking sector, market portfolio finance industry EU area. Using for performance variables an equally ...

Macroeconomic stability is an objective emerging economy desired to achieve but oil price shocks and fluctuations in nominal exchange rates tend restrain the ability of these economies such macroeconomic balance. Regrettably, are prone have structural breaks defined periods. We therefore, implemented a bivariate diagonal BEKK model, Zivot-Andrews Bai-Perron breakpoint tests evaluate effect pres...

Frá síðustu aldamótum hefur íslenskt samfélag tekið hröðum breytingum og hlutfall íbúa sem teljast innflytjendur aukist úr 2,6% árið 2000 í 15% 2020 (Hagstofa Íslands, e.d.). Markmið rannsóknarinnar hér er greint frá var að öðlast skilning á upplifun, samskiptum félagslegri þátttöku nemenda af erlendum uppruna íslenskum grunnskólum með það leiðarljósi koma betur til móts við náms- félagslegar þ...

Abstract A two-step framework to analyze local microstructure variations of paper sheets based on 3D image data is presented. First, a multi-stage workflow efficiently acquires large set highly resolved tomographic data, which enables—in combination with statistical analysis—the quantification and pairwise correlations morphological characteristics length scales ranging from micrometers centime...