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Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia

Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008670047

Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia

Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10003987659

An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia

McAleer, Michael - 2009

Asia. The effects of SARS and human deaths from Avian Flu will be compared directly according to human deaths. The nature …

Persistent link: https://www.econbiz.de/10012718825

Down-side risk metrics as portfolio diversification strategies across the global financial crisis

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of risk and financial management : JRFM 9 (2016) 2, pp. 1-18

This paper features an analysis of the effectiveness of a range of portfolio diversification strategies, with a focus on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures to a set of daily arithmetically-compounded returns, in...

Persistent link: https://www.econbiz.de/10011543960