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Spillover analysis of tourist movements within Europe

Author

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  • Mitra, Subrata Kumar
  • Chattopadhyay, Manojit
  • Jana, R.K.

Abstract

•Analyzed spillover effect among top nine tourist destination countries of European Union.•Spillover effect is measured for tourist arrivals, nights spent and net occupancy rate.•Used method proposed by Barunik and Krehlik (2018) to capture time dynamics.•Analysis performed for three bands: short-term, medium-term, and long-term.•Spillover is highest in the medium term of four to twelve months.

Suggested Citation

  • Mitra, Subrata Kumar & Chattopadhyay, Manojit & Jana, R.K., 2019. "Spillover analysis of tourist movements within Europe," Annals of Tourism Research, Elsevier, vol. 79(C).
    • Handle: RePEc:eee:anture:v:79:y:2019:i:c:s0160738319301112
    DOI: 10.1016/j.annals.2019.102754
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    References listed on IDEAS

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    4. Liu, Yan & Cheng, Xian & Liao, Stephen Shaoyi & Yang, Feng, 2023. "The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    5. Zhou, Mei-Jing & Huang, Jian-Bai & Chen, Jin-Yu, 2022. "Time and frequency spillovers between political risk and the stock returns of China's rare earths," Resources Policy, Elsevier, vol. 75(C).

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