This article explores the structure of the volatility transmission mechanism between stock and currency markets for Eurozone economies with systemic fiscal problems such as Greece, Italy, Ireland, Portugal and Spain. We focus on the structural properties of volatility diffusion, in times of...

The sponsorship of major sporting events involves an ongoing commitment by business partners (sponsors) who need to evaluate the returns of their investments. This article addresses this evaluation by employing event study analysis and bootstrapping in order to assess the market value of...