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ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to … employ asymmetric models being a modification of a traditional GARCH. In the paper we used an approach of Engle and Ng (1993 …
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We investigate the relationship between the daily release of COVID-19 related announcements, defensive government interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and iteratively improve on previous research findings. We...
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World Cup -- Conclusions. … World Cup? Capitalism, Sport Mega Events and the Global South presents a new approach to sport mega events and related … socioeconomic impact of these events on host countries in the Global South. Drawing on a thorough case study of the 2014 FIFA World …
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