Empirical studies have revealed that many financial asset returns are characterized by an asymmetric behavior of the volatility. Aside from asymmetry, another important stylized fact about the volatility is its long memory effect. Given that the computation of the volatility is …
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Predecir el precio del cobre no es una tarea fácil. Productores, consumidores, inversionistas e incluso algunos gobiernos deben enfrentarse a este tema. Existen muchas fuentes de información y diferentes modelos para completarla, sin embargo, no hay un consenso claro de cuándo e…
Risk management plays a key role in water utilities. Although tools are well established at operational and tactical levels of management, existing methods at strategic level lack a holistic treatment and a long-term perspective. In fact, risks are analysed per se, despite being…
To leverage Africa's growth trajectory the continent's large infrastructure deficit needs to be addressed, which is likely to be funded through raising debt. Sub-Saharan African sovereigns have often looked to international markets to raise debt which exposes them to exchange ra…
This study focuses on the events during and after 9/11 in Newfoundland, Canada and the Broadway show, Come From Away. Generally, the purpose is to examine the long-term narrative construction of resilience after a defining event in a community’s history and explores the idea tha…