Modelling the riskiness in country risk ratings

The importance of country risk is underscored by the existence of several prominent country risk rating agencies. These agencies combine information regarding alternative measures of economic, financial and political risk into associated composite risk ratings. As the accuracy of such country risk m...

Full description

Saved in:
Bibliographic Details
Other Authors: Hoti, Suhejla., McAleer, Michael.
Format: eBook
Language: English
Published: Bingley, U.K. : Emerald, 2005.
Series: Contributions to economic analysis ; v. 273.
Subjects:
Country risk > Mathematical models.
elektronické knihy
electronic books
ISBN: 9781849508322
Physical Description: 1 online zdroj (xx, 492 p.) : ill.

Cover

Table of contents

LEADER 02819nam a2200373 a 4500
001 70531
003 CZ ZlUTB
005 20240911210517.0
006 m d
007 cr un
008 101115s2005 xxka s 001 0 eng d
020 |a 9781849508322  |q (ebook) 
040 |a UtOrBLW  |c UtOrBLW  |b cze  |d ZLD002 
080 |a 336.7 
245 0 0 |a Modelling the riskiness in country risk ratings  |h [elektronický zdroj] /  |c edited by Michael McAleer. 
260 |a Bingley, U.K. :  |b Emerald,  |c 2005. 
300 |a 1 online zdroj (xx, 492 p.) :  |b ill. 
490 1 |a Contributions to economic analysis,  |x 0573-8555 ;  |v v. 273 
500 |a Includes index. 
505 0 |a Introduction / Michael McAleer -- Assessment of risk ratings and risk returns for 120 representative countries / Michael McAleer -- Conditional volatility models for risk ratings and risk returns / Michael McAleer -- Univariate and multivariate estimates of symmetric and asymmetric conditional volatilities and conditional correlations for risk returns / Michael McAleer -- Conclusion / Michael McAleer -- Country risk models : an empirical critique / Michael McAleer -- Rating risk rating systems / Michael McAleer. 
520 |a The importance of country risk is underscored by the existence of several prominent country risk rating agencies. These agencies combine information regarding alternative measures of economic, financial and political risk into associated composite risk ratings. As the accuracy of such country risk measures is open to question, it is necessary to analyse the agency rating systems to enable an evaluation of the importance and relevance of agency risk ratings. The book focuses on the rating system of the international country risk guide. Time series data permit a comparative assessment of risk ratings for 120 countries, and highlight the importance of economic, financial and political risk ratings as components of a composite risk rating. The book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations. 
504 |a Obsahuje bibliografie 
506 |a Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty univerzity 
650 4 |a Country risk  |x Mathematical models. 
655 7 |a elektronické knihy  |7 fd186907  |2 czenas 
655 9 |a electronic books  |2 eczenas 
700 1 |a Hoti, Suhejla. 
700 1 |a McAleer, Michael. 
776 1 |z 9780444518378 
830 0 |a Contributions to economic analysis ;  |v v. 273. 
856 4 0 |u https://proxy.k.utb.cz/login?url=http://www.emeraldinsight.com/0573-8555/273  |y Plný text 
992 |a BK  |c EBOOK-TN  |c BME 
999 |c 70531  |d 70531 
993 |x NEPOSILAT  |y EIZ 

Similar Items