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...

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Bibliographic Details
Other Authors Hoti, Suhejla, McAleer, Michael
Format eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 2005.
SeriesContributions to economic analysis ; v. 273.
Subjects
Country risk > Mathematical models.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781849508322
ISSN0573-8555 ;
Physical Description1 online zdroj (xx, 492 p.) : ill.

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Table of Contents:
  • 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.

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