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: Electronic
Language: English
Published: Bingley, U.K. : Emerald, 2005.
Series: Contributions to economic analysis ; v. 273.
Subjects:
Business & Economics > Finance.
Business & Economics > Econometrics.
Economics.
Country risk > Mathematical models.
elektronické knihy
electronic books
ISBN: 9781849508322 (electronic bk.) :
Physical Description: 1 online resource (xx, 492 p.) : ill.

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Table of contents

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007 cr un|||||||||
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020 |a 9781849508322 (electronic bk.) :  |c £88.95 ; €126.95 ; $155.95 
040 |a UtOrBLW  |c UtOrBLW 
080 |a 336.7 
245 0 0 |a Modelling the riskiness in country risk ratings  |h [electronic resource] /  |c edited by Michael McAleer. 
260 |a Bingley, U.K. :  |b Emerald,  |c 2005. 
300 |a 1 online resource (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. 
588 0 |a Print version record 
650 7 |a Business & Economics  |x Finance.  |2 bisacsh 
650 7 |a Business & Economics  |x Econometrics.  |2 bisacsh 
650 7 |a Economics.  |2 bicssc 
650 0 |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=https://doi.org/10.1108/S0573-8555(2005)273  |y Full text 

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