Modelling the riskiness in country risk ratings

• Άλλοι συγγραφείς: Hoti, Suhejla, McAleer, Michael
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Bingley, U.K. : Emerald, 2005.
• Σειρά: Contributions to economic analysis ; v. 273.
• Θέματα: Business & Economics > Finance.; Business & Economics > Econometrics.; Economics.; Country risk > Mathematical models.

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...

Πίνακας περιεχομένων:

• 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.