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Modelling the riskiness in country r...

Hoti, Suhejla.

Modelling the riskiness in country risk ratings

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Modelling the riskiness in country risk ratingsedited by Michael McAleer.
其他作者:	Hoti, Suhejla.
出版者:	Bingley, U.K. :Emerald,2005.
面頁冊數:	1 online resource (xx, 492 p.) :ill.
附註:	Includes index.
標題:	Business & EconomicsFinance.
電子資源:	http://www.emeraldinsight.com/0573-8555/273
ISBN:	9781849508322 (electronic bk.)

Modelling the riskiness in country risk ratings
Modelling the riskiness in country risk ratings[electronic resource] /edited by Michael McAleer. - Bingley, U.K. :Emerald,2005. - 1 online resource (xx, 492 p.) :ill. - Contributions to economic analysis,v. 2730573-8555 ;. - Contributions to economic analysis ;v. 210..

Includes index.

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.

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 countryrisk measures is open to question, it is necessary to analyse the agency rating systems to enable an evaluation of the importanceand 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.

ISBN: 9781849508322 (electronic bk.)Subjects--Topical Terms:

532821
Business & Economics
--Finance.

LC Class. No.: HG3891.5 / .M63 2005

Dewey Class. No.: 336.3435

Universal Decimal Class. No.: 336.7

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