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International bank lending and country risk

Author: Erol M Balkan
Publisher: Commack, N.Y. : Nova Science Pub., ©1995.
Edition/Format:   Print book : EnglishView all editions and formats
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Additional Physical Format: Online version:
Balkan, Erol M.
International bank lending and country risk.
Commack, N.Y. : Nova Science Pub., ©1995
(OCoLC)654724695
Document Type: Book
All Authors / Contributors: Erol M Balkan
ISBN: 1560721715 9781560721710
OCLC Number: 29752806
Description: vii, 167 pages : illustrations ; 24 cm
Contents: Ch. I. Supply of Loans --
Ch. II. Country Risk and Probability of Default --
Ch. III. Assessing Country Risk --
Ch. IV. Testing the CAPM Model --
Ch. V. Conclusions --
Appendix I. Derivation of the CAPM Model --
Appendix II. Data Descriptions and Sources --
Appendix III. Mean Values and Correlations of All the Explanatory Variables --
Appendix IV. Country Rankings --
Appendix V. Creating the Democracy Index --
Appendix VI. Average Annual Spreads Over Libor --
Country Data Tables.
Responsibility: by Erol M. Balkan.

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