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Modelling the riskiness in country risk ratings

Author: Suhejla Hoti; Michael McAleer
Publisher: Amsterdam ; Boston : Elsevier, 2005.
Series: Contributions to economic analysis, 273.
Edition/Format:   eBook : Document : English : 1st edView all editions and formats
Summary:
Focussing on the rating system of the international country risk guide, this book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Hoti, Suhejla.
Modelling the riskiness in country risk ratings.
Amsterdam ; Oxford : Elsevier, 2005
(OCoLC)60793138
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Suhejla Hoti; Michael McAleer
ISBN: 0080458386 9780080458380 6610633991 9786610633999
OCLC Number: 251862314
Notes: Title from title screen.
Description: 1 online resource (xix, 492 pages).
Contents: Cover --
table of contents --
Acknowledgements --
List of Tables --
List of Figures --
1. Introduction --
2. Country Risk Models: An Empirical Critique --
3. Rating Risk Rating Systems --
4. Assessment of Risk Rating and Risk Returns for 120 Representative Countries --
5. Conditional Volatility Models for Risk Ratings and Risk Returns --
6. Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns --
7. Conclusion --
Author Index --
Country Index --
index --
Last Page.
Series Title: Contributions to economic analysis, 273.
Responsibility: Suhejla Hoti, Michael McAleer.

Abstract:

The book focuses on agency rating system of the international country risk guide and analyses risk returns and models of conditional volatility. Time series data permit a comparative assessment of  Read more...

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