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.
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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