Skip to content
You are not logged in |Login  
Limit search to available items
Record:   Prev Next
More Information
Author Hoti, Suhejla.

Title Modelling the riskiness in country risk ratings / Suhejla Hoti, Michael McAleer.

Imprint Amsterdam ; Boston : Elsevier, 2005.

Item Status

Edition 1st ed.
Description 1 online resource (xix, 492 pages).
Series Contributions to economic analysis ; 273
Contributions to economic analysis ; 273.
Note Title from title screen.
Bibliography Includes bibliographical references and indexes.
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.
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.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Country risk -- Mathematical models.
Genre/Form Electronic books.
Added Author McAleer, Michael. Author.
Other Form: Print version: Hoti, Suhejla. Modelling the riskiness in country risk ratings. 1st ed. Amsterdam ; Oxford : Elsevier, 2005 0444518371 (OCoLC)60793138
ISBN 0080458386 (electronic bk.)
9780080458380 (electronic bk.)