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Modelling the Riskiness in Country Risk Ratings - Contributions to Economic Analysis Michael Mcaleer
Modelling the Riskiness in Country Risk Ratings - Contributions to Economic Analysis
Michael Mcaleer
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 risk ratings for 120 countries, and highlight the importance of economic, financial and political risk ratings as components of a composite risk rating.
516 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 23, 2005 |
| ISBN13 | 9780444518378 |
| Publishers | Emerald Publishing Limited |
| Pages | 516 |
| Dimensions | 156 × 234 × 28 mm · 933 g |
| Language | English |
| Editor | Hoti, S. |
| Editor | McAleer, Michael |
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