COUNTRY INDEX
Modelling the Riskiness in Country Risk Ratings
ISBN: 978-0-44451-837-8, eISBN: 978-1-84950-832-2
ISSN: 0573-8555
Publication date: 23 April 2005
Citation
(2005), "COUNTRY INDEX", Hoti, S. and McAleer, M. (Ed.) Modelling the Riskiness in Country Risk Ratings (Contributions to Economic Analysis, Vol. 273), Emerald Group Publishing Limited, Leeds, pp. 479-483. https://doi.org/10.1108/S0573-8555(2005)0000273012
Publisher
:Emerald Group Publishing Limited
Copyright © 2005, Emerald Group Publishing Limited
- ACKNOWLEDGEMENTS
- LIST OF TABLES
- LIST OF FIGURES
- Introduction
- Country Risk Models: An Empirical Critique
- Rating Risk Rating Systems
- Assessment of Risk Ratings and Risk Returns for 120 Representative Countries
- Conditional Volatility Models for Risk Ratings and Risk Returns
- Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns
- Conclusion
- AUTHOR INDEX
- COUNTRY INDEX
- SUBJECT INDEX