ISBN: 9780444518378 - Modelling the Riskiness in Country Risk Ratings: An Empirical Analysis of the Trends and Volatilities in Country Risk Ratings and Risk Returns: 273 (contributions to Economic Analysis, 273) (16 results)

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Hardback. Condition: New. The importance of country risk is underscored by the existence of several prominent country risk rating agencies. These agencies combine information regarding alternative measures of economic, financial and political risk into associated composite risk ratings. As the accuracy of such country risk measures is open to question, it is necessary to analyse the agency rating systems to enable an evaluation of the importance and relevance of agency risk ratings. The book focuses on the rating system of the international country risk guide. "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. The book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations.…

Hardback. Condition: New. The importance of country risk is underscored by the existence of several prominent country risk rating agencies. These agencies combine information regarding alternative measures of economic, financial and political risk into associated composite risk ratings. As the accuracy of such country risk measures is open to question, it is necessary to analyse the agency rating systems to enable an evaluation of the importance and relevance of agency risk ratings. The book focuses on the rating system of the international country risk guide. "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. The 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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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisChapter one: Introduction . 1.1 Country risk. 1.2 Country risk literature. 1.3 Risk ratings and rating systems. 1.4 Risk ratings and risk returns for 120 representative countries. 1.5 Conditional vola.…

Buch. Condition: Neu. Modelling the Riskiness in Country Risk Ratings | S. Hoti (u. a.) | Buch | Gebunden | Englisch | 2005 | Elsevier Science Ltd | EAN 9780444518378 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…

Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…

Condition: New. PRINT ON DEMAND pp. 516.