Modelling the Riskiness in Country Risk Ratings

Introduction / Michael McAleer -- Assessment of risk ratings and risk returns for 120 representative countries / Michael McAleer -- Conditional volatility models for risk ratings and risk returns / Michael McAleer -- Univariate and multivariate estimates of symmetric and asymmetric conditional volat...

Full description

Saved in:
Bibliographic Details
Main Authors Hoti, Suhejla, McAleer, Michael
Format eBook Book Publication
LanguageEnglish
Published Amsterdam ; Tokyo Emerald Group Publishing Limited 2005
Elsevier
Emerald
Edition1st ed.
SeriesContributions to economic analysis
Subjects
ARCH-Modell
Business & Economics
Country risk
Country risk > Mathematical models
Credit rating
Econometrics
Economics
Finance
Financial engineering
Länderrisiko
Mathematical models
Ratingagentur
Risk management
Volatilität
Online AccessGet full text
ISBN9780444518378
0444518371
9781849508322
1849508321
ISSN0573-8555
DOI10.1108/S0573-8555(2005)273

Cover

More Information
Summary:Introduction / Michael McAleer -- Assessment of risk ratings and risk returns for 120 representative countries / Michael McAleer -- Conditional volatility models for risk ratings and risk returns / Michael McAleer -- Univariate and multivariate estimates of symmetric and asymmetric conditional volatilities and conditional correlations for risk returns / Michael McAleer -- Conclusion / Michael McAleer -- Country risk models : an empirical critique / Michael McAleer -- Rating risk rating systems / Michael McAleer
Bibliography:Includes bibliographical references and indexes
SourceType-Books-1
ObjectType-Book-1
content type line 7
Available also in a print ed.
Mode of access: Internet via World Wide Web.
Title from title screen.
ISBN:9780444518378
0444518371
9781849508322
1849508321
ISSN:0573-8555
DOI:10.1108/S0573-8555(2005)273