Modelling the riskiness in country risk ratings:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam
Elsevier
2005
|
| Edition: | 1st ed |
| Series: | Contributions to economic analysis
273 |
| Subjects: | |
| Online Access: | FAW01 FAW02 Volltext |
| Item Description: | Title from title screen Includes bibliographical references and indexes 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 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 |
| Physical Description: | 1 Online-Ressource (xix, 492 p.) |
| ISBN: | 0080458386 0444518371 9780080458380 9780444518378 |
Staff View
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| id | DE-604.BV043139990 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:18:40Z |
| institution | BVB |
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| language | English |
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| physical | 1 Online-Ressource (xix, 492 p.) |
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| publishDate | 2005 |
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| publisher | Elsevier |
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| series2 | Contributions to economic analysis |
| spelling | Hoti, Suhejla Verfasser aut Modelling the riskiness in country risk ratings Suhejla Hoti, Michael McAleer 1st ed Amsterdam Elsevier 2005 1 Online-Ressource (xix, 492 p.) txt rdacontent c rdamedia cr rdacarrier Contributions to economic analysis 273 Title from title screen Includes bibliographical references and indexes 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 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 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Country risk / Mathematical models fast Mathematisches Modell Wirtschaft Country risk Mathematical models McAleer, Michael Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=166543 Aggregator Volltext |
| spellingShingle | Hoti, Suhejla Modelling the riskiness in country risk ratings BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Country risk / Mathematical models fast Mathematisches Modell Wirtschaft Country risk Mathematical models |
| title | Modelling the riskiness in country risk ratings |
| title_auth | Modelling the riskiness in country risk ratings |
| title_exact_search | Modelling the riskiness in country risk ratings |
| title_full | Modelling the riskiness in country risk ratings Suhejla Hoti, Michael McAleer |
| title_fullStr | Modelling the riskiness in country risk ratings Suhejla Hoti, Michael McAleer |
| title_full_unstemmed | Modelling the riskiness in country risk ratings Suhejla Hoti, Michael McAleer |
| title_short | Modelling the riskiness in country risk ratings |
| title_sort | modelling the riskiness in country risk ratings |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Country risk / Mathematical models fast Mathematisches Modell Wirtschaft Country risk Mathematical models |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Country risk / Mathematical models Mathematisches Modell Wirtschaft Country risk Mathematical models |
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