Articles liés à Modelling The Riskiness In Country Risk Ratings

Modelling The Riskiness In Country Risk Ratings - Couverture rigide

Livre 2 sur 4: Contributions to Economic Analysis
 
9780444518378: Modelling The Riskiness In Country Risk Ratings
Couverture rigide
ISBN 10 : 0444518371 ISBN 13 : 9780444518378
Editeur : Elsevier Science Ltd, 2005

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Elsevier Science Ltd
Date d'édition
2005
Langue
anglais
ISBN 10 
0444518371
ISBN 13 
9780444518378
Reliure
Relié
Nombre de pages
516
Éditeur
Hoti S., McAleer Michael
Coordonnées du fabricant
non disponible
Personne responsable
Barbara Criscuolo
b.criscuolo@lswr.it

Via Spadolini, 7
Milano
20141
Italie