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Modelling the riskiness in country risk ratings /
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.
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Elsevier,
2005.
|
| Edición: | 1st ed. |
| Colección: | Contributions to economic analysis ;
273. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Hoti, Suhejla. | |
| 245 | 1 | 0 | |a Modelling the riskiness in country risk ratings / |c Suhejla Hoti, Michael McAleer. |
| 250 | |a 1st ed. | ||
| 260 | |a Amsterdam ; |a Boston : |b Elsevier, |c 2005. | ||
| 300 | |a 1 online resource (xix, 492 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Contributions to economic analysis ; |v 273 | |
| 500 | |a Title from title screen. | ||
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 590 | |a Emerald Insight |b Emerald All Book Titles | ||
| 650 | 0 | |a Country risk |x Mathematical models. | |
| 650 | 6 | |a Risque pays |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Country risk |x Mathematical models |2 fast | |
| 700 | 1 | |a McAleer, Michael. |4 aut | |
| 776 | 0 | 8 | |i Print version: |a Hoti, Suhejla. |t Modelling the riskiness in country risk ratings. |b 1st ed. |d Amsterdam ; Oxford : Elsevier, 2005 |z 0444518371 |w (OCoLC)60793138 |
| 830 | 0 | |a Contributions to economic analysis ; |v 273. | |
| 856 | 4 | 0 | |u https://emerald.uam.elogim.com/insight/publication/doi/10.1108/S0573-8555(2005)273 |z Texto completo |
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