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.

Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Hoti, Suhejla, McAleer, Michael (Author)
Format: Electronic eBook
Language:Inglés
Published: Amsterdam ; Boston : Elsevier, 2005.
Edition:1st ed.
Series:Contributions to economic analysis ; 273.
Subjects:
Country risk > Mathematical models.
Risque pays > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Country risk > Mathematical models
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