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.
| ISBN: | 9780444518378 |
| Publication date: | 23rd April 2005 |
| Author: | S Hoti |
| Publisher: | Elsevier Science Ltd an imprint of Emerald Publishing Limited |
| Format: | Hardback |
| Pagination: | 516 pages |
| Series: | Contributions to Economic Analysis |
| Genres: |
Economics |
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.
Modelling the Riskiness in Country Risk Ratings features in the following genres: Economics
Modelling the Riskiness in Country Risk Ratings is available in Hardback
Modelling the Riskiness in Country Risk Ratings was written by S Hoti and published by Elsevier Science Ltd an imprint of Emerald Publishing Limited
Modelling the Riskiness in Country Risk Ratings has 516 pages
Yes it is part of Contributions to Economic Analysis series